Csóka, Péter; Herings, Jean-Jacques; Kóczy, László Á. - 2007
portfolio by studying transferable utility cooperative games: risk allocation games. We show that the class of risk allocation … games coincides with the class of totally balanced games. As a limit case the aggregate portfolio can have the same payoff … in all states of nature. We prove that the class of risk allocation games with no aggregate uncertainty coincides with …