General lower bounds on convex functionals of aggregate sums (Q2015660): Difference between revisions

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Revision as of 15:39, 8 July 2024

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General lower bounds on convex functionals of aggregate sums
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    General lower bounds on convex functionals of aggregate sums (English)
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    23 June 2014
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    convex functionals
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    aggregate risks
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    counter-monotonicity
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    mutual exclusivity
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    tail value-at-risk
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    Haezendonck-Goovaerts risk measures
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