Weak measurability and characterizations of risk

DOI10.1007/S001990050269zbMATH Open0958.91031OpenAlexW2018077188MaRDI QIDQ1293737FDOQ1293737

Authors: M. Ali Khan, Yeneng Sun 

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

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zbMATH Keywords

decompositionlaw of large numberslarge gamesPettis integrabilityweak measurabilityBochner integrability

Mathematics Subject Classification ID

Games with infinitely many players (91A07)

Cited In (11)

• Monte Carlo sampling processes and incentive compatible allocations in large economies
• Decomposition and Characterization of Risk with a Continuum of Random Variables
• The effect of better information on income inequality
• Utilitarian mechanism design for an excludable public good
• The law of large numbers with a continuum of i.i.d. random variables
• Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case
• Constructing Risk Measures from Uncertainty Sets
• Individual risk and Lebesgue extension without aggregate uncertainty
• The exact law of large numbers via Fubini extension and characterization of insurable risks
• Asymptotic arbitrage and the APT with or without measure-theoretic structures.
• Toward categorical risk measure theory

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