Abstract: This paper analyzes risk capital allocation problems. For risk capital allocation problems, the aim is to allocate the risk capital of a firm to its divisions. Risk capital allocation is of central importance in risk-based performance measurement. We consider a case in which the...

In the thesis two distinct topics in cooperative game theory are investigated. The first problem analyzed is one of the oldest unsolved problems in cooperative game theory. The question asks, under what conditions does an n-person, cooperative, TU game have a stable core? This problem is...

In this paper, we provide some fuzzy extensions to the well-known K–K–M–S theorem and Zhou’s open K–K–M–S theorem. As an application, we will use one of these results to give a proof for the fuzzy extension to the well-known Scarf’s core existence theorem, which can be used to...

In this note we show that on the domain of fuzzy NTU games whose core is non-empty, the core is the only solution satisfying non-emptiness, individual rationality and the reduced game property.

In this note we show that on the domain of fuzzy NTU games whose core is non-empty, the core is the only solution satisfying non-emptiness, individual rationality and the reduced game property.