The following pages link to Stable allocations of risk (Q834873):
Displaying 19 items.
- Risk capital allocation with autonomous subunits: the Lorenz set (Q282289) (← links)
- DEA production games and Owen allocations (Q323005) (← links)
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- The link between the Shapley value and the beta factor (Q524900) (← links)
- Convex and exact games with non-transferable utility (Q617519) (← links)
- Balancedness conditions for exact games (Q639357) (← links)
- Minimal exact balancedness (Q712472) (← links)
- Properties and comparison of risk capital allocation methods (Q1751856) (← links)
- Facets of the cone of totally balanced games (Q2009181) (← links)
- A note on weighted multi-glove games (Q2068877) (← links)
- Facets of the cone of exact games (Q2123120) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← links)
- Preservation of risk in capital markets (Q2417160) (← links)
- \( \tau \)-value for risk capital allocation problems (Q2661559) (← links)
- Coalitional Bargaining in Networks (Q3450456) (← links)
- RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
- On the Impossibility of Fair Risk Allocation (Q4588482) (← links)
- Pooling Risk Games (Q5012897) (← links)
- Sharing the value‐at‐risk under distributional ambiguity (Q6054142) (← links)
