A New Exponential-X Family: Modeling Extreme Value Data in the Finance Sector

Table 4

Discrimination criteria of the competitive models for the insurance claims data.

Distribution	AIC	BIC	CAIC	HQIC
NE-Weibull	5519.460	5532.523	5519.502	5524.555
Weibull	6169.574	6178.290	6169.634	6172.975
W-Loss	5585.738	5596.708	5585.984	5590.767
NHT-Weibull	5546.007	5564.756	5546.083	5553.865
Ku-Weibull	5601.734	5619.152	5601.805	5608.527
B-Weibull	5602.555	5602.625	5619.972	5609.348