The location of a minimum variance squared distance functional

DOI10.1016/j.insmatheco.2022.03.006zbMath1492.91433OpenAlexW4220939869WikidataQ114167220 ScholiaQ114167220MaRDI QIDQ2155839

Tomer Shushi, Zinoviy Landsman

Publication date: 15 July 2022

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.03.006

zbMATH Keywords

skewnessEuclidean distancemeasure of uncertaintycontrolling of expected squared distancevariance of squared distance

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Actuarial mathematics (91G05)

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