Research Article
The Exponential T-X Family of Distributions: Properties and an Application to Insurance Data
Table 5
The estimated values of the parameters with standard errors (in parenthesis) of the fitted distributions.
| Dist. | Par. | Level of significance | VaR | TVaR |
| Weibull | | 0.700 | 98.118 | 155.719 | | 0.800 | 123.320 | 178.579 | | 0.900 | 163.507 | 215.794 | | 0.999 | 282.247 | 328.704 | ETX-Weibull | | 0.700 | 197.035 | 327.972 | | 0.800 | 257.007 | 385.873 | | 0.900 | 365.878 | 493.883 | | 0.999 | 830.701 | 963.901 |
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