Interval Game Theoretic Division Rules

Branzei, Rodica and Dall'Aglio, Marco and Tijs, Stef H. (2008) Interval Game Theoretic Division Rules. [Discussion Paper]. Tilburg University, The Netherlands. p. 19. CentER Discussion Paper Series (No. 2008-97). (Unpublished)

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Abstract/Index

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 estate and the claims is modeled by intervals. We extend in the interval setting the classic results by Curiel, Maschler and Tijs (Bankruptcy games, Zeitschrift fuer Operations Research, 31 (1987), A 143 - A 159) that characterize division rules which are solutions of the cooperative bankruptcy game.

Item Type: Report / Paper (Discussion Paper)
Research documents and activity classification: Working Papers > Non-Refereed Working Papers / of national relevance only
Divisions: Department of Business and Management
Additional Information: Posted on SSRN Working Paper Series on 10th December 2008
Uncontrolled Keywords: Cooperative Games, Interval Data, Bankruptcy Problems
MIUR Scientific Area: Area 13 - Economics and Statistics > SECS-S/06 Mathematics for Economics, Actuarial Studies and Finance
Deposited by: Maria Teresa Nistico
Date Deposited: 22 Nov 2010 13:14
Last Modified: 22 Apr 2015 00:13
URI: http://eprints.luiss.it/id/eprint/729

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