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Willingness to Pay to Reduce Future Risk

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Author Info
Jim Engle-Warnick ()
Julie Héroux ()
Claude Montmarquette ()

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Abstract

We elicit subjects’ willingness to pay to reduce future risk. In our experiments, subjects are given a cash endowment and a risky lottery. They report their willingness to pay to exchange the risky lottery for a safe one. Subjects play the lottery either immediately, eight weeks later, or twenty-five weeks later. Thus, both the lottery and the future are sources of uncertainty in our experiments. In two additional treatments, we control for future uncertainty with a continuation probability, constant and independent across periods, that simulates the chances of not returning to play the lottery after eight and twenty-five periods. We find evidence for present bias in both the time-delay sessions and the continuation probability sessions, suggesting that this bias robustly persists in environments including both risk and future uncertainty, and suggesting that the stopping rule may be a tool to continue study in this area without the need to delay payments into the future.

Nous mesurons la volonté des participants de payer pour réduire les risques futurs. Au cours de nos séances expérimentales, les participants reçoivent une dotation en espèces et une loterie risquée. Ils signalent leur volonté de payer pour échanger la loterie risquée pour une loterie moins risquée. Les participants jouent à la loterie soit immédiatement, ou huit semaines plus tard, ou vingt-cinq semaines plus tard. Ainsi, dans ces expériences, la loterie et le futur forment deux sources d'incertitude. Lors de deux traitements additionnels, nous contrôlons l'aspect incertain de l'avenir avec une probabilité de continuation, constante et indépendante à travers les périodes, qui simule les chances de ne pas revenir jouer à la loterie après huit et vingt-cinq périodes. Nous avons trouvé des preuves d'un biais pour le présent à la fois dans les séances avec un délai temporel, que dans les séances avec une probabilité de continuation, ce qui suggère que cette tendance persiste avec vigueur dans les environnements comprenant de l'incertitude provenant à la fois du risque et du futur. Ceci suggère que cette règle d'arrêt peut constituer un outil efficace pour étudier ce domaine sans la nécessité de retarder les paiements dans le futur.

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Paper provided by CIRANO in its series CIRANO Working Papers with number 2009s-37.

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Date of creation: 01 Aug 2009
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Handle: RePEc:cir:cirwor:2009s-37

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Related research
Keywords: Hyperbolic discounting; uncertainty; risk; experiments ; escompte hyperbolique; incertitude; risque; expériences;

Find related papers by JEL classification:
C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Ariel Rubinstein, 2003. ""Economics and Psychology"? The Case of Hyperbolic Discounting," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(4), pages 1207-1216, November. [Downloadable!] (restricted)
  2. Drazen Prelec, 2004. "Decreasing Impatience: A Criterion for Non-stationary Time Preference and "Hyperbolic" Discounting," Scandinavian Journal of Economics, Blackwell Publishing, vol. 106(3), pages 511-532, October. [Downloadable!] (restricted)
  3. Yoram Halevy, 2007. "Ellsberg Revisited: An Experimental Study," Econometrica, Econometric Society, vol. 75(2), pages 503-536, 03. [Downloadable!] (restricted)
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  4. Shane Frederick & George Loewenstein & Ted O'Donoghue, 2002. "Time Discounting and Time Preference: A Critical Review," Journal of Economic Literature, American Economic Association, vol. 40(2), pages 351-401, June.
  5. Keren, Gideon & Roelofsma, Peter, 1995. "Immediacy and Certainty in Intertemporal Choice," Organizational Behavior and Human Decision Processes, Elsevier, vol. 63(3), pages 287-297, September. [Downloadable!] (restricted)
  6. David Laibson & Andrea Repetto & Jeremy Tobacman, 2000. "A Debt Puzzle," Documentos de Trabajo 80, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
    Other versions:
    • David Laibson & Andrea Repetto & Jeremy Tobacman, 2000. "A Debt Puzzle," NBER Working Papers 7879, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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