A New Modified Kumaraswamy Distribution: Actuarial Measures and Applications

Table 18

Numerical illustration of VaR and ES data set 5.

VaR					ES
q	MKw	Kw	SBKw	Beta	MKw	Kw	SBKw	Beta
0.55	0.84093	0.10671	0.81009	0.81124	0.73779	0.09838	0.71068	0.71145
0.60	0.85232	0.10822	0.82236	0.82411	0.74686	0.09914	0.71948	0.72030
0.65	0.86342	0.10974	0.83448	0.83690	0.75540	0.09990	0.72786	0.72878
0.70	0.87441	0.11125	0.84667	0.84980	0.76351	0.10065	0.73591	0.73696
0.75	0.88549	0.11277	0.85913	0.86303	0.77127	0.10141	0.74371	0.74492
0.80	0.89692	0.11428	0.87220	0.87692	0.77877	0.10217	0.75132	0.75273
0.85	0.90912	0.11580	0.88636	0.89198	0.78607	0.10292	0.75884	0.76047
0.90	0.92285	0.11731	0.90259	0.90918	0.79328	0.10368	0.76637	0.76824
0.95	0.94019	0.11882	0.92356	0.93116	0.80053	0.10444	0.77406	0.77621
0.99	0.96187	0.12004	0.95380	0.96187	0.80659	0.10504	0.78061	0.78300