Weak measurability and characterizations of risk

DOI10.1007/S001990050269zbMath0958.91031OpenAlexW2018077188MaRDI QIDQ1293737

Yeneng Sun, M. Ali Khan

Publication date: 16 April 2001

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001990050269

zbMATH Keywords

decompositionlaw of large numberslarge gamesPettis integrabilityweak measurabilityBochner integrability

Mathematics Subject Classification ID

Games with infinitely many players (91A07)

Related Items (5)

Monte Carlo sampling processes and incentive compatible allocations in large economies ⋮ The effect of better information on income inequality ⋮ The exact law of large numbers via Fubini extension and characterization of insurable risks ⋮ Utilitarian mechanism design for an excludable public good ⋮ Asymptotic arbitrage and the APT with or without measure-theoretic structures.

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