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On systems of quotas from bankruptcy perspective: the sampling estimation of the random arrival rule

机译:关于破产视角的配额制度:随机抵达规则的抽样估算

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This paper addresses a sampling procedure for estimating the random arrival rule in bankruptcy situations. It is based on simple random sampling with replacement and it adapts an estimation method of the Shapley value for transferable utility games, especially useful when dealing with large-scale problems. Its performance is analysed through the establishment of theoretical statistical properties and bounds for the incurred error. Furthermore, this tool is evaluated on two well-studied examples in literature where this allocation rule can be exactly calculated. Finally, we apply this sampling method to provide a new quota for the milk market in Galicia (Spain). After the abolition of the milk European quota system in April 2015, this region represents an example where dairy farmers suffered a massive economic impact after investing heavily in modernising their farms. The resulting quota estimator is compared with two classical rules in bankruptcy literature. (C) 2020 Elsevier B.V. All rights reserved.
机译:本文解决了用于估算破产情况下随机到达规则的采样程序。它基于简单的随机采样,随机采样,它适应了可转移的公用事业游戏的福音价值的估计方法,特别是在处理大规模问题时有用。通过建立理论统计特性和所产生的误差的界限来分析其性能。此外,在文献中的两个学习示例中评估该工具,其中可以完全计算该分配规则。最后,我们应用这种抽样方法,为加利西亚(西班牙)提供牛奶市场的新配额。在2015年4月取消牛奶欧洲配额制度后,该地区代表了一个例子,奶制农民在大量现代化农场投资后遭受了巨大的经济影响。将产生的配额估计人与破产文献中的两个经典规则进行比较。 (c)2020 Elsevier B.v.保留所有权利。

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