CV


Fatemeh Yousefzadeh

Fatemeh Yousefzadeh

Associate Professor

Faculty: Mathematics and Statistics

Department: Statistics

Degree: Doctoral

CV
Fatemeh Yousefzadeh

Associate Professor Fatemeh Yousefzadeh

Faculty: Mathematics and Statistics - Department: Statistics Degree: Doctoral |

Evidence tests and optimal sample size determination for risk measure

AuthorsFatemeh Yousefzadeh
Conference Titleاولین سمینار تخصصی استنباط شواهد
Holding Date of Conference2019-06-12
Event Placeمشهد
Page number0-0
PresentationSPEECH
Conference LevelInternal Conferences

Abstract

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 the risk measures. optimal sample size in which the substantial evidence reaches a desired level is determined. Also a simulation is presented to illustrate the results.

Paper URL