"A generalization of the Aumann-Shapley value for risk capital allocation ..."

Tim J. Boonen, Anja De Waegenaere, Henk Norde (2020)

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DOI: 10.1016/J.EJOR.2019.09.022

access: closed

type: Journal Article

metadata version: 2020-10-26

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Tim J. Boonen, Anja De Waegenaere, Henk Norde:
A generalization of the Aumann-Shapley value for risk capital allocation problems. Eur. J. Oper. Res. 282(1): 277-287 (2020)

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