File Download

There are no files associated with this item.

  Links for fulltext
     (May Require Subscription)
Supplementary

Article: Tail mutual exclusivity and Tail-VaR lower bounds

TitleTail mutual exclusivity and Tail-VaR lower bounds
Authors
Cheung, KCDenuit, MDhaene, J
Keywordsmutual exclusivity
risk measures
stop-loss transform
tail convex order
Issue Date2017
PublisherTaylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp
Citation
Scandinavian Actuarial Journal, 2017, v. 2017, p. 88-104 How to Cite?
DOI: http://dx.doi.org/10.1080/03461238.2015.1084945
Persistent Identifierhttp://hdl.handle.net/10722/248569
ISSN
0346-1238
2021 Impact Factor: 1.782
2020 SCImago Journal Rankings: 1.061
ISI Accession Number ID
WOS:000392860800004

 

DC FieldValueLanguage
dc.contributor.authorCheung, KC-
dc.contributor.authorDenuit, M-
dc.contributor.authorDhaene, J-
dc.date.accessioned2017-10-18T08:45:13Z-
dc.date.available2017-10-18T08:45:13Z-
dc.date.issued2017-
dc.identifier.citationScandinavian Actuarial Journal, 2017, v. 2017, p. 88-104-
dc.identifier.issn0346-1238-
dc.identifier.urihttp://hdl.handle.net/10722/248569-
dc.languageeng-
dc.publisherTaylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp-
dc.relation.ispartofScandinavian Actuarial Journal-
dc.rightsThis is an electronic version of an article published in [include the complete citation information for the final version of the article as published in the print edition of the journal]. [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article.-
dc.subjectmutual exclusivity-
dc.subjectrisk measures-
dc.subjectstop-loss transform-
dc.subjecttail convex order-
dc.titleTail mutual exclusivity and Tail-VaR lower bounds-
dc.typeArticle-
dc.identifier.emailCheung, KC: kccg@hku.hk-
dc.identifier.authorityCheung, KC=rp00677-
dc.identifier.doi10.1080/03461238.2015.1084945-
dc.identifier.scopuseid_2-s2.0-84941670055-
dc.identifier.hkuros280197-
dc.identifier.volume2017-
dc.identifier.spage88-
dc.identifier.epage104-
dc.identifier.isiWOS:000392860800004-
dc.publisher.placeSweden-
dc.identifier.issnl0346-1238-

Export via OAI-PMH Interface in XML Formats

OR

Export to Other Non-XML Formats