Narrow search
Showing 1 - 10 of 55
Cover Image
On the impossibility of fair risk allocation
Csóka, Péter; Pintér, Miklós - Közgazdaságtudományi Kar, Budapesti Corvinus Egyetem - 2014
using coherent measures of risk it is impossible to allocate risk satisfying simultaneously the natural requirements of Core …
Persistent link: https://www.econbiz.de/10011019317
Cover Image
Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity
Balog, Dóra; Bátyi, Tamás László; Csóka, Péter; … - Közgazdaságtudományi Kar, Budapesti Corvinus Egyetem - 2014
axiomatization of the Shapley value that the requirements of Core Compatibility, Equal Treatment Property and Strong Monotonicity are …
Persistent link: https://www.econbiz.de/10011019319
Cover Image
Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity
Balog, Dóra; Bátyi, Tamás László; Csóka, Péter; … - Közgazdaság-tudományi Intézet, Közgazdaság- és … - 2014
axiomatization of the Shapley value that the requirements of Core Compatibility, Equal Treatment Property and Strong Monotonicity are …
Persistent link: https://www.econbiz.de/10010941767
Cover Image
Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity
Balog, Dóra; Bátyi, Tamás László; Csóka, Péter; … - 2014
axiomatization of the Shapley value that the requirements of Core Compatibility, Equal Treatment Property and Strong Monotonicity are …
Persistent link: https://www.econbiz.de/10010494585
Cover Image
Properties of risk capital allocation methods : core compatibility, equal treatment property and strong monotonicity
Balog, Dóra; Bátyi, Tamás László; Csóka, Péter; … - 2014
axiomatization of the Shapley value that the requirements of Core Compatibility, Equal Treatment Property and Strong Monotonicity are …
Persistent link: https://www.econbiz.de/10010381388
Cover Image
Convex and Exact Games with Non-Transferable Utility
Csóka, Péter - 2010
core allocation on the boundary of its payoffset. Convex games with transferable utility are well-known to be exact. We …
Persistent link: https://www.econbiz.de/10013150572
Cover Image
Coherent Measures of Risk from a General Equilibrium Perspective
Csóka, Péter; Herings, Jean-Jacques; Kóczy, László - Közgazdaság-tudományi Intézet, Közgazdaság- és … - 2006
Coherent measures of risk defined by the axioms of monotonicity, subadditivity, positive homogeneity, and translation invariance are recent tools in risk management to assess the amount of risk agents are exposed to. If they also satisfy law invariance and comonotonic additivity, then we get a...
Persistent link: https://www.econbiz.de/10005404553
Cover Image
Coherent Measures of Risk from a General Equilibrium Perspective
Csóka, Péter; Herings, Jean-Jacques; Kóczy, László Á. - 2006
Coherent measures of risk defined by the axioms of monotonicity, subadditivity, positive homogeneity, and translation invariance are recent tools in risk management to assess the amount of risk agents are exposed to. If they also satisfy law invariance and comonotonic additivity, then we get a...
Persistent link: https://www.econbiz.de/10010494343
Cover Image
Coherent Measures of Risk from a General Equilibrium Perspective
Herings, P. Jean-Jacques; Csóka, Péter; Koczy, Laszlo A. - 2011
Coherent measures of risk defined by the axioms of monotonicity, subadditivity, positive homogeneity, and translation invariance are recent tools in risk management to assess the amount of risk agents are exposed to. If they also satisfy law invariance and comonotonic additivity, then we get a...
Persistent link: https://www.econbiz.de/10014181761
Cover Image
On the impossibility of fair risk allocation
Csóka, Péter; Pintér, Miklós - Volkswirtschaftliche Fakultät, … - 2010
using a coherent measure of risk it is impossible to allocate risk satisfying the natural requirements of (Solution) Core …
Persistent link: https://www.econbiz.de/10008695095