Systemic risk components and deposit insurance premia (Q2873037): Difference between revisions

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+Allocation of Shared Costs: A Set of Axioms Yielding A Unique Procedure
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+Coherent risk measures, coherent capital allocations and the gradient allocation principle
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+Polynomial calculation of the Shapley value based on sampling
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+ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION
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+Systemic Risk in Financial Systems
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+Risk Assessment for Banking Systems
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+Demand Compatible Equitable Cost Sharing Prices
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+Incentives, Decentralized Control, the Assignment of Joint Costs and Internal Pricing
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+Axiomatizations of game theoretical solutions for one-output cost sharing problems
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+To split or not to split: Capital allocation with convex risk measures
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