Decentralized insurance can be used to describe risk sharing mechanisms under which participants trade risks among each other as opposed to passing risks mostly to an insurer in traditional centralized insurance. There are a wide range of decentralized practices in all kinds of forms developed...

We show how to do systemic risk attribution in a network model of contagion with interlocking balance sheets, using the Shapley and Aumann-Shapley values. As a preliminary, we extend portfolio risk attribution to risk attribution for a single firm with a balance sheet. Along the way, we...

The problem addressed in this paper is the impression allocation planning of Guaranteed Targeted Display Advertising (GTDA) problem in online display advertising market. In this problem, a publisher desires (1) an even spread of impressions, i.e., ad exposures, across various audience segments,...