摘要：We present basic properties and discuss potential insurance applications of a new class of probability distributions on positive integers with power law tails. The distributions in this class are zero-inflated discrete counterparts of the Pareto distribution. In particular, we obtain the probability of ruin in the compound binomial risk model where the claims are zero-inflated discrete Pareto distributed and correlated by mixture..
关键词：Actuarial science ; compound binomial risk model ; dependence by mixture ; discrete Pareto distribution ; geometric distribution ; heavy tail ; mixture ; power law ; ruin probability ; zero;altered distribution ; zero;inflated distribution ; zero;modified distribution
