Egalitarian Equivalent Capital Allocation

DOI10.1080/10920277.2017.1298450zbMath1414.91206OpenAlexW3121620627MaRDI QIDQ5379231

George Zanjani, Shinichi Kamiya

Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2017.1298450

zbMATH Keywords

public goodcapital allocationegalitarian equivalent cost sharinginsurance capitalization

Mathematics Subject Classification ID

Public goods (91B18) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Related Items (1)

Cost Sharing in Production Economies

Cites Work

• An optimization approach to the dynamic allocation of economic capital
• Cost share equilibria: a Lindahlian approach
• The ratio equilibrium and a voting game in a public goods economy
• Risk capital allocation and cooperative pricing of insurance liabilities.
• Egalitarian-Equivalent Cost Sharing of a Public Good
• Using Aumann-Shapley Values to Allocate Insurance Risk
• External Risk Measures and Basel Accords
• Lindahl's Solution and the Core of an Economy with Public Goods
• AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
• Economic Capital Allocation Derived from Risk Measures

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