ActuarialM - Computation of Actuarial Measures Using Bell G Family
It computes two frequently applied actuarial measures, the
expected shortfall and the value at risk. Seven well-known
classical distributions in connection to the Bell generalized
family are used as follows: Bell-exponential distribution,
Bell-extended exponential distribution, Bell-Weibull
distribution, Bell-extended Weibull distribution, Bell-Lomax
distribution, Bell-Burr-12 distribution, and Bell-Burr-X
distribution. Related works include: a) Fayomi, A., Tahir, M.
H., Algarni, A., Imran, M., & Jamal, F. (2022). "A new useful
exponential model with applications to quality control and
actuarial data". Computational Intelligence and Neuroscience,
2022. <doi:10.1155/2022/2489998>. b) Alsadat, N., Imran, M.,
Tahir, M. H., Jamal, F., Ahmad, H., & Elgarhy, M. (2023).
"Compounded Bell-G class of statistical models with
applications to COVID-19 and actuarial data". Open Physics,
21(1), 20220242. <doi:10.1515/phys-2022-0242>.