Tail mutual exclusivity and Tail-VaR lower bounds
Ka Chun Cheung, Michel Denuit and Jan Dhaene
| Year of publication: |
February-June 2017
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|---|---|
| Authors: | Cheung, Ka Chun ; Denuit, Michel ; Dhaene, Jan |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 1, p. 88-104
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| Subject: | mutual exclusivity | stop-loss transform | tail convex order | risk measures | Theorie | Theory | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2015.1084945 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011771971