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Explaining Diversities in Age-Specific Life Expectancies and Values of Life Saving: A Numerical Analysis

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Isaac Ehrlich
Yong Yin

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Abstract

Little attempt has been made so far to quantify the extent to which individual willingness to spend on life protection may account for the observed trends and diversities in agespecific life expectancies across individuals and over time. We address these issues via calibrated simulations of a dynamic, life-cycle model of life protection in which life's end is a stochastic event, age-specific mortality risks are endogenous variables, and spending on life protection is set jointly with related insurance options: life insurance as well as annuities. A unique feature of our model is that it links age-specific mortality risks and implicit private values-of-life-saving (VLS) as "dual variables", and estimates them jointly. It also offers new insights about the concept and measurement of VLS. Life protection is estimated to have a non-negligible impact on age-specific life expectancies. It can account for significant portions of observed inequalities in life expectancies across population groups and over time, as well as for a wide range of empirical estimates of VLS produced via the conventional "willingness to pay" approach.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 10759.

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Date of creation: Sep 2004
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Handle: RePEc:nbr:nberwo:10759

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Find related papers by JEL classification:
C6 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming
D8 - Microeconomics - - Information, Knowledge, and Uncertainty
I1 - Health, Education, and Welfare - - Health

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  1. Thomas J. Kniesner & James P. Ziliak & W. Kip Viscusi, 2004. "Life-Cycle Consumption and the Age-Adjusted Value of Life," NBER Working Papers 10266, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. W. Kip Viscusi & Joseph E. Aldy, 2003. "The Value of a Statistical Life: A Critical Review of Market Estimates throughout the World," NBER Working Papers 9487, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Johannesson, Magnus & Johansson, Per-Olov & Löfgren, Karl-Gustaf, 1997. "On the Value of Changes in Life Expectancy: Blips versus Parametric Changes," Working Paper Series in Economics and Finance 152, Stockholm School of Economics.
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  4. Tomas J. Philipson & Gary S. Becker, 1998. "Old-Age Longevity and Mortality-Contingent Claims," Journal of Political Economy, University of Chicago Press, vol. 106(3), pages 551-573, June. [Downloadable!] (restricted)
  5. Dana Goldman & Darius Lakdawalla, 2001. "Understanding Health Disparities Across Education Groups," NBER Working Papers 8328, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Johansson, Per-Olov, 2001. "Is there a meaningful definition of the value of a statistical life?," Journal of Health Economics, Elsevier, vol. 20(1), pages 131-139, January. [Downloadable!] (restricted)
  7. Jones-Lee, M W & Hammerton, M & Philips, P R, 1985. "The Value of Safety: Results of a National Sample Survey," Economic Journal, Royal Economic Society, vol. 95(377), pages 49-72, March. [Downloadable!] (restricted)
  8. Forster, Martin, 2001. "The meaning of death: some simulations of a model of healthy and unhealthy consumption," Journal of Health Economics, Elsevier, vol. 20(4), pages 613-638, July. [Downloadable!] (restricted)
  9. Davies, James B, 1981. "Uncertain Lifetime, Consumption, and Dissaving in Retirement," Journal of Political Economy, University of Chicago Press, vol. 89(3), pages 561-77, June. [Downloadable!] (restricted)
  10. Gerdtham, U. -G. & Johannesson, M. & Lundberg, L. & Isacson, D., 1999. "The demand for health: results from new measures of health capital," European Journal of Political Economy, Elsevier, vol. 15(3), pages 501-521, September. [Downloadable!] (restricted)
  11. 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.
  12. Kydland, Finn E & Prescott, Edward C, 1982. "Time to Build and Aggregate Fluctuations," Econometrica, Econometric Society, vol. 50(6), pages 1345-70, November. [Downloadable!] (restricted)
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  13. Ehrlich, Isaac, 2000. "Uncertain lifetime, life protection, and the value of life saving," Journal of Health Economics, Elsevier, vol. 19(3), pages 341-367, May. [Downloadable!] (restricted)
  14. Olivia S. Mitchell, 2001. "Developments in Decumulation: The Role of Annuity Products in Financing Retirement," NBER Working Papers 8567, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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Cited by:
(explanations, 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. Bommier, Antoine & Villeneuve, Bertrand, 2008. "Risk Aversion and the Value of Risk to Life," MPRA Paper 11943, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  2. repec:bep:eapcon:v:5:y:2006:i:1:p:1524-1524 is not listed on IDEAS
  3. Aldy, Joseph E. & Viscusi, W. Kip, 2006. "Adjusting the Value of a Statistical Life for Age and Cohort Effects," Discussion Papers dp-06-19, Resources For the Future. [Downloadable!]
    Other versions:
  4. Viscusi, W. Kip & Aldy, Joseph, 2006. "Labor Market Estimates of the Senior Discount for the Value of Statistical Life," Discussion Papers dp-06-12, Resources For the Future. [Downloadable!]
    Other versions:
  5. Isaac Ehrlich, 2007. "The Mystery of Human Capital as Engine of Growth, or Why the US Became the Economic Superpower in the 20th Century," NBER Working Papers 12868, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Guang-Zhen Sun & Yew-Kwang Ng, 2008. "Finite Life Expectancy And The Age-Dependent Value Of A Statistical Life," Monash Economics Working Papers 12/08, Monash University, Department of Economics. [Downloadable!]
  7. Jihong Ding & Minglai Zhu, 2009. "A theoretical investigation of the reformed public health insurance in urban China," Frontiers of Economics in China, Springer, vol. 4(1), pages 1-29, March. [Downloadable!] (restricted)
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