A New Logistic Distribution and Its Properties, Applications and PORT-VaR Analysis for Extreme Financial Claims

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Date

2025-06

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journal article

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Authors

Sulewski, Piotr, Alizadeh, Morad, Das, Jondeep, Hamedani, Gholamhossein G., Hazarika, Partha Jyoti, Contreras-Reyes, Javier E., Yousof, Haitham M.

Publisher

Multidisciplinary Digital Publishing Institute (MDPI)

URI

https://repositorio.udla.cl/handle/udla/2235

DOI

https://doi.org/10.3390/mca30030062

Keywords

Bi-modality, skew logistic, financial claims data, mean of order P, Value-at-Risk, peaks over a random threshold Value-at-Risk MSC: 35A01, 65L10, 65L12, 65L20, 65L70 JEL Classification: D8, H51

Citation

Sulewski, Piotr; Alizadeh, Morad; Das, Jondeep; Hamedani, Gholamhossein G.; Hazarika, Partha Jyoti; Contreras-Reyes, Javier E.; Yousof, Haitham M. (2025). A New Logistic Distribution and Its Properties, Applications and PORT-VaR Analysis for Extreme Financial Claims. Mathematical and Computational Applications, 30(3), 62. https://doi.org/10.3390/mca30030062

Abstract

This paper introduces a new extension of exponentiated standard logistic distribution. Some important statistical properties of the novel family of distributions are discussed. A simulation study is a...

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Creative Commons Attribution 4.0 International
Except where otherwised noted, this item's license is described as Creative Commons Attribution 4.0 International
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