Can a coherent risk measure be too subadditive?
J. Dhaene; R. J. A. Laeven; S. Vanduffel; G. Darkiewicz; M. J. Goovaerts
| Year of publication: |
2008
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|---|---|
| Authors: | Dhaene, Jan ; Laeven, R. J. A. ; Vanduffel, Steven ; Darkiewicz, G. ; Goovaerts, Marc J. |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 75.2008, 2, p. 365-386
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| Subject: | Versicherung | Insurance | Betriebliche Liquidität | Corporate liquidity | Risikomaß | Risk measure | Risikopräferenz | Risk attitude | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003713544