Due to the introduction of competition in the electrical power industry, determining the percentage of transmission grid losses that should be attributed to each generator has become important. Usually this is accomplished by determining the percentage of each transmission branch losses that should be attributed to each generator. Using the Aumann-Shapley theory, this letter identifies the fairest way to share the nonseparable portion of losses amongst the generators. The obtained result validates some approximations assumed in recent papers and contributes to strengthening circuit theory-based methods. © 2008 IEEE.