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

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

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