The life-cycle model of saving with uncertain lifetime and borrowing constraint;: characterization and sensitivity analysis
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Bibliographic InfoArticle provided by Elsevier in its journal Mathematical Social Sciences.
Volume (Year): 42 (2001)
Issue (Month): 2 (September)
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Web page: http://www.elsevier.com/locate/inca/505565
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- Leung, S.F., 1992.
"Uncertain Lifetime, the Theory of the Consumer, and the Life Cycle Hypothesis,"
RCER Working Papers
323, University of Rochester - Center for Economic Research (RCER).
- Leung, Siu Fai, 1994. "Uncertain Lifetime, the Theory of the Consumer, and the Life Cycle Hypothesis," Econometrica, Econometric Society, vol. 62(5), pages 1233-39, September.
- Sheshinski, Eytan, 1989.
"A simple model of optimum life-cycle consumption with earnings uncertainty,"
Journal of Economic Theory,
Elsevier, vol. 49(1), pages 169-178, October.
- Eytan Sheshinski, 1986. "A Simple Model of Optimum Life Cycle Consumption With Earnings Uncertainty," Working papers 409, Massachusetts Institute of Technology (MIT), Department of Economics.
- Mirer, Thad W, 1994. "The Dissaving of Annuity Wealth and Marketable Wealth in Retirement," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 40(1), pages 87-97, March.
- Hurd, Michael D, 1989. "Mortality Risk and Bequests," Econometrica, Econometric Society, vol. 57(4), pages 779-813, July.
- Siu Fai Leung, 2000. "Why Do Some Households Save So Little? A Rational Explanation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(4), pages 771-800, October.
- Hubbard, R Glenn & Judd, Kenneth L, 1987. "Social Security and Individual Welfare: Precautionary Saving, Borrowing Constraints, and the Payroll Tax," American Economic Review, American Economic Association, vol. 77(4), pages 630-46, September.
- Leung, Siu Fai, 2007. "The existence, uniqueness, and optimality of the terminal wealth depletion time in life-cycle models of saving under uncertain lifetime and borrowing constraint," Journal of Economic Theory, Elsevier, vol. 134(1), pages 470-493, May.
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