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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