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 for the Family of Risk Measures

AuthorsFatemeh Yousefzadeh
Conference Titleشانزدهمین کنفرانس آمار ایران
Holding Date of Conference2022-08-24
Event Placeبابلسر
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 a family of risk measures. Also, a simulation is presented to illustrate the results.

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