Survival risks, intertemporal consumption, and insurance: the case of distorted probabilities

DOI10.1016/j.insmatheco.2005.09.004zbMath1132.91016OpenAlexW2023808276MaRDI QIDQ2492178

Han Bleichrodt, Louis R. Eeckhoudt

Publication date: 9 June 2006

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.09.004

zbMATH Keywords

non-expected utilityprobability distortionintertemporal consumptioncost--benefit analysissurvival risks

Mathematics Subject Classification ID

Related Items (5)

A rank-dependent utility model of uncertain lifetime ⋮ The connection between distortion risk measures and ordered weighted averaging operators ⋮ On cross-risk vulnerability ⋮ A parsimonious model of subjective life expectancy ⋮ A life-cycle model with ambiguous survival beliefs

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