Decomposition and Characterization of Risk with a Continuum of Random Variables: Corrigendum
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Publication:4530952
DOI10.1111/1468-0262.00060zbMATH Open1037.91533OpenAlexW2153937205MaRDI QIDQ4530952FDOQ4530952
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
Cited In (5)
- 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
- 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
- Aggregation and the law of large numbers in large economies
Recommendations
- Corrigendum and addendum to: ``Range value-at-risk bounds for unimodal distributions under partial information π π
- A comment on Rothschild and Stiglitz's ``Increasing risk. I: A definition π π
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- Correction to: ``Stochastic maximum principle under probability distortion π π
- Corrigendum to ``Majorization bounds for distribution functions π π
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