Pages that link to "Item:Q5019750"
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The following pages link to Using Aumann-Shapley Values to Allocate Insurance Risk (Q5019750):
Displaying 10 items.
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- A capital allocation based on a solvency exchange option (Q1023096) (← links)
- Consistency requirements and pattern methods in cost sharing problems with technological cooperation (Q1621724) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Egalitarian Equivalent Capital Allocation (Q5379231) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
- Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)
- Efficient Shapley performance attribution for least-squares regression (Q6581692) (← links)
- A unified theory of decentralized insurance (Q6665598) (← links)
