| نویسندگان | Fatemeh Yousefzadeh |
|---|---|
| همایش | شانزدهمین کنفرانس آمار ایران |
| تاریخ برگزاری همایش | 2022-08-24 |
| محل برگزاری همایش | بابلسر |
| شماره صفحات | 0-0 |
| نوع ارائه | سخنرانی |
| سطح همایش | داخلی |
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 a family of risk measures. Also, a simulation is presented to illustrate the results.
کلید واژه ها: Evidence test; Empirical likelihood; Jackknife; Risk measure.