Effects of mortality risk on risk-taking behavior

DOI10.1016/J.ECONLET.2006.08.001zbMath1254.91274OpenAlexW2024335190MaRDI QIDQ1929809

Andrew J. Rettenmaier, Liqun Liu

Publication date: 9 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.08.001

zbMATH Keywords

financial riskmortality riskstate-dependent utility function

Mathematics Subject Classification ID

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Background risks and the value of a statistical life
• Horizon length and portfolio risk
• Changes in Background Risk and Risk Taking Behavior
• Risk Vulnerability and the Tempering Effect of Background Risk
• Standard Risk Aversion
• Risk Aversion in the Small and in the Large

This page was built for publication: Effects of mortality risk on risk-taking behavior