شماره ركورد كنفرانس
5191
عنوان مقاله
Evidence Tests for the Family of Risk Measures
پديدآورندگان
Yousefzadeh Fatemeh Department of Statistics, Faculty of Mathematics and Statistics, University of Birjand
تعداد صفحه
9
كليدواژه
Evidence test , Empirical likelihood , Jackknife , Risk measure.
سال انتشار
1401
عنوان كنفرانس
شانزدهمين كنفرانس آمار ايران
زبان مدرك
انگليسي
چكيده فارسي
In actuarial applications, we often work with risk measures for insurance products. In this paper, some criteria based on statistical evidence are proposed to test a family of risk measures. Also, a simulation is presented to illustrate the results.
كشور
ايران
لينک به اين مدرک