Interval bankruptcy problems arise in situations where an estate has to be liquidated among a fixed number of creditors and uncertainty about the amounts of the claims is modeled by intervals. We extend in the interval setting the classical results by Curiel, Maschler and Tijs (1987) that characterize division rules which correspond to solutions of the cooperative bankruptcy game. Finally, we analyze the difficulties with incorporating the uncertainty about the estate.

On Bankruptcy Game Theoretic Interval Rules / Branzei, Rodica; Dall'Aglio, Marco; Tijs, Stef H.. - In: INTERNATIONAL JOURNAL OF MATHEMATICS GAME THEORY AND ALGEBRA. - ISSN 1099-1859. - 23:4(2015), pp. 9-20.

On Bankruptcy Game Theoretic Interval Rules

DALL'AGLIO, MARCO;
2015

Abstract

Interval bankruptcy problems arise in situations where an estate has to be liquidated among a fixed number of creditors and uncertainty about the amounts of the claims is modeled by intervals. We extend in the interval setting the classical results by Curiel, Maschler and Tijs (1987) that characterize division rules which correspond to solutions of the cooperative bankruptcy game. Finally, we analyze the difficulties with incorporating the uncertainty about the estate.
cooperative games, interval data, bankruptcy problems
On Bankruptcy Game Theoretic Interval Rules / Branzei, Rodica; Dall'Aglio, Marco; Tijs, Stef H.. - In: INTERNATIONAL JOURNAL OF MATHEMATICS GAME THEORY AND ALGEBRA. - ISSN 1099-1859. - 23:4(2015), pp. 9-20.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11385/148888
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