Pages that link to "Item:Q2282512"
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The following pages link to A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512):
Displaying 14 items.
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
- Risk capital allocation and cooperative pricing of insurance liabilities. (Q1423356) (← links)
- The Shapley value decomposition of optimal portfolios (Q2036001) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Nash-stable coalition partition and potential functions in games with coalition structure (Q2242407) (← links)
- Tail conditional expectation for multivariate distributions: a game theory approach (Q2435742) (← links)
- \( \tau \)-value for risk capital allocation problems (Q2661559) (← links)
- Risk Attribution Using the Shapley Value: Methodology and Policy Applications (Q4555585) (← links)
- Estimation of risk contributions with MCMC (Q5234382) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)
- Applying the Shapley value to the tuna fishery (Q6167757) (← links)
- Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)
