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

Table 5

Goodness-of-fit criteria of the competing distributions for insurance claims data.

Distribution	CM	AD	KS	value
NE-Weibull	0.146	0.674	0.016	0.668
Weibull	0.974	2.094	0.896	0.129
W-Loss	0.196	0.895	0.027	0.538
NHT-Weibull	0.175	0.795	0.023	0.618
Ku-Weibull	0.200	1.037	0.037	0.383
B-Weibull	0.221	1.121	0.035	0.471