Ambiguous life expectancy and the demand for annuities
type: Item
instance of: scholarly article
title: Ambiguous life expectancy and the demand for annuities
zbMATH Open document ID: 1417.91266
author: Hippolyte D'Albis
author: Emmanuel Thibault
published in: Theory and Decision
publication date: 2018-11-15T00:00:00Z
full work available at URL: wp tse 323.pdf
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B06
zbMATH DE Number: 6979607
zbMATH Keywords: demand for annuities
zbMATH Keywords: uncertain survival probabilities
zbMATH Keywords: ambiguity aversion
MaRDI profile type: Publication
OpenAlex ID: W3122496390
cites work: Optimal annuitization, uncertain survival probabilities, and maxmin preferences
cites work: A rank-dependent utility model of uncertain lifetime
cites work: Risk, ambiguity and the Savage axioms
cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
cites work: Attitude toward imprecise information
cites work: Maxmin expected utility with non-unique prior
cites work: The economics of risk and time
cites work: Portfolio choices and asset prices: the comparative statics of ambiguity aversion
cites work: A life-cycle model with ambiguous survival beliefs
cites work: Life-cycle asset allocation with annuity markets
cites work: Optimal retirement consumption with a stochastic force of mortality
cites work: A Smooth Model of Decision Making under Ambiguity
cites work: Recursive smooth ambiguity preferences
cites work: Temporal Resolution of Uncertainty and Dynamic Choice Theory
cites work: A parsimonious model of subjective life expectancy
cites work: Q4902563
cites work: The annuity puzzle remains a puzzle
cites work: Q5429732
cites work: The value of a statistical life under ambiguity aversion
cites work: The value of a statistical life: A critical review of market estimates throughout the world
DOI: 10.1007/S11238-018-9658-8
description: scientific article; zbMATH DE number 6979607