General lower bounds on convex functionals of aggregate sums
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Publication:2015660
DOI10.1016/j.insmatheco.2013.10.005zbMath1290.91081MaRDI QIDQ2015660
Publication date: 23 June 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.10.005
aggregate risks; tail value-at-risk; convex functionals; counter-monotonicity; mutual exclusivity; Haezendonck-Goovaerts risk measures
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