TY - BOOK ID - 128119618 TI - Can a coherent risk measure be too subadditive? AU - Dhaene, Jan AU - Laeven, Roger J. A. AU - Vanduffel, Steven PY - 2004 PB - Leuven : KUL. Department of applied economic sciences, DB - UniCat KW - Diversification. KW - Risk measures. KW - Solvency capital requirements. KW - Subadditivity. KW - Value-at-risk. UR - https://www.unicat.be/uniCat?func=search&query=sysid:128119618 AB - ER -