The existence, uniqueness, and optimality of the terminal wealth depletion time in life-cycle models of saving under uncertain lifetime and borrowing constraint
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Publication:2373785
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Cited in
(8)- A rank-dependent utility model of uncertain lifetime
- A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility
- The life-cycle model of saving with uncertain lifetime and borrowing constraint; characterization and sensitivity analysis
- Longevity risk and retirement income tax efficiency: a location spending rate puzzle
- Optimal annuity demand for general expected utility agents
- Cake eating, exhaustible resource extraction, life-cycle saving, and non-atomic games: existence theorems for a class of optimal allocation problems
- Retirement spending and biological age
- The Utility Value of Longevity Risk Pooling: Analytic Insights
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