It is well known that any natural exponential family (NEF) is characterized by its variance
function on its mean domain, often much simpler than the corresponding generating …

Abstract The Exponential Dispersion Family is a rich family of distributions, comprised of
several distributions, some of which are heavy-tailed and as such could be of significant …

It has long been established that under regularity conditions, the linear credibility formula
with an appropriate credibility factor produces exact fair premium for claims or losses whose …

From a notion of d-pseudo-orthogonality for a sequence of polynomials (d∈{2, 3,…}), this
paper introduces three different characterizations of natural exponential families (NEF's) with …

We link the infinitely divisible measure μ to its modified Lévy measure ρ= ρ (μ) in terms of
their variance functions, where x-2 [ρ (dx)-ρ ({0}) δ0 (dx)] is the Lévy measure associated …

Stochastic approximation is a powerful tool for sequential estimation of zero points of a
function. This methodology is defined and is shown to be related to a broad class of …

Let K={Kλ: λ∈ Λ} be a family of sampling distributions for the data x on a sample space X
which is indexed by a parameter λ∈ Λ, and let F be a family of priors on Λ. Then F is said to …

Characterizations of a distribution by zero (or constant) regression properties of arbitrary
degree polynomial statistics on the sample mean are discussed. Various practical steps …

Contaminated Exponential Dispersion Loss Models Page 1 CONTAMINATED
EXPONENTIAL DISPERSION LOSS MODELS Zinoviy M. Landsman* and Udi E. Makov† …

Length-biased sampling (LBS) situations may occur in clinical trials, reliability, queueing
models, survival analysis and population studies where a proper sampling frame is absent …