The Odd Log-Logistic Weibull-G Family of Distributions with Regression and Financial Risk Models

作     者：Mahdi Rasekhi Emrah Altun Morad Alizadeh Haitham M.Yousof 

作者机构：Department of StatisticsMalayer UniversityMalayerIran Department of MathematicsBartin UniversityBartinTurkey Department of StatisticsPersian Gulf UniversityBushehrIran Department of StatisticsMathematics and InsuranceBenha UniversityBenhaEgypt 

出 版 物：《Journal of the Operations Research Society of China》 (中国运筹学会会刊（英文）)

年 卷 期：2022年第10卷第1期

页      面：133-158页

核心收录：

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 0837[工学-安全科学与工程] 070105[理学-运筹学与控制论] 0714[理学-统计学（可授理学、经济学学位）] 0701[理学-数学] 

主　　题：Odd log-logistic-G family Weibull-G family Regression model Value at risk Simulation Maximum likelihood Financial risk modeling 

摘      要：A new generalization of the Weibull-G family is proposed with two extra shape param*** mathematical properties are derived in great *** the Weibull and normal distributions as baseline distributions,two models are *** first model is a location-scale regression model based on a new extension of the Weibull *** second model is a new two-step financial risk model to forecast the daily value at *** flexibility and applicability of the proposed models are investigated by means of five real data sets on the lifetime and financial *** findings of the study show that proposed models work well and produce better results than other well-known models for financial risk modeling and censored lifetime data analysis.