The exact law of large numbers via Fubini extension and characterization of insurable risks
No abstract is available for this item.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hildenbrand, Werner, 1969. "Pareto Optimality for a Measure Space of Economic Agents," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(3), pages 363-72, October.
- Constantinides,George & Duffie,Darrel, 1992.
"Asset pricing with heterogeneous consumers,"
Discussion Paper Serie A
381, University of Bonn, Germany.
- Harald Uhlig, 1996.
"A law of large numbers for large economies (*),"
Springer, vol. 8(1), pages 41-50.
- Malinvaud, E., 1972. "The allocation of individual risks in large markets," Journal of Economic Theory, Elsevier, vol. 4(2), pages 312-328, April.
- Khan, M. Ali & Sun, Yeneng, 1999. "Non-cooperative games on hyperfinite Loeb spaces1," Journal of Mathematical Economics, Elsevier, vol. 31(4), pages 455-492, May.
- Judd, Kenneth L., 1985. "The law of large numbers with a continuum of IID random variables," Journal of Economic Theory, Elsevier, vol. 35(1), pages 19-25, February.
- Peter Hammond & Yeneng Sun, 2001.
"Monte Carlo Simulation of Macroeconomic Risk with a Continuum of Agents: The Symmetric Case,"
01015, Stanford University, Department of Economics.
- Peter J. Hammond & Yeneng Sun, 2003. "Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case," Economic Theory, Springer, vol. 21(2), pages 743-766, 03.
- Grodal, Birgit, 1974. "A note on the space of preference relations," Journal of Mathematical Economics, Elsevier, vol. 1(3), pages 279-294, December.
- M. Ali Khan & Yeneng Sun, 1999. "Weak measurability and characterizations of risk," Economic Theory, Springer, vol. 13(3), pages 541-560.
- Al-Najjar, Nabil I., 2004. "Aggregation and the law of large numbers in large economies," Games and Economic Behavior, Elsevier, vol. 47(1), pages 1-35, April.
- Feldman, Mark & Gilles, Christian, 1985. "An expository note on individual risk without aggregate uncertainty," Journal of Economic Theory, Elsevier, vol. 35(1), pages 26-32, February.
- Lucas, Robert Jr. & Prescott, Edward C., 1974. "Equilibrium search and unemployment," Journal of Economic Theory, Elsevier, vol. 7(2), pages 188-209, February.
When requesting a correction, please mention this item's handle: RePEc:eee:jetheo:v:126:y:2006:i:1:p:31-69. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.