A rank-dependent utility model of uncertain lifetime
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Publication:1657592
DOI10.1016/j.jedc.2015.02.003zbMath1401.91052OpenAlexW2026822844MaRDI QIDQ1657592
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2015.02.003
cumulative prospect theoryrank-dependent utilityuncertain lifetimetime consistencyconsumption humplife cycle theory of consumption and savings
Related Items (3)
Ambiguous life expectancy and the demand for annuities ⋮ The annuity puzzle and consumption hump under ambiguous life expectancy ⋮ Non-stationary additive utility and time consistency
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