Uncertain lifetime, risk aversion and intertemporal substitution

DOI10.1016/S0165-1765(98)00222-5zbMath0921.90006OpenAlexW2008515860WikidataQ127809379 ScholiaQ127809379MaRDI QIDQ1285527

Serge Moresi

Publication date: 28 April 1999

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(98)00222-5

zbMATH Keywords

uncertain lifetimetime consistencyordinal certainty equivalent

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items

A rank-dependent utility model of uncertain lifetime

Cites Work

• Endogenous cycles with long-lived agents
• A distinction between continuous-time and discrete-time models of uncertain lifetime
• A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis
• An OCE Analysis of the Effect of Uncertainty on Saving Under Risk Preference Independence
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