Computation of Actuarial Measures Using Bell G Family
Computation of Actuarial Measures Using Bell G Family
Bell Burr-12 distribution
Bell Burr-X distribution
Bell exponentiated exponential distribution
Bell exponentiated Weibull distribution
Bell exponential distribution
Bell Lomax distribution
Bell Weibull distribution
It computes two frequently applied actuarial measures, the expected shortfall and the value at risk. Seven well-known classical distributions in connection to the Bell generalized family are used as follows: Bell-exponential distribution, Bell-extended exponential distribution, Bell-Weibull distribution, Bell-extended Weibull distribution, Bell-Lomax distribution, Bell-Burr-12 distribution, and Bell-Burr-X distribution. Related works include: a) Fayomi, A., Tahir, M. H., Algarni, A., Imran, M., & Jamal, F. (2022). "A new useful exponential model with applications to quality control and actuarial data". Computational Intelligence and Neuroscience, 2022. <doi:10.1155/2022/2489998>. b) Alsadat, N., Imran, M., Tahir, M. H., Jamal, F., Ahmad, H., & Elgarhy, M. (2023). "Compounded Bell-G class of statistical models with applications to COVID-19 and actuarial data". Open Physics, 21(1), 20220242. <doi:10.1515/phys-2022-0242>.