Pages that link to "Item:Q2435742"
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The following pages link to Tail conditional expectation for multivariate distributions: a game theory approach (Q2435742):
Displaying 5 items.
- Variance allocation and Shapley value (Q1617328) (← links)
- On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
- Pooling Risk Games (Q5012897) (← links)
- On the comparison of Shapley values for variance and standard deviation games (Q5152514) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)