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evidence tests for the family of risk measures
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نویسنده
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yousefzadeh fatemeh
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منبع
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شانزدهمين كنفرانس آمار ايران - 1401 - دوره : 16 - شانزدهمین کنفرانس آمار ایران - کد همایش: 01220-18271 - صفحه:0 -0
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چکیده
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In actuarial applications, we often work with risk measures for insuranceproducts. in this paper, some criteria based on statistical evidence are proposed totest a family of risk measures. also, a simulation is presented to illustrate the results.
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کلیدواژه
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evidence test; empirical likelihood; jackknife; risk measure.
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آدرس
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, iran
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Authors
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