The authors can be contacted via e-mail: Jan.Dhaene@econ.kuleuven.ac.be. The views expressed are those of the authors and not necessarily those of Mercer Oliver Wyman or Fortis. We are grateful to Luc Henrard, Rob Kaas, Dirk Tasche, Andreas Tsanakas, Emiliano Valdez, and two anonymous referees for valuable comments and/or fruitful discussions. R. Laeven acknowledges the financial support of the Netherlands Organization for Scientific Research (NWO: No. 42511013) and the Actuarial Education and Research Fund of the Society of Actuaries. J. Dhaene, M. Goovaerts, S. Vanduffel, and G. Darkiewicz acknowledge the financial support of the Onderzoeksfonds K.U. Leuven (GOA/02: Actuariële, financiële en statistische aspecten van afhankelijkheden in verzekerings- en financiële portefeuilles). J. Dhaene, M. Goovaerts and S. Vanduffel also acknowledge the financial support of Fortis (Fortis Chair in Financial and Insurance Risk Management).
Can a Coherent Risk Measure Be Too Subadditive?
Article first published online: 5 MAY 2008
© The Journal of Risk and Insurance, 2008
Journal of Risk and Insurance
Volume 75, Issue 2, pages 365–386, June 2008
How to Cite
Dhaene, J., Laeven, R. J. A., Vanduffel, S., Darkiewicz, G. and Goovaerts, M. J. (2008), Can a Coherent Risk Measure Be Too Subadditive?. Journal of Risk and Insurance, 75: 365–386. doi: 10.1111/j.1539-6975.2008.00264.x
- Issue published online: 5 MAY 2008
- Article first published online: 5 MAY 2008
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