Abstract
We show that, for some classes of transferable utility (TU) games widely used in Game Theory and Mathematical
Economics, Epstein and Marinacci derivatives have a natural representation in terms of a "generalized" Radon-
Nikodym derivative. This has a straightforward interpretation in a General Equilibrium context, where marginal
contributions can be seen as a fair way to reward each group of agents.
| Original language | English |
|---|---|
| Pages (from-to) | 1149-1159 |
| Number of pages | 11 |
| Journal | Economics Bulletin |
| Volume | 36 |
| Issue number | 2 |
| Publication status | Published - 2016 |