Stable allocations of risk
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Publication:834873
DOI10.1016/J.GEB.2008.11.001zbMATH Open1168.91410OpenAlexW2138106469MaRDI QIDQ834873FDOQ834873
László Á. Kóczy, Péter Csóka, P. Jean-Jacques Herings
Publication date: 27 August 2009
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2008.11.001
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Cites Work
- Coherent measures of risk
- Cores of convex games
- On the core of linear production games
- Title not available (Why is that?)
- A necessary and sufficient condition for non-emptiness of the core of a non-transferable utility game
- Totally balanced games arising from controlled programming problems
- Generalized Network Problems Yielding Totally Balanced Games
- Totally Balanced Games and Games of Flow
- Cores of exact games. I
- Multi-issue allocation situations
- On the core of a collection of coalitions.
- Permutation games: Another class of totally balanced games
- Large cores and exactness
- On totally balanced games arising from cooperation in fair division
Cited In (25)
- \( \tau \)-value for risk capital allocation problems
- Stable risk-sharing
- Stable modeling of value at risk
- Risk capital allocation with autonomous subunits: the Lorenz set
- Minimal exact balancedness
- RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES
- Coalitional Bargaining in Networks
- On the cyclical allocation of risk
- Balanced Risk Set Matching
- Paths to Stable Allocations
- DEA production games and Owen allocations
- Properties and comparison of risk capital allocation methods
- A generalization of the Aumann-Shapley value for risk capital allocation problems
- Risk neutrality regions
- Convex and exact games with non-transferable utility
- Balancedness conditions for exact games
- A note on weighted multi-glove games
- Sharing the value‐at‐risk under distributional ambiguity
- Pooling Risk Games
- Preservation of risk in capital markets
- Capital allocation for portfolios with non-linear risk aggregation
- On the Impossibility of Fair Risk Allocation
- Facets of the cone of totally balanced games
- Facets of the cone of exact games
- The link between the Shapley value and the beta factor
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