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On the impossibility of fair risk allocation

Csóka, Péter; Pintér, Miklós - In: The B.E. journal of theoretical economics 16 (2016) 1, pp. 143-158

Persistent link: https://www.econbiz.de/10011431331

Valuing inputs under supply uncertainty : the Bayesian Shapley value

Pongou, Roland; Tondji, Jean-Baptiste - 2016

Persistent link: https://www.econbiz.de/10011555297

Valuing inputs under supply uncertainty : the Bayesian Shapley value

Pongou, Roland; Tondji, Jean-Baptiste - In: Games and economic behavior 108 (2018), pp. 206-224

Persistent link: https://www.econbiz.de/10011982804

The systemic importance of financial institutions

Tarashev, Nikola A.; Borio, Claudio E. V.; Tsatsaronis, … - In: BIS quarterly review : international banking and … (2009), pp. 75-87

Persistent link: https://www.econbiz.de/10003885009

Explicit flow-risk allocation for cooperative maximum flow problems under interval uncertainty

Baykasoğlu, Adil; Özbel, Burcu Kubur - In: Operational research : an international journal 21 (2021) 3, pp. 2149-2179

Persistent link: https://www.econbiz.de/10012621765

Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall

Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen - In: Journal of the Operational Research Society 72 (2021) 3, pp. 628-641

Persistent link: https://www.econbiz.de/10012500976

Stable allocations of risk

Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - 2007

Persistent link: https://www.econbiz.de/10003647641

Stable allocations of risk

Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - In: Games and economic behavior 67 (2009) 1, pp. 266-276

Persistent link: https://www.econbiz.de/10003897209

Stable allocations of risk

Csóka, Péter (contributor); … - 2007

The measurement and the allocation of risk are fundamental problems of portfolio management. Coherent measures of risk provide an axiomatic approach to the former problem. In an environment given by a coherent measure of risk and the various portfolios' realization vectors, risk allocation games...

Persistent link: https://www.econbiz.de/10003551804

Game-theoretic approaches to optimal risk sharing

Boonen, Tim - 2014

Persistent link: https://www.econbiz.de/10010238900

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