The existence, uniqueness, and optimality of the terminal wealth depletion time in life-cycle models of saving under uncertain lifetime and borrowing constraint
DOI10.1016/J.JET.2006.05.004zbMATH Open1157.91398OpenAlexW2064009574MaRDI QIDQ2373785FDOQ2373785
Authors: Siu Fai Leung 
Publication date: 16 July 2007
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2006.05.004
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Cited In (8)
- A rank-dependent utility model of uncertain lifetime
- The life-cycle model of saving with uncertain lifetime and borrowing constraint; characterization and sensitivity analysis
- A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility
- 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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