The exact law of large numbers via Fubini extension and characterization of insurable risks

DOI10.1016/J.JET.2004.10.005MaRDI QIDQ2490122zbMATH OpenOpenAlexFDO

Authors Yeneng Sun

Publication date 28 April 2006

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

Full work available at URL https://doi.org/10.1016/j.jet.2004.10.005

zbMATH Keywords

Exact law of large numbersFubini extensionInsurable risksPareto optimality and equilibriumRich product probability spaceUncorrelatedness and independence

Mathematics Subject Classification ID

Measures and integrals in product spaces (28A35) Strong limit theorems (60F15)

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