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- Publisher Website: 10.1016/j.insmatheco.2013.10.005
- Scopus: eid_2-s2.0-84887514592
- WOS: WOS:000328659700040
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Article: General lower bounds on convex functionals of aggregate sums
| Title | General lower bounds on convex functionals of aggregate sums |
|---|---|
| Authors | |
| Keywords | Aggregate risks Convex functionals Counter-monotonicity Haezendonck-Goovaerts risk measures Mutual exclusivity Tail Value-at-Risk |
| 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. 884-896 How to Cite? |
| Persistent Identifier | http://hdl.handle.net/10722/203421 |
| 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 | 2014-09-19T15:10:26Z | - |
| dc.date.available | 2014-09-19T15:10:26Z | - |
| dc.date.issued | 2013 | en_US |
| dc.identifier.citation | Insurance: Mathematics and Economics, 2013, v. 53, p. 884-896 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10722/203421 | - |
| 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 | Aggregate risks | - |
| dc.subject | Convex functionals | - |
| dc.subject | Counter-monotonicity | - |
| dc.subject | Haezendonck-Goovaerts risk measures | - |
| dc.subject | Mutual exclusivity | - |
| dc.subject | Tail Value-at-Risk | - |
| dc.title | General lower bounds on convex functionals of aggregate sums | en_US |
| dc.type | Article | en_US |
| dc.identifier.email | Cheung, KC: kccg@hku.hk | en_US |
| dc.identifier.authority | Cheung, KC=rp00677 | en_US |
| dc.identifier.doi | 10.1016/j.insmatheco.2013.10.005 | en_US |
| dc.identifier.scopus | eid_2-s2.0-84887514592 | - |
| dc.identifier.hkuros | 237236 | en_US |
| dc.identifier.volume | 53 | en_US |
| dc.identifier.spage | 884 | en_US |
| dc.identifier.epage | 896 | en_US |
| dc.identifier.isi | WOS:000328659700040 | - |