To split or not to split: Capital allocation with convex risk measures (Q1017768): Difference between revisions

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+Coherent Measures of Risk
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+Cooperative Fuzzy Games
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+Values of Non-Atomic Games
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+Inf-convolution of risk measures and optimal risk transfer
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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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+Q5609896
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+Core of convex distortions of a probability.
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+Non-additive measure and integral
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+Risk measurement with equivalent utility principles
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+On convex principles of premium calculation
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+Conditional and dynamic convex risk measures
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+The concept of comonotonicity in actuarial science and finance: theory.
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+OPTIMAL NUMERAIRES FOR RISK MEASURES
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+Convex measures of risk and trading constraints
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+Author Reply: An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets by Zinoviy Landsman and Michael Sherris - Discussion by Edward Furman; Ricardas Zitikis
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+On the representation of additive principles of premium calculation
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+Q3314810
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
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+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
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+A characterization of the core of convex games through Gâteaux derivatives
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+Demand Compatible Equitable Cost Sharing Prices
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+Q2778807
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+The Nucleolus of a Characteristic Function Game
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+Risk capital allocation and cooperative pricing of insurance liabilities.
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+Publication:1017768