The odd log-logistic Weibull-G family of distributions with regression and financial risk models

DOI10.1007/S40305-021-00349-6zbMATH Open1499.62076OpenAlexW3176813254MaRDI QIDQ2136512FDOQ2136512

Authors: Mahdi Rasekhi, Emrah Altun, Morad Alizadeh, Haitham M. Yousof 

Publication date: 10 May 2022

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-021-00349-6

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zbMATH Keywords

maximum likelihoodregression modelsimulationvalue at riskfinancial risk modelingodd log-logistic-G familyWeibull-G family

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cites Work

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Cited In (4)

• A new generalized Weibull family of distributions: mathematical properties and applications
• The generalized odd log-logistic-G regression with interval-censored survival data
• Financial Data Analysis with Two Symmetric Distributions
• A new extended log-Weibull regression: simulations and applications

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