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 journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)365-386
JournalJournal of Risk and Insurance
Volume75
Issue number2
Publication statusPublished - 2008

Cite this

Dhaene, J., Laeven, R. J. A., Vanduffel, S., Darkiewicz, G., & Goovaerts, M. J. (2008). Can a coherent risk measure be too subadditive ? Journal of Risk and Insurance, 75(2), 365-386.
Dhaene, J. ; Laeven, R.J.A. ; Vanduffel, S. ; Darkiewicz, G. ; Goovaerts, M.J. / Can a coherent risk measure be too subadditive ?. In: Journal of Risk and Insurance. 2008 ; Vol. 75, No. 2. pp. 365-386.
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Dhaene, J, Laeven, RJA, Vanduffel, S, Darkiewicz, G & Goovaerts, MJ 2008, 'Can a coherent risk measure be too subadditive ?' Journal of Risk and Insurance, vol. 75, no. 2, pp. 365-386.

Can a coherent risk measure be too subadditive ? / Dhaene, J.; Laeven, R.J.A.; Vanduffel, S.; Darkiewicz, G.; Goovaerts, M.J.

In: Journal of Risk and Insurance, Vol. 75, No. 2, 2008, p. 365-386.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Can a coherent risk measure be too subadditive ?

AU - Dhaene, J.

AU - Laeven, R.J.A.

AU - Vanduffel, S.

AU - Darkiewicz, G.

AU - Goovaerts, M.J.

PY - 2008

Y1 - 2008

M3 - Article

VL - 75

SP - 365

EP - 386

JO - Journal of Risk and Insurance

JF - Journal of Risk and Insurance

SN - 0022-4367

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Dhaene J, Laeven RJA, Vanduffel S, Darkiewicz G, Goovaerts MJ. Can a coherent risk measure be too subadditive ? Journal of Risk and Insurance. 2008;75(2):365-386.