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How Superadditive Can a Risk Measure Be? - MaRDI portal

How Superadditive Can a Risk Measure Be? (Q3195106)

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How Superadditive Can a Risk Measure Be?
scientific article

    Statements

    title
    How Superadditive Can a Risk Measure Be? (English)
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    author
    Ruodu Wang
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    Valeria Bignozzi
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    Andreas Tsanakas
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    publication date
    21 October 2015
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    zbMATH Keywords
    distortion risk measures
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    shortfall risk measures
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    expectiles
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    dependence uncertainty
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    risk aggregation
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    diversification
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    cites work
    Q5609896
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    Q4441735
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    Q4947407
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    Q3526970
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    Q3314810
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    Q4552656
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    Q3550629
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    Identifiers

    DOI
    10.1137/140981046
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    Mathematics Subject Classification ID
    91B30
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    62P05
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    91G70
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    zbMATH DE Number
    6497247
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    OpenAlex ID
    W3121441896
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