On the resolution of cross-liabilities

DOI10.1007/S10107-023-01928-6MaRDI QIDQ6120937zbMATH OpenOpenAlexFDO

Authors Gabrielle Demange

Publication date 21 February 2024

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://halshs.archives-ouvertes.fr/halshs-03151128/document

zbMATH Keywords

axiomatizationbi-proportionalitycross-liabilitiesentropyresolution

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• A problem of rights arbitration from the Talmud
• A ranking method based on handicaps
• Algorithms for proportional matrices in reals and integers
• Allocation rules for network games
• An Axiomatic Approach to Proportionality Between Matrices
• Authoritative sources in a hyperlinked environment
• Axiomatic and game-theoretic analysis of bankruptcy and taxation problems: a survey.
• Axiomatic and game-theoretic analysis of bankruptcy and taxation problems: an update
• Decentralization and mutual liability rules
• Distributive justice in taxation
• Entropy, desegregation, and proportional rationing
• Estimating Nonnegative Matrices from Marginal Data
• Flow sharing and bankruptcy games
• Game theoretic analysis of a bankruptcy problem from the Talmud
• scientific article; zbMATH DE number 1382772 (Why is no real title available?)
• Measuring school segregation
• On Dividing an Amount According to Individual Claims or Liabilities
• On Equitable Resource Allocation Problems: A Lexicographic Minimax Approach
• Robust Optimization of Large-Scale Systems
• Systemic risk in financial systems
• The bankruptcy problem in financial networks
• What Is Just?

Cited in

(1)

• Two axiomatizations of the pairwise netting proportional rule in financial networks

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