Incremental Benefit Allocation for Joint Operation of Multi-Stakeholder Wind-PV-Hydro Complementary Generation System With Cascade Hydro-Power: An Aumann-Shapley Value Method

Autor: Jun Xie, Liqin Zhang, Xingying Chen, Yongsheng Zhan, Lv Zhou

Publikováno v: IEEE Access, Vol 8, Pp 68668-68681 (2020)

In order to ensure joint operation of wind-PV-hydro complementary generation system with cascade hydro-power owned by multiple stakeholders, an equitable and efficient allocating mechanism for incremental benefit is of great importance. Firstly, the

Externí odkaz: https://doaj.org/article/11155241f8164b8094b736d30dfb5753

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

Autor: Anja De Waegenaere, Tim J. Boonen, Henk Norde

Publikováno v: European Journal of Operational Research, 282(1), 277-287. Elsevier Science BV
European Journal of Operational Research, 282(1), 277-287. Elsevier

This paper analyzes risk capital allocation problems. For risk capital allocation problems, the aim is to allocate the risk capital of a firm to its divisions. Risk capital allocation is of central importance in risk-based performance measurement. We

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2b6af5409b0e2458fa0432377a12322e
https://doi.org/10.1016/j.ejor.2019.09.022

On the symmetry axiom for values of nonatomic games

Autor: Dov Monderer, William H. Ruckle

Publikováno v: International Journal of Mathematics and Mathematical Sciences, Vol 13, Iss 1, Pp 165-169 (1990)

In this paper, a weaker version of the Symmetry Axiom on BV, and values on subspaces of BV are discussed. Included are several theorems and examples.

Externí odkaz: https://doaj.org/article/a6a3d3b09bd7407689e896031a1f6a0f

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Insurance Risk, Risk Measures, and Capital Allocation: Navigating a Copernican Shift

Autor: George Zanjani, Michael R. Powers

Publikováno v: Annual Review of Financial Economics. 5:201-223

We pursue two interrelated lines of thought. The first is a conceptual arc from (a) consideration of the unique characteristics of insurance risk, to (b) the quantification of this risk through risk measures, to (c) the application of these concepts

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b4851744780625e416de1247ad42ec3a
https://doi.org/10.1146/annurev-financial-110112-120955