This paper deals with cost allocation problems arising from connection situations where edge costs are closed intervals … of real numbers. To solve such problems, we extend classical solutions from the theory of minimum cost spanning tree …

The measurement and the allocation of risk are fundamental problems of portfolio management. Coherent measures of risk … portfolios' realization vectors, risk allocation games aim at solving the second problem: How to distribute the diversification … allocations of risk. We show that the class of risk allocation and totally balanced games coincide, hence a stable allocation of …