General lower bounds on convex functionals of aggregate sums
type: Item
instance of: scholarly article
title: General lower bounds on convex functionals of aggregate sums
zbMATH Open document ID: 1290.91081
author: K. C. Cheung
author: Ambrose Lo
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6306933
zbMATH Keywords: convex functionals
zbMATH Keywords: aggregate risks
zbMATH Keywords: counter-monotonicity
zbMATH Keywords: mutual exclusivity
zbMATH Keywords: tail value-at-risk
zbMATH Keywords: Haezendonck-Goovaerts risk measures
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.10.005
OpenAlex ID: W2018687962
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DOI: 10.1016/J.INSMATHECO.2013.10.005
description: scientific article; zbMATH DE number 6306933