Sharp convex bounds on the aggregate sums: An alternative proof
Year of publication: |
2016
|
---|---|
Authors: | Yin, Chuancun ; Zhu, Dan |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 4.2016, 4, p. 1-8
|
Publisher: |
Basel : MDPI |
Subject: | comonotonicity | convex order | distortion risk measure | mutual exclusivity | stop-loss order |
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