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A new weighted exponentiated-exponential distribution is proposed to model financial data. It has heavy-tailed behavior which is suitable for data with right tails. Some actuarial measures for the new model are determined, and simulations are reported. Its parameters are estimated using nine approaches including a Bayesian method. A new Log-WEx-Exponential regression model is defined for right censored data. The importance of the new models is proved by applications to financial data.


Actuarial measures Regression model Bayesian estimation Censored data Heavy-tailed distributions

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How to Cite
Afify, A. Z., Pescim, R. R., Cordeiro, G. M., & Mahran, H. A. (2023). A New Heavy-Tailed Exponential Distribution: Inference, Regression Model and Applications. Pakistan Journal of Statistics and Operation Research, 19(3), 395-411.