Evidence tests and optimal sample size determination for risk measure

نویسندگانFatemeh Yousefzadeh
همایشاولین سمینار تخصصی استنباط شواهد
تاریخ برگزاری همایش2019-06-12
محل برگزاری همایشمشهد
شماره صفحات0-0
نوع ارائهسخنرانی
سطح همایشداخلی

چکیده مقاله

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.

لینک ثابت مقاله

کلیدواژه‌ها: Evidence tests, Empirical likelihood, Jacknife, risk measure