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  • Search: subject:"Excess function"
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Year of publication
Subject
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Excess function 7 Mean excess function 4 Accessibility 3 Coalition structure core 3 Core 3 Core stability 3 Outsider independent domination 3 Payoff configuration 3 Simple games 3 Veto player 3 excess function 3 mean excess function 3 Cooperative game 2 Dynamic process 2 Game theory 2 Index 2 Index number 2 Kooperatives Spiel 2 Mean Excess Function 2 Spieltheorie 2 TOPSIS 2 Theorie 2 Theory 2 heavy-tailed 2 log-concave 2 principle of a single big jump 2 spatial median of Oja 2 synthetic measure 2 (Minkowski) gauge function 1 Allocation method 1 Allocation problem 1 Axiomatization 1 Banzhaf-Owen index 1 Bias reduction 1 Central limit theorem 1 Coalition 1 Consistency 1 Cumulative residual entropy 1 Davis-Maschler reduced-game 1 Dynamic game 1
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Online availability
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Free 11 Undetermined 7 CC license 1
Type of publication
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Article 12 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Article 2
Language
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English 10 Undetermined 9
Author
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Béal, Sylvain 5 Rémila, Eric 5 Solal, Philippe 5 Liao, Yu-Hsien 3 Asmussen, Søren 2 Burnecki, Krzysztof 2 Just, Małgorzata 2 Lehtomaa, Jaakko 2 Weron, Rafal 2 Łuczak, Aleksandra 2 Goegebeur, Yuri 1 Guillou, Armelle 1 Hwang, Yan-an 1 Misiorek, Adam 1 Panaretos, John 1 Pechersky, Sergei 1 Psarrakos, Georgios 1 Tsevas, G. 1 Vliora, Polyxeni 1 Yanovskaya, Elena 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Department of Economics, European University at St. Petersburg 1 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 1 National Research University Higher School of Economics 1
Published in...
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MPRA Paper 4 Computational Statistics 1 EUSP Deparment of Economics Working Paper Series 1 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 1 HSC Research Reports 1 HSE Working papers 1 Insurance / Mathematics & economics 1 Mathematical Methods of Operations Research 1 Mathematical methods of operations research 1 Operations research letters 1 Risks 1 Risks : open access journal 1 Statistics in Transition New Series 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Top : transactions in operations research 1
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Source
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RePEc 10 ECONIS (ZBW) 7 EconStor 2
Showing 1 - 10 of 19
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The positional MEF-TOPSIS method for the assessment of complex economic phenomena in territorial units
Łuczak, Aleksandra; Just, Małgorzata - In: Statistics in Transition New Series 21 (2020) 2, pp. 157-172
strong asymmetry, is proposed. In order to weaken the influence of extreme values, the Mean Excess Function (MEF) is used, by …
Persistent link: https://www.econbiz.de/10012600232
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The positional MEF-TOPSIS method for the assessment of complex economic phenomena in territorial units
Łuczak, Aleksandra; Just, Małgorzata - In: Statistics in transition : an international journal of … 21 (2020) 2, pp. 157-172
strong asymmetry, is proposed. In order to weaken the influence of extreme values, the Mean Excess Function (MEF) is used, by …
Persistent link: https://www.econbiz.de/10012257088
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Cover Image
Sensitivity analysis and tail variability for the Wang's actuarial index
Psarrakos, Georgios; Vliora, Polyxeni - In: Insurance / Mathematics & economics 98 (2021), pp. 147-152
Persistent link: https://www.econbiz.de/10012545279
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Distinguishing log-concavity from heavy tails
Asmussen, Søren; Lehtomaa, Jaakko - In: Risks 5 (2017) 1, pp. 1-14
Well-behaved densities are typically log-convex with heavy tails and log-concave with light ones. We discuss a benchmark for distinguishing between the two cases, based on the observation that large values of a sum X1 + X2 occur as result of a single big jump with heavy tails whereas X1,X2 are...
Persistent link: https://www.econbiz.de/10011709582
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Distinguishing log-concavity from heavy tails
Asmussen, Søren; Lehtomaa, Jaakko - In: Risks : open access journal 5 (2017) 1, pp. 1-14
Well-behaved densities are typically log-convex with heavy tails and log-concave with light ones. We discuss a benchmark for distinguishing between the two cases, based on the observation that large values of a sum X1+X2 occur as result of a single big jump with heavy tails whereas X1,X2 are of...
Persistent link: https://www.econbiz.de/10011636459
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Alternative formulation and dynamic process for the efficient Banzhaf-Owen index
Hwang, Yan-an; Liao, Yu-Hsien - In: Operations research letters 45 (2017) 1, pp. 60-62
Persistent link: https://www.econbiz.de/10011687176
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Fuzzy games: a complement-consistent solution, axiomatizations and dynamic approaches
Liao, Yu-Hsien - In: Fuzzy optimization and decision making : a journal of … 16 (2017) 3, pp. 257-268
Persistent link: https://www.econbiz.de/10011805604
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On the number of blocks required to access the coalition structure core
Béal, Sylvain; Rémila, Eric; Solal, Philippe - Volkswirtschaftliche Fakultät, … - 2011
This article shows that, for any transferable utility game in coalitional form with nonempty coalition structure core, the number of steps required to switch from a payoff configuration out of the coalition structure core to a payoff configuration in the coalition structure core is less than or...
Persistent link: https://www.econbiz.de/10008923017
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Excess Values for Cooperative Games with Transferable Utilities and Double Consistent Allocation Methods
Yanovskaya, Elena - National Research University Higher School of Economics - 2011
For cooperative games with transferable utilities (TU games) excess functions e : R2 ! R1 whose values e(x(S); v(S)); S N are relative negative utilities of coalitions S with respect to their payos x(S) = Pi2S xi are dened. The excess values for the class of two-person games are dened as those...
Persistent link: https://www.econbiz.de/10010717774
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The excess formulations and related results for the normalized Banzhaf index and the Shapley value
Liao, Yu-Hsien - In: Top : transactions in operations research 24 (2016) 1, pp. 233-241
Persistent link: https://www.econbiz.de/10011670484
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