Csóka Péter Jean-Jacques Herings Kóczy Á. László
Stable allocations of risk
"In this paper we have discussed transferable utility cooperative games derived from a risk environment... We have shown that the class of risk allocation games coincides with the class of totally balanced games. This result makes sure that a regulator or performance evaluator can always allocate risk in a stable way."
2007-10-18
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PDF URL: https://mek.oszk.hu/05300/05320 URN: http://nbn.urn.hu/N2L?urn:nbn:hu-7863Látogatások: 6 863