Research Article
Actuarial Measures, Regression, and Applications of Exponentiated Fréchet Loss Distribution
| Parameter | n | AE | AB | RMSE | MLE | MPS | OLS | WLS | MLE | MPS | OLS | WLS | MLE | MPS | OLS | WLS |
| | 20 | 3.2791 | 4.0993 | 1.9601 | 1.902 | 3.1276 | 3.9164 | 1.8903 | 1.8327 | 3.8091 | 4.294 | 2.8471 | 2.8076 | 50 | 2.4407 | 3.4328 | 1.5148 | 1.5036 | 2.2965 | 3.2551 | 1.4365 | 1.4189 | 3.2077 | 3.8727 | 2.3923 | 2.4244 | 100 | 1.8339 | 2.9395 | 1.2619 | 1.2967 | 1.6927 | 2.7635 | 1.1575 | 1.1888 | 2.6758 | 3.5177 | 2.0413 | 2.1709 | 250 | 1.0227 | 1.8845 | 0.9203 | 0.9756 | 0.8856 | 1.7126 | 0.8064 | 0.8546 | 1.7599 | 2.6189 | 1.5651 | 1.7263 | 500 | 0.6038 | 1.0308 | 0.6002 | 0.6064 | 0.4686 | 0.8665 | 0.4807 | 0.4818 | 1.1109 | 1.6642 | 0.9883 | 1.1003 |
| | 20 | 3.9546 | 3.1504 | 6.5333 | 6.9199 | 3.9658 | 3.3182 | 5.8841 | 6.2031 | 5.4102 | 4.7979 | 6.9779 | 7.1773 | 50 | 3.1699 | 1.797 | 5.0604 | 5.2819 | 3.3674 | 2.3267 | 4.761 | 4.9327 | 4.841 | 3.632 | 6.0994 | 6.241 | 100 | 3.0783 | 1.4832 | 4.4242 | 4.5742 | 3.2416 | 2.1145 | 4.2841 | 4.3904 | 4.7182 | 3.3239 | 5.7158 | 5.7927 | 250 | 3.0658 | 1.477 | 4.158 | 3.9374 | 3.0776 | 1.985 | 4.0332 | 3.8157 | 4.557 | 3.1679 | 5.4782 | 5.2745 | 500 | 3.1455 | 1.7671 | 3.9697 | 3.6965 | 2.9906 | 2.0082 | 3.7867 | 3.4836 | 4.4471 | 3.2061 | 5.2597 | 4.9558 |
| | 20 | 1.0928 | 1.3374 | 1.148 | 1.0989 | 0.7659 | 0.9689 | 0.9725 | 0.886 | 1.2382 | 1.544 | 1.4145 | 1.3158 | 50 | 0.6415 | 0.7004 | 0.6976 | 0.6689 | 0.3247 | 0.3623 | 0.53 | 0.4374 | 0.5238 | 0.6101 | 0.7982 | 0.6847 | 100 | 0.5464 | 0.566 | 0.5923 | 0.5652 | 0.2074 | 0.2143 | 0.345 | 0.2698 | 0.3066 | 0.3299 | 0.5133 | 0.4021 | 250 | 0.5046 | 0.5097 | 0.5195 | 0.5097 | 0.128 | 0.1253 | 0.2073 | 0.1587 | 0.1671 | 0.1664 | 0.2852 | 0.2149 | 500 | 0.4979 | 0.5002 | 0.4991 | 0.4979 | 0.0925 | 0.09 | 0.1401 | 0.1091 | 0.1172 | 0.1148 | 0.1793 | 0.14 |
| | 20 | 0.2904 | 0.3529 | 0.2204 | 0.2042 | 0.1198 | 0.1708 | 0.0773 | 0.063 | 0.191 | 0.279 | 0.1606 | 0.1326 | 50 | 0.2885 | 0.347 | 0.2647 | 0.2428 | 0.1093 | 0.1575 | 0.1015 | 0.0807 | 0.1604 | 0.217 | 0.2013 | 0.1508 | 100 | 0.2697 | 0.3233 | 0.2569 | 0.244 | 0.0894 | 0.1318 | 0.0877 | 0.075 | 0.1274 | 0.171 | 0.1471 | 0.1165 | 250 | 0.242 | 0.2837 | 0.2424 | 0.2381 | 0.0617 | 0.0925 | 0.0696 | 0.0639 | 0.0844 | 0.1171 | 0.1047 | 0.0916 | 500 | 0.226 | 0.2529 | 0.2296 | 0.2252 | 0.0465 | 0.0638 | 0.0553 | 0.0492 | 0.0643 | 0.0848 | 0.0774 | 0.0689 |
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