Would you prefer your retirement income to depend on your life expectancy?

DOI10.1016/J.JET.2020.105126MaRDI QIDQ1995284zbMATH OpenOpenAlexFDO

Authors Antoine Bommier, Hélène Schernberg

Publication date 23 February 2021

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jet.2020.105126

zbMATH Keywords

risk aversionpensionsrecursive preferences

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Utility theory (91B16)

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Cites work

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• On concavity and supermodularity
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• Wealth Inequality and Intergenerational Links

Cited in

(4)

• Time-inconsistent preferences, retirement, and increasing life expectancy
• Who wants (them) to work longer?
• Do you need less money in retirement?
• The tontine puzzle

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