Asset demands and consumption with longevity risk

DOI10.1007/s00199-015-0922-7zbMath1367.91087OpenAlexW3123106021MaRDI QIDQ315805

Yuna Rhee, Bong-Gyu Jang, Hyeng Keun Koo

Publication date: 23 September 2016

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-015-0922-7

zbMATH Keywords

consumptionlife insurancelongevity riskannuityasset demand

Mathematics Subject Classification ID

Related Items (2)

Unnamed Item ⋮ Why do we postpone annuity purchases?

Cites Work

• Portfolio choice with non-expected utility in continuous time
• Lifetime consumption and investment: retirement and constrained borrowing
• Annuitization and asset allocation
• Increasing life expectancy and optimal retirement in general equilibrium
• A note on a condition satisfied by certain random walks
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• Consumption and Portfolio Decisions when Expected Returns are Time Varying
• Wealth Inequality and Intergenerational Links
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• To Leave or Not to Leave: The Distribution of Bequest Motives
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