Ruodu Wang, Valeria Bignozzi, Andreas Tsanakas. How Superadditive Can a Risk Measure Be?. SIAM J. Financial Math., 6(1):776-803, 2015. [doi]
@article{WangBT15,
title = {How Superadditive Can a Risk Measure Be?},
author = {Ruodu Wang and Valeria Bignozzi and Andreas Tsanakas},
year = {2015},
doi = {10.1137/140981046},
url = {http://dx.doi.org/10.1137/140981046},
researchr = {https://researchr.org/publication/WangBT15},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {6},
number = {1},
pages = {776-803},
}