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 …

In finance risk capital allocation raises important questions both from theoretical and practical points of view. How … assign this to different business units? We use an axiomatic approach to examine risk capital allocation, that is we call for … axiomatization of the Shapley value that the requirements of Core Compatibility, Equal Treatment Property and Strong Monotonicity are …