On Bankruptcy Game Theoretic Interval Rules

Rodica Branzei, Marco Dall'Aglio and Stef H. Tijs

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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.

Date: 2013-01
New Economics Papers: this item is included in nep-gth and nep-hpe
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