\( \tau \)-value for risk capital allocation problems (Q2661559): Difference between revisions

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+https://doi.org/10.1016/j.orl.2020.09.003
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+W3086189845
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@@ Property / cites work @@
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+A generalization of the Aumann-Shapley value for risk capital allocation problems
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+The \(\tau\)-value, the core and semiconvex games
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+AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
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