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- Publisher Website: 10.1080/03461238.2015.1084945
- Scopus: eid_2-s2.0-84941670055
- WOS: WOS:000392860800004
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Article: Tail mutual exclusivity and Tail-VaR lower bounds
Title | Tail mutual exclusivity and Tail-VaR lower bounds |
---|---|
Authors | |
Keywords | mutual exclusivity risk measures stop-loss transform tail convex order |
Issue Date | 2017 |
Publisher | Taylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp |
Citation | Scandinavian Actuarial Journal, 2017, v. 2017, p. 88-104 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/248569 |
ISSN | 2023 Impact Factor: 1.6 2023 SCImago Journal Rankings: 0.967 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Cheung, KC | - |
dc.contributor.author | Denuit, M | - |
dc.contributor.author | Dhaene, J | - |
dc.date.accessioned | 2017-10-18T08:45:13Z | - |
dc.date.available | 2017-10-18T08:45:13Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | Scandinavian Actuarial Journal, 2017, v. 2017, p. 88-104 | - |
dc.identifier.issn | 0346-1238 | - |
dc.identifier.uri | http://hdl.handle.net/10722/248569 | - |
dc.language | eng | - |
dc.publisher | Taylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp | - |
dc.relation.ispartof | Scandinavian Actuarial Journal | - |
dc.rights | This is an electronic version of an article published in [include the complete citation information for the final version of the article as published in the print edition of the journal]. [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article. | - |
dc.subject | mutual exclusivity | - |
dc.subject | risk measures | - |
dc.subject | stop-loss transform | - |
dc.subject | tail convex order | - |
dc.title | Tail mutual exclusivity and Tail-VaR lower bounds | - |
dc.type | Article | - |
dc.identifier.email | Cheung, KC: kccg@hku.hk | - |
dc.identifier.authority | Cheung, KC=rp00677 | - |
dc.identifier.doi | 10.1080/03461238.2015.1084945 | - |
dc.identifier.scopus | eid_2-s2.0-84941670055 | - |
dc.identifier.hkuros | 280197 | - |
dc.identifier.volume | 2017 | - |
dc.identifier.spage | 88 | - |
dc.identifier.epage | 104 | - |
dc.identifier.isi | WOS:000392860800004 | - |
dc.publisher.place | Sweden | - |
dc.identifier.issnl | 0346-1238 | - |