| Article ID: | iaor20127767 |
| Volume: | 40 |
| Issue: | 6 |
| Start Page Number: | 551 |
| End Page Number: | 553 |
| Publication Date: | Nov 2012 |
| Journal: | Operations Research Letters |
| Authors: | Tian Dejian, Suo Xinli |
| Keywords: | programming: convex |
By weakening the comonotonic subadditivity axiom, we give the definition of the comonotonic convex risk statistic. Motivated by Ahmed et al. (2008) [1], we establish the representation results for the comonotonic convex risk statistics and the law‐invariance convex risk statistics by using the convex analysis.