On parameter estimation using double-linex loss function

Tsionas [Ann Oper Res 323:229–245, 2023] considered parameter estimation under linex and double-linex loss functions. He was not able to provide details for the double-linex loss function because of not being able to derive a closed form. In this note, we show that a closed form can be derived. Further, we give details of estimation using the double-linex loss function by the method of maximum likelihood and Bayesian method.