The Lomax-Claim Model: Bivariate Extension and Applications to Financial Data

Table 4

The analytical measures of the fitted models.

Model	CM	AD	KS	value
L-Claim	0.056	0.320	0.086	0.951
Lomax	0.062	0.387	0.147	0.443
T-Lomax	0.059	0.374	0.198	0.407
P-Lomax	0.075	0.470	0.229	0.087
E-Lomax	0.108	0.671	0.150	0.386