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Title
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معيار ريسك بر اساس آنتروپي تجمعي ماكزيمم آماره هاي ترتيبي
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Type
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Presentation
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Keywords
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آنتروپي تجمعي، برآورد تجربي، ماكزيمم آمارهي ترتيبي، معيار ريسك
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Abstract
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Standard deviation is a standard risk prevailing in insurance. The use of this criterion in some cases is not appropriate. New measurement criteria have been proposed that compare with this criterion are more accurate and more capable. In this paper we introduce the cumulative entropy of maximum order statistics
as a new risk measure, and then we compare the proposed risk standard with other common risk criteria in insurance
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Researchers
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Saeid Tahmasebi (Second researcher)
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