| Article ID: | iaor20102902 |
| Volume: | 36 |
| Issue: | 6 |
| Start Page Number: | 662 |
| End Page Number: | 664 |
| Publication Date: | Nov 2008 |
| Journal: | Operations Research Letters |
| Authors: | Ahmed Shabbir, Filipovi Damir, Svindland Gregor |
Recently Heyde, Kou and Peng (2007) proposed the notion of a natural risk statistic associated with a finite sample that relaxes the subadditivity assumption in the classical coherent risk statistics. In this note we use convex analysis to provide alternate proofs of the representation results regarding natural risk statistics.