Optimal annuitization, uncertain survival probabilities, and maxmin preferences

DOI10.1016/J.ECONLET.2011.12.045zbMath1242.91063OpenAlexW1601542371MaRDI QIDQ433199

Hippolyte d'Albis, Emmanuel Thibault

Publication date: 13 July 2012

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

Full work available at URL: http://publications.ut-capitole.fr/15286/1/Albis_15286.pdf

zbMATH Keywords

uncertainty aversionmaxmindemand for annuitiesuncertain survival probabilities

Mathematics Subject Classification ID

Utility theory (91B16) Welfare economics (91B15)

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Cites Work

• Maxmin expected utility with non-unique prior
• Unnamed Item

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