3 papers
stat.ME2025
Assessing Risk Heterogeneity through Heavy-Tailed Frequency and Severity Mixtures
Michael R. Powers, Jiaxin Xu
The analysis of risk typically involves dividing a random damage-generation process into separate frequency (event-count) and severity (damage-magnitude) components. In the present…
stat.ML2025
A Criterion for Extending Continuous-Mixture Identifiability Results
Michael R. Powers, Jiaxin Xu
Mixture distributions provide a versatile and widely used framework for modeling random phenomena, and are particularly well-suited to the analysis of geoscientific processes and t…
stat.AP2025
A Versatility Measure for Parametric Risk Models
Michael R. Powers, Jiaxin Xu
Parametric statistical methods play a central role in analyzing risk through its underlying frequency and severity components. Given the wide availability of numerical algorithms a…