Search Results - subject:"Convex functionals"

General lower bounds on convex functionals of aggregate sums

Cheung, Ka Chun; Lo, Ambrose - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 884-896

finding lower bounds on three kinds of convex functionals, namely, convex expectations, Tail Value-at-Risk and the Haezendonck … types of convex functionals is characterized via the extreme negative dependence structure of mutual exclusivity. Compared …

Persistent link: https://www.econbiz.de/10010719093

General lower bounds on convex functionals of aggregate sums

Cheung, Ka Chun; Lo, Ambrose - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 884-896

Persistent link: https://www.econbiz.de/10010227789

Riemannian convexity of functionals

Udrişte, Constantin; Bejenaru, Andreea - In: Journal of Global Optimization 51 (2011) 2, pp. 361-376

Persistent link: https://www.econbiz.de/10009324671