A New Heavy-Tailed Lomax Model With Characterizations, Applications, Peaks Over Random Threshold Value-at-Risk, and the Mean-of-Order-P Analysis

A New Heavy-Tailed Lomax Model With Characterizations, Applications, Peaks Over Random Threshold Value-at-Risk, and the Mean-of-Order-P Analysis

In this work, a new heavy-tailed Lomax model is proposed for the reliability and actuarial risk analysis. Simulations are conducted to investigate how the estimators behave. Parameters are derived through maximum likelihood estimation techniques. The efficacy of the newly proposed heavy-tailed Loma...

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Bibliographic Details
Main Authors: M. I. Khan, Abdussalam Aljadani, Mahmoud M. Mansour, Enayat M. Abd Elrazik, G. G. Hamedani, Haitham M. Yousof, Wahid A. M. Shehata
Format: Article
Language:English
Published: Wiley 2024-01-01
Series:Journal of Mathematics
Online Access:http://dx.doi.org/10.1155/jom/5329529
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