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

52 Citations (Scopus)
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.