A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalization of the Aumann-Shapley value for risk capital allocation problems |
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A generalization of the Aumann-Shapley value for risk capital allocation problems (English)
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8 January 2020
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risk management
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capital allocation
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risk measure
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Aumann-Shapley value
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non-differentiability
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