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On the rate allocation problem under co-existance of uncertain utility function parameters and uncertain link capacities

Gąsior, Dariusz; Orski, Donat - In: Journal of the Operational Research Society : OR 65 (2014) 10, pp. 1562-1570

Persistent link: https://www.econbiz.de/10010416649

An allocation mechanism, a measure of risk aversion and an experiment

Marrewijk, Charles van - 1990

Persistent link: https://www.econbiz.de/10000783164

Allocating resources in an uncertain world : water management and endangered species

Woodward, Richard T.; Shaw, William D. - In: American journal of agricultural economics 90 (2008) 3, pp. 593-605

Persistent link: https://www.econbiz.de/10003727749

Connection situations under uncertainty

Moretti, Stefano; Alparslan-Gök, S. Zeynep; Brânzei, … - 2008

Persistent link: https://www.econbiz.de/10003752497

Risk transfer with CDOs

Krahnen, Jan Pieter (contributor); … - 2008

. This paper aims to resolve a part of the opaqueness surrounding credit-risk allocation to tranches that represent claims of … different seniority on a reference portfolio. In particular, this paper analyzes the allocation of credit risk to different … risk in CDO transactions. We propose a metric for capturing the allocation of systematic risk to tranches. First, in …