Krebs, Tom (contributor) - 2002 - [Elektronische Ressource]
bounded and follow a Markov chain (finite support) with sta-
tionary transition matrix; there is some idiosyncratic risk and … functions are time- and state-independent;
the endowments are bounded and follow a Markov chain (finite support) with stationary … of agents and any Markov chain of endowments (with or without aggregate
risk) if agents have identical homothetic …