On the Impossibility of Fair Risk Allocation
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Publication:4588482
DOI10.1515/bejte-2014-0051zbMath1375.91017OpenAlexW2112761158MaRDI QIDQ4588482
Publication date: 26 October 2017
Published in: The B.E. Journal of Theoretical Economics (Search for Journal in Brave)
Full work available at URL: http://real.mtak.hu/34560/1/OnTheImpossibility_CsokaPinter2014BEJTEFinal_1_u.pdf
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Related Items (8)
An impossibility theorem on capital allocation ⋮ Risk capital allocation with autonomous subunits: the Lorenz set ⋮ RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES ⋮ Preservation of risk in capital markets ⋮ Properties and comparison of risk capital allocation methods ⋮ The link between the Shapley value and the beta factor ⋮ Pooling Risk Games ⋮ Young's axiomatization of the Shapley value: a new proof
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