Table 1 \(\mu _{1}^{\prime }\), \(\mu _{2}\), \(\textbf{S} _{X},\)\(\textbf{K}_{X}\) and \(\textbf{D}_{X}\) of the CPII model.

From: A novel Compound-Pareto model with applications and reliability peaks above a random threshold value at risk analysis

\(\mathbf {\xi }_{1}\)

\(\mathbf {\xi }_{2}\)

\(\mathbf {\xi }_{3}\)

\(\mu _{1}^{\prime }\)

\(\mu _{2}\)

\(\textbf{S}_{X}\)

\(\textbf{K}_{X}\)

\(\textbf{D}_{X}\)

−50

2

10

0.004764

37.48559

1344.273

1864093

7868.421

−25

  

5.636801

39309.82

38.56149

1572.877

6973.782

−1

  

994.9204

3716964

2.600992

9.455713

3735.941

1

  

762.8661

2727624

3.196985

13.56481

3575.495

25

  

4.489540

23.57864

258.258

287637.1

5.251905

50

  

0.004760

37.48559

1344.273

1864093

7868.421

1.5

0.5

0.5

0.17028

0.071300

10.22217

1186.038

0.4187302

 

1

 

0.31067

0.104290

10.27958

1089.722

0.3356969

 

10

 

1.16087

0.214373

23.38805

2377.482

0.1846658

 

50

 

2.08156

0.612631

16.63449

1372.791

0.2943142

 

250

 

3.44446

1.815988

10.70707

734.2976

0.5272200

 

1000

 

5.16569

4.199258

8.451276

518.031

0.8129131

5

5

1

1.384154

2.228696

1014.991

3409177

1.61015

  

10

1118.222

3136743

2.669669

10.22454

2805.117

  

50

84.34107

480592.8

9.89348

108.9342

5698.207

  

250

0.064669

384.8799

361.7902

142833.3

5951.487

  

500

0.002257

13.47620

1936.385

4088911

5971.676