15-024/IV - Tail Mutual Exclusivity and Tail-Var Lower Bounds

• Authors
  Ka Chun Cheung, The University of Hong Kong, Hong Kong, PR of China; Michel Denuit, Université Catholique de Louvain, Belgium; Jan Dhaene, Katholieke Universiteit Leuven, Belgium, University of the Free State, Bloemfontein, South Africa
• Publication date
  February 12, 2015

• Keywords
  Mutual exclusivity, stop-loss transform, tail convex order, risk measures
• JEL
  G19, C63