Discrete Extension of Poisson Distribution for Overdispersed Count Data: Theory and Applications

Table 2

VaR and TVaR for the DPB distribution.

	Significance level
0.7	0.70	0.26646	2.16411
	0.75	0.43125	2.64475
	0.80	0.62884	3.25648
	0.85	0.87822	4.07228
	0.90	1.22171	5.25634
	0.95	1.79326	7.33244
	0.99	3.07400	12.2385
1.5	0.70	1.13438	4.07335
	0.75	1.39673	4.61746
	0.80	1.71043	5.28777
	0.85	2.10541	6.15525
	0.90	2.64838	7.37887
	0.95	3.55036	9.46311
	0.99	5.57025	14.2394
3.0	0.70	2.69438	6.78560
	0.75	3.12616	7.46194
	0.80	3.64187	8.28380
	0.85	4.29061	9.33414
	0.90	5.18190	10.7984
	0.95	6.66240	13.2642
	0.99	9.98111	18.8554
5.0	0.70	4.74183	10.0869
	0.75	5.39265	10.9525
	0.80	6.16977	11.9998
	0.85	7.14730	13.3335
	0.90	8.49044	15.1867
	0.95	10.7224	18.2991
	0.99	15.7316	25.3464
7.0	0.70	6.77822	13.2973
	0.75	7.64570	14.3574
	0.80	8.68152	15.6386
	0.85	9.98457	17.2684
	0.90	11.7753	19.5314
	0.95	14.7521	23.3304
	0.99	21.4381	31.9365
15.0	0.70	14.8962	25.9361
	0.75	16.6243	27.7887
	0.80	18.6882	30.0262
	0.85	21.2853	32.8712
	0.90	24.8561	36.8214
	0.95	30.7962	43.4567
	0.99	44.1571	58.5211