Representation of Epstein-Marinacci derivatives of absolutely continuous TU games

Francesca CENTRONE

Representation of Epstein-Marinacci derivatives of absolutely continuous TU games

Dipartimento di Studi per l'Economia e l'Impresa

Risultato della ricerca: Contributo su rivista › Articolo in rivista › peer review

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.

Lingua originale	Inglese
pagine (da-a)	1149-1159
Numero di pagine	11
Rivista	Economics Bulletin
Volume	36
Numero di pubblicazione	2
Stato di pubblicazione	Pubblicato - 2016

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http://hdl.handle.net/11579/86787

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Representation of Epstein-Marinacci derivatives of absolutely continuous TU games

Abstract

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