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- Publisher Website: 10.1016/j.insmatheco.2013.06.004
- Scopus: eid_2-s2.0-84880597281
- WOS: WOS:000325197000003
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Article: Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order
| Title | Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order |
|---|---|
| Authors | |
| Keywords | Convex order Counter-monotonicity Risk measures Tail convex order Upper comonotonicity |
| Issue Date | 2013 |
| Publisher | Elsevier. The Journal's web site is located at http://www.elsevier.com/locate/ime |
| Citation | Insurance: Mathematics and Economics, 2013, v. 53, p. 334-342 How to Cite? |
| Persistent Identifier | http://hdl.handle.net/10722/186288 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Cheung, KC | en_US |
| dc.contributor.author | Lo, A | en_US |
| dc.date.accessioned | 2013-08-20T12:02:45Z | - |
| dc.date.available | 2013-08-20T12:02:45Z | - |
| dc.date.issued | 2013 | en_US |
| dc.identifier.citation | Insurance: Mathematics and Economics, 2013, v. 53, p. 334-342 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10722/186288 | - |
| dc.language | eng | en_US |
| dc.publisher | Elsevier. The Journal's web site is located at http://www.elsevier.com/locate/ime | en_US |
| dc.relation.ispartof | Insurance: Mathematics and Economics | en_US |
| dc.rights | NOTICE: this is the author’s version of a work that was accepted for publication in <Journal title>. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in PUBLICATION, [VOL#, ISSUE#, (DATE)] DOI# | en_US |
| dc.subject | Convex order | - |
| dc.subject | Counter-monotonicity | - |
| dc.subject | Risk measures | - |
| dc.subject | Tail convex order | - |
| dc.subject | Upper comonotonicity | - |
| dc.title | Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order | en_US |
| dc.type | Article | en_US |
| dc.identifier.email | Cheung, KC: kccg@hku.hk | en_US |
| dc.identifier.email | Lo, A: amb10@hku.hk | en_US |
| dc.identifier.authority | Cheung, KC=rp00677 | en_US |
| dc.identifier.doi | 10.1016/j.insmatheco.2013.06.004 | - |
| dc.identifier.scopus | eid_2-s2.0-84880597281 | - |
| dc.identifier.hkuros | 220669 | en_US |
| dc.identifier.volume | 53 | en_US |
| dc.identifier.spage | 334 | en_US |
| dc.identifier.epage | 342 | en_US |
| dc.identifier.isi | WOS:000325197000003 | - |