Egalitarian equivalent capital allocation

DOI10.1080/10920277.2017.1298450MaRDI QIDQ5379231zbMATH OpenOpenAlexFDO

Authors Shinichi Kamiya, George Zanjani

Publication date 28 May 2019

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2017.1298450

zbMATH Keywords

capital allocationegalitarian equivalent cost sharinginsurance capitalizationpublic good

Mathematics Subject Classification ID

Public goods (91B18) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Recommendations

• Egalitarian-Equivalent Cost Sharing of a Public Good
• Properties and comparison of risk capital allocation methods
• Risk capital allocation and cooperative pricing of insurance liabilities.
• Constrained stochastic cost allocation
• On the theory of cost sharing

Cites work

• AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
• An optimization approach to the dynamic allocation of economic capital
• Cost share equilibria: a Lindahlian approach
• Economic Capital Allocation Derived from Risk Measures
• Egalitarian-Equivalent Cost Sharing of a Public Good
• External risk measures and Basel accords
• Lindahl's Solution and the Core of an Economy with Public Goods
• Risk capital allocation and cooperative pricing of insurance liabilities.
• The ratio equilibrium and a voting game in a public goods economy
• Using Aumann-Shapley values to allocate insurance risk: the case of inhomogeneous losses

Cited in

(7)

• Criteria for distributive equity: Characterization in terms of share value
• Constrained stochastic cost allocation
• Resolving an insurance allocation problem: a procedural approach
• Egalitarian State-Transition Systems
• Egalitarian-Equivalent Cost Sharing of a Public Good
• Cost sharing in production economies
• Efficient equity

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