The composite iteration algorithm for finding efficient and financially fair risk-sharing rules
Year of publication: |
October 2017
|
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Authors: | Pazdera, Jaroslav ; Schumacher, Johannes M. ; Werker, Bas J. M. |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 72.2017, p. 122-133
|
Subject: | Risk sharing | Fair division | Perron-Frobenius theory | Eigenvector computation | Collectives | Theorie | Theory | Gerechtigkeit | Justice | Risiko | Risk | Risikomanagement | Risk management | Algorithmus | Algorithm |
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