General lower bounds on convex functionals of aggregate sums
Year of publication: |
2013
|
---|---|
Authors: | Cheung, Ka Chun ; Lo, Ambrose |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 53.2013, 3, p. 884-896
|
Publisher: |
Elsevier |
Subject: | Convex functionals | Aggregate risks | Counter-monotonicity | Mutual exclusivity | Tail Value-at-Risk | Haezendonck–Goovaerts risk measures |
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