Ambiguous life expectancy and the demand for annuities
From MaRDI portal
Publication:1620939
DOI10.1007/s11238-018-9658-8zbMath1417.91266OpenAlexW3122496390MaRDI QIDQ1620939
Emmanuel Thibault, Hippolyte d'Albis
Publication date: 15 November 2018
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/25872/1/wp_tse_323.pdf
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
Dynamic decision-making when ambiguity attitudes depend on exogenous events ⋮ The annuity puzzle and consumption hump under ambiguous life expectancy ⋮ Why do we postpone annuity purchases?
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal annuitization, uncertain survival probabilities, and maxmin preferences
- Attitude toward imprecise information
- The value of a statistical life under ambiguity aversion
- Recursive smooth ambiguity preferences
- Maxmin expected utility with non-unique prior
- The value of a statistical life: A critical review of market estimates throughout the world
- The annuity puzzle remains a puzzle
- A rank-dependent utility model of uncertain lifetime
- A parsimonious model of subjective life expectancy
- Optimal retirement consumption with a stochastic force of mortality
- Life-cycle asset allocation with annuity markets
- Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
- Risk, Ambiguity, and the Savage Axioms
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- A Smooth Model of Decision Making under Ambiguity
- A life-cycle model with ambiguous survival beliefs
This page was built for publication: Ambiguous life expectancy and the demand for annuities