A minimum variance approach to multivariate linear regression with application to actuarial problems

DOI10.1007/S13385-025-00422-XMaRDI QIDQ6883735zbMATH OpenFDO

Authors Zinoviy Landsman, Udi E. Makov

Publication date 16 December 2025

Published in European Actuarial Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S13385-025-00422-X

zbMATH Keywords

linear regressionbuildingstock returnsprofitscontentsfire lossesminimum variance squared distance

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• scientific article; zbMATH DE number 3578234 (Why is no real title available?)
• Large sample theory of intrinsic and extrinsic sample means on manifolds. I
• Parametric expectile regression and its application for premium calculation
• Portfolio optimization under a minimax rule revisited
• Regression modeling with actuarial and financial applications.
• Risk estimation via regression
• The location of a minimum variance squared distance functional

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