The Lomax-Claim Model: Bivariate Extension and Applications to Financial Data

<table class="table-group" id="tab7"><tr><td><table class="table"><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr class="thead"><td class="align_left">Fitted models</td><td class="align_center">AIC</td><td class="align_center">BIC</td></tr><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr><td class="align_left">FGMBL-Claim</td><td class="align_center">191.656</td><td class="align_center">194.909</td></tr><tr><td class="align_left">FGMBL</td><td class="align_center">224.549</td><td class="align_center">229.075</td></tr><tr class="table-tr"><td colspan="3"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Discrimination measures of the competing models for the economics data.</div>

Complexity

tab7

Table 7

Table 7: The Lomax-Claim Model: Bivariate Extension and Applications to Financial Data 