Shuanglong Wang

Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign

601 E John St

Champaign, IL 61820

United States

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Scholarly Papers (1)

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Stable Risk Sharing and Its Monotonicity

Number of pages: 39 Posted: 16 Jun 2017
Xin Chen, Zhenyu Hu and Shuanglong Wang
University of Illinois at Urbana-Champaign, National University of Singapore (NUS) - Department of Decision Sciences and Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign
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Citation 1

Abstract:

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risk allocation, cooperative game, coherent risk measure, distortion risk measure