General lower bounds on convex functionals of aggregate sums (Q2015660)
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scientific article; zbMATH DE number 6306933
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| English | General lower bounds on convex functionals of aggregate sums |
scientific article; zbMATH DE number 6306933 |
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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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0.8506309390068054
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0.7936192750930786
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0.7808114290237427
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0.7791816592216492
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