A New Logistic Distribution and Its Properties, Applications and PORT-VaR Analysis for Extreme Financial Claims

A New Logistic Distribution and Its Properties, Applications and PORT-VaR Analysis for Extreme Financial Claims

This paper introduces a new extension of exponentiated standard logistic distribution. Some important statistical properties of the novel family of distributions are discussed. A simulation study is also conducted to observe the behavior of the estimated parameter using several estimation methods. T...

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Bibliographic Details
Main Authors: Piotr Sulewski, Morad Alizadeh, Jondeep Das, Gholamhossein G. Hamedani, Partha Jyoti Hazarika, Javier E. Contreras-Reyes, Haitham M. Yousof
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Mathematical and Computational Applications
Subjects:
Bi-modality
skew logistic
financial claims data
mean of order P
Value-at-Risk
peaks over a random threshold Value-at-Risk
Online Access:https://www.mdpi.com/2297-8747/30/3/62
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