The following pages link to Stable allocations of risk (Q834873):
Displaying 8 items.
- Risk capital allocation with autonomous subunits: the Lorenz set (Q282289) (← links)
- DEA production games and Owen allocations (Q323005) (← links)
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- The link between the Shapley value and the beta factor (Q524900) (← links)
- Convex and exact games with non-transferable utility (Q617519) (← links)
- Balancedness conditions for exact games (Q639357) (← links)
- Minimal exact balancedness (Q712472) (← links)
- Properties and comparison of risk capital allocation methods (Q1751856) (← links)
