Distributional Nikulin-Rao-Robson validity under a novel gamma extension with characterizations and risk assessment
In this work, a novel probability distribution is introduced and studied. Some characterizations are presented. Several financial risk indicators, such as the value-at-risk, tail-valueat-risk, tail variance, tail Mean-Variance, and mean excess loss function are considered under the maximum likelihoo...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Shahid Bahonar University of Kerman
2024-08-01
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| Series: | Journal of Mahani Mathematical Research |
| Subjects: | |
| Online Access: | https://jmmrc.uk.ac.ir/article_4215_230ac439c3da5fc7ff6efd59065ba9c5.pdf |