Uncertain lifetime, risk aversion and life insurance

DOI10.1080/03461238.1985.10413783MaRDI QIDQ3716170zbMATH OpenOpenAlexFDO

Authors Edi Karni, Itzhak Zilcha

Publication date 1985

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1985.10413783

zbMATH Keywords

actuarial noteslife insurancemeasures of absolute risk aversionuncertain lifetime

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

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Cites work

• A Note on the Yaari Life Cycle Model
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• scientific article; zbMATH DE number 3048439 (Why is no real title available?)
• Risk Aversion in the Small and in the Large

Cited in

(15)

• Mean utility preserving increases in risk for state dependent utility functions
• Uncertain lifetime, risk aversion and intertemporal substitution
• Effects of uncertain lifetime and annuity insurance on capital accumulation and growth
• Income uncertainty and the demand for annuities
• Lifetime uncertainty and time preference
• Insurance demand, the elasticity of risk aversion, and relative prudence: a further result
• Life insurance, precautionary saving and contingent bequest
• Personal finance and life insurance under separation of risk aversion and elasticity of substitution
• On consumer preferences and the willingness to pay for term life insurance
• Some applications of a model of term life insurance contracts
• Uncertain indemnity and the demand for insurance
• REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE
• Life-cycle consumption and life insurance: empirical evidence from Italian survey
• Risk aversion in an incomplete market influenced by government regulation
• Stock return uncertainty and life insurance

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