Decomposition and Characterization of Risk with a Continuum of Random Variables: Corrigendum

DOI10.1111/1468-0262.00060MaRDI QIDQ4530952zbMATH OpenOpenAlexFDO

Authors Nabil I. Al-Najjar

Publication date 28 May 2002

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1468-0262.00060

Mathematics Subject Classification ID

Decision theory for games (91A35) Games with infinitely many players (91A07)

Recommendations

• Corrigendum and addendum to: ``Range value-at-risk bounds for unimodal distributions under partial information
• A comment on Rothschild and Stiglitz's ``Increasing risk. I: A definition
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Cited in

(10)

• Correction note to ``On the preservation of some orderings of risks under convolution
• Corrigendum and addendum to: ``Range value-at-risk bounds for unimodal distributions under partial information
• Corrigendum to ``Belief functions contextual discounting and canonical decompositions
• Large games and the law of large numbers
• Corrigendum and addendum to: ``From risk sharing to pure premium for a large number of heterogeneous losses
• Corrigendum to: ``A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula
• Corrigendum to ``Dual random utility maximisation
• Rothschild and Stiglitz's mean preserving: revisited
• Corrigendum to ``An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity
• Aggregation and the law of large numbers in large economies

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