Optimal risk sharing as a cooperative game

DOI10.4064/AM38-2-7zbMath1218.91013OpenAlexW2314300723MaRDI QIDQ5392136

Łukasz Kuciński

Publication date: 7 April 2011

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am38-2-7

zbMATH Keywords

utilityPareto optimalitycore

Mathematics Subject Classification ID

Decision theory (91B06) Cooperative games (91A12) Applications of game theory (91A80) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Utility theory for games (91A30)

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