Reducing risk by merging counter-monotonic risks
type: Item
instance of: scholarly article
title: Reducing risk by merging counter-monotonic risks
zbMATH Open document ID: 1291.91098
author: K. C. Cheung
author: J. Dhaene
author: Ambrose Lo
author: Qihe Tang
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6306776
zbMATH Keywords: comonotonicity
zbMATH Keywords: counter-monotonicity
zbMATH Keywords: convex order
zbMATH Keywords: tail value-at-risk
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.10.014
OpenAlex ID: W2014778662
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DOI: 10.1016/J.INSMATHECO.2013.10.014
description: scientific article; zbMATH DE number 6306776