A cooperative value in a multiplicative model

DOI10.1007/S10100-012-0247-6MaRDI QIDQ301044zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

game theoryrisk analysisrisk managementOR in banking and insurance

Mathematics Subject Classification ID

Cooperative games (91A12)

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Cites work

• scientific article; zbMATH DE number 3078997 (Why is no real title available?)
• A multiplicative variant of the Shapley value for factorizing the risk disease
• A note on compromise values.
• A survey of the issues in consumer credit modelling research
• Characterizations of the random order values by Harsanyi payoff vectors
• Compromise values in cooperative game theory
• Conference structures and fair allocation rules
• Conservation of energy in value theory
• Customer satisfaction analysis: identification of key drivers.
• Generating functions for computing the Myerson value
• Monotonic solutions of cooperative games
• On the Complexity of Cooperative Solution Concepts
• Polynomial calculation of the Shapley value based on sampling
• Potential, Value, and Consistency
• Potential, value, and coalition formation
• Random marginal and random removal values
• Semiproportional values for TU games
• The Shapley value for cooperative games under precedence constraints
• The proportional value for positive cooperative games
• Transversality of the Shapley value

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

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Uses Software

• relaimpo

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