Bi-revealed utilities in a defaultable universe: a new point of view on consumption
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Publication:6543810
DOI10.3934/puqr.2024002zbMATH Open1537.91106MaRDI QIDQ6543810
Caroline Hillairet, Mohamed Mrad, Nicole El-Karoui
Publication date: 25 May 2024
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
enlargement of filtrationbi-revealed utilitiesdefaultable universepreference criteria of wealth and consumption
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