The Large Arcsine Exponential Dispersion Model—Properties and Applications to Count Data and Insurance Risk

The large arcsine exponential dispersion model (LAEDM) is a class of three-parameter distributions on the non-negative integers. These distributions show the specific characteristics of being leptokurtic, zero-inflated, overdispersed, and skewed to the right. Therefore, these distributions are well...

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Bibliographic Details
Main Authors: Shaul K. Bar-Lev, Ad Ridder
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/19/3715