Pooling risk games

DOI10.1142/S0219198919500154zbMATH Open1479.91021OpenAlexW2979357797WikidataQ127088087 ScholiaQ127088087MaRDI QIDQ5012897FDOQ5012897

Authors: Tzvi Alon, Moshe Haviv 

Publication date: 26 November 2021

Published in: International Game Theory Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219198919500154

Recommendations

• Optimal risk sharing as a cooperative game
• Cooperative games with general deviation measures
• Variance allocation and Shapley value
• Probabilistic resource pooling games
• Pooling, pricing and trading of risks

zbMATH Keywords

risk measurecooperative game theorypooling risk

Mathematics Subject Classification ID

Cooperative games (91A12) Applications of game theory (91A80) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Cites Work

• Title not available (Why is that?)
• Tail Conditional Expectations for Elliptical Distributions
• On the impossibility of fair risk allocation
• Introduction to the Theory of Cooperative Games
• Cost allocation in continuous-review inventory models
• Multivariate skew-normal distributions with applications in insurance
• Game theory. Translated from the Hebrew by Ziv Hellman and edited by Mike Borns
• Risk capital allocation and cooperative pricing of insurance liabilities.
• Stable allocations of risk
• Cooperation between multiple news-vendors with transshipments
• The newsvendor game has a nonempty core
• Probabilistic analysis and practical algorithms for the flow shop weighted completion time problem
• Cooperative games with general deviation measures
• Skewed bivariate models and nonparametric estimation for the CTE risk measure
• Cooperation in service systems
• Note—Effects of Centralization on Expected Costs in a Multi-Location Newsboy Problem
• To split or not to split: Capital allocation with convex risk measures
• Title not available (Why is that?)
• Large newsvendor games
• Dynamic capital allocation with distortion risk measures
• Wang's capital allocation formula for elliptically contoured distributions.
• Properties and comparison of risk capital allocation methods
• Variance allocation and Shapley value
• Tail conditional expectation for multivariate distributions: a game theory approach
• Title not available (Why is that?)
• Nash bargaining over allocations in inventory pooling contracts

Cited In (3)

• Pooling strategies for St. Petersburg gamblers
• Cooperative games with general deviation measures
• Sharing the value‐at‐risk under distributional ambiguity

This page was built for publication: Pooling risk games

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5012897)