Can a coherent risk measure be too subadditive ?

J. Dhaene, R.J.A. Laeven, S. Vanduffel, G. Darkiewicz, M.J. Goovaerts

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	365-386
Journal	Journal of Risk and Insurance
Volume	75
Issue number	2
Publication status	Published - 2008

Cite this

@article{80e06e67d25947fdae5aa9b336cfce9b,

title = "Can a coherent risk measure be too subadditive ?",

author = "J. Dhaene and R.J.A. Laeven and S. Vanduffel and G. Darkiewicz and M.J. Goovaerts",

year = "2008",

language = "English",

volume = "75",

pages = "365--386",

journal = "Journal of Risk and Insurance",

issn = "0022-4367",

publisher = "Wiley-Blackwell",

number = "2",

}