A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 13:15, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalization of the Aumann-Shapley value for risk capital allocation problems |
scientific article |
Statements
A generalization of the Aumann-Shapley value for risk capital allocation problems (English)
0 references
8 January 2020
0 references
risk management
0 references
capital allocation
0 references
risk measure
0 references
Aumann-Shapley value
0 references
non-differentiability
0 references
