A parsimonious model of subjective life expectancy
From MaRDI portal
Publication:2015025
DOI10.1007/s11238-013-9355-6zbMath1290.91094OpenAlexW2005434299MaRDI QIDQ2015025
Alexander Ludwig, Alexander Zimper
Publication date: 18 June 2014
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://ub-madoc.bib.uni-mannheim.de/1798/1/meadp_154_07.pdf
Bayesian learninglikelihood insensitivityrepresentative agentChoquet decision theorysubjective survival expectations
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (7)
Ambiguous life expectancy and the demand for annuities ⋮ Cohort and target age effects on subjective survival probabilities: implications for models of the retirement phase ⋮ A rank-dependent utility model of uncertain lifetime ⋮ Optimal retirement products under subjective mortality beliefs ⋮ A decision-theoretic model of asset-price underreaction and overreaction to dividend news ⋮ A life-cycle model with ambiguous survival beliefs ⋮ On attitude polarization under Bayesian learning with non-additive beliefs
Cites Work
- Unnamed Item
- Modeling and Forecasting U.S. Mortality
- A Bayesian perspective on biases in risk perception
- Ambiguity made precise: A comparative foundation
- Comparing three ways to update Choquet beliefs
- On attitude polarization under Bayesian learning with non-additive beliefs
- Expected utility with purely subjective non-additive probabilities
- Advances in prospect theory: cumulative representation of uncertainty
- Revealed likelihood and Knightian uncertainty
- \(E\)-capacities and the Ellsberg paradox
- Extending Doob's consistency theorem to nonparametric densities
- Updating ambiguous beliefs
- A rule for updating ambiguous beliefs
- Updating Choquet beliefs
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- The relationship between individual expectations and behaviors: Mortality expectations and smoking decisions
- Survival risks, intertemporal consumption, and insurance: the case of distorted probabilities
- Risk, Ambiguity, and the Savage Axioms
- Dynamic choice under ambiguity
- Prospect Theory
- Subjective Probability and Expected Utility without Additivity
- Integral Representation Without Additivity
- A Definition of Uncertainty Aversion
- Curvature of the Probability Weighting Function
- Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
- Measuring Expectations
- Consistent Estimates and Zero-One Sets
This page was built for publication: A parsimonious model of subjective life expectancy
