A cooperative value in a multiplicative model

DOI10.1007/S10100-012-0247-6zbMATH Open1339.91012OpenAlexW3125027173MaRDI QIDQ301044FDOQ301044

Authors: Karl Michael Ortmann 

Publication date: 29 June 2016

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-012-0247-6

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zbMATH Keywords

game theoryrisk analysisrisk managementOR in banking and insurance

Mathematics Subject Classification ID

Cooperative games (91A12)

Cites Work

• Potential, Value, and Consistency
• Title not available (Why is that?)
• Monotonic solutions of cooperative games
• Conference structures and fair allocation rules
• The Shapley value for cooperative games under precedence constraints
• Random marginal and random removal values
• Transversality of the Shapley value
• Generating functions for computing the Myerson value
• On the Complexity of Cooperative Solution Concepts
• Potential, value, and coalition formation
• Conservation of energy in value theory
• A note on compromise values.
• Customer satisfaction analysis: identification of key drivers.
• Semiproportional values for TU games
• The proportional value for positive cooperative games
• Compromise values in cooperative game theory
• A multiplicative variant of the Shapley value for factorizing the risk disease
• A survey of the issues in consumer credit modelling research
• Characterizations of the random order values by Harsanyi payoff vectors
• Polynomial calculation of the Shapley value based on sampling

Cited In (5)

• Regression games
• Variable importance in regression models
• M-S value for cooperative games with judgement worth
• The least square B-nucleolus for fuzzy cooperative games
• A multiplicative variant of the Shapley value for factorizing the risk disease

Uses Software

• relaimpo

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