Authors | Fatemeh Yousefzadeh |
---|---|
Conference Title | شانزدهمین کنفرانس آمار ایران |
Holding Date of Conference | 2022-08-24 |
Event Place | بابلسر |
Page number | 0-0 |
Presentation | SPEECH |
Conference Level | Internal 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 a family of risk measures. Also, a simulation is presented to illustrate the results.
tags: Evidence test; Empirical likelihood; Jackknife; Risk measure.