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 (Unpublished)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 |
| Deposited On: | 22 Nov 2010 14:14 |
| Last Modified: | 23 Nov 2010 08:01 |
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