Shapley allocation, diversification and services in operational risk
Year of publication: |
March 2018
|
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Authors: | Mitic, Peter ; Hassani, Bertrand |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 13.2018, 1, p. 1-14
|
Subject: | capital value | diversification | game theory | operational risk | service | Shapley | Operationelles Risiko | Operational risk | Spieltheorie | Game theory | Diversifikation | Diversification | Shapley-Wert | Shapley value | Bankrisiko | Bank risk | Dienstleistungssektor | Service industry | Risikomanagement | Risk management |
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