Uncertain Lifetime, Imperfect Insurance Markets and the Valuation of Pension Wealth

DOI10.2307/2297309zbMath0428.90014OpenAlexW2001229562MaRDI QIDQ3865809

Richard Hemming, David Ulph

Publication date: 1980

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297309

zbMATH Keywords

uncertain lifetimeincomplete insurance marketsoptimal savings behaviourvaluation of pension wealth

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical economics (91B99)

Related Items (1)

The existence, uniqueness, and optimality of the terminal wealth depletion time in life-cycle models of saving under uncertain lifetime and borrowing constraint

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