Abstract: 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 consider a case in which the...

We study a one-period supply chain problem consisting of numerous suppliers delivering a homogenous good. Individual supply is uncertain and may exhibit dependencies with other suppliers as well as with the stochastic demand. Assuming that reliability of supply represents an economic value for...

We consider a decentralized, two-echelon supply chain where the upper echelon --the supplier-- bears the inventory risk. To service the retailers, the supplier either keeps inventory reserved for each of her customers or else pools inventory to share among her customers. The common insight...

Recently, cooperative game theory has been applied to various economic allocation problems in which players are not fully anonymous but belong to some relational structure. One of the most developed models in this respect are communications situations or (symmetric) network situations in which...

We suggest a full consolidation approach that takes into account the property rights structure whithin the subsidiaries, in particular, the majority requirements on restructurings. Our approach employs a property rights index based on cooperative game theory.

Purpose: The aim of the paper is to pick up the result of a previously published paper in order to deepen the discussion. We analyze the solution against the background of some well-known concepts and we introduce a newer one. In doing so we would like to inspire the further discussion of supply...

We study the efficient computation of power indices for weighted voting games with precoalitions amongst subsets of players (reflecting, e.g., ideological proximity) using the paradigm of dynamic programming. Starting from the state-of-the-art algorithms for computing the Banzhaf and...