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Uncertain lifetime, risk aversion and intertemporal substitution

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  • Moresi, Serge

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  • Moresi, Serge, 1999. "Uncertain lifetime, risk aversion and intertemporal substitution," Economics Letters, Elsevier, vol. 62(2), pages 207-212, February.
  • Handle: RePEc:eee:ecolet:v:62:y:1999:i:2:p:207-212
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    References listed on IDEAS

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    1. Robert E. Hall, 1985. "Real Interest and Consumption," NBER Working Papers 1694, National Bureau of Economic Research, Inc.
    2. Blanchard, Olivier J, 1985. "Debt, Deficits, and Finite Horizons," Journal of Political Economy, University of Chicago Press, vol. 93(2), pages 223-247, April.
    3. Leung, Siu Fai, 1994. "Uncertain Lifetime, the Theory of the Consumer, and the Life Cycle Hypothesis," Econometrica, Econometric Society, vol. 62(5), pages 1233-1239, September.
    4. Levhari, David & Mirman, Leonard J, 1977. "Savings and Consumption with an Uncertain Horizon," Journal of Political Economy, University of Chicago Press, vol. 85(2), pages 265-281, April.
    5. Cuddington, John T, 1993. "Modeling the Macroeconomic Effects of AIDS, with an Application to Tanzania," World Bank Economic Review, World Bank Group, vol. 7(2), pages 173-189, May.
    6. Glomm, Gerhard & Palumbo, Michael G., 1993. "Optimal intertemporal consumption decisions under the threat of starvation," Journal of Development Economics, Elsevier, vol. 42(2), pages 271-291, December.
    7. Siu Fai Leung, 1995. "A distinction between continuous-time and discrete-time models of uncertain lifetime," Economics Letters, Elsevier, vol. 47(3-4), pages 291-296, March.
    8. Larry Selden, 1979. "An OCE Analysis of the Effect of Uncertainty on Saving under Risk Preference Independence," Review of Economic Studies, Oxford University Press, vol. 46(1), pages 73-82.
    9. Barro, Robert J & Friedman, James W, 1977. "On Uncertain Lifetimes," Journal of Political Economy, University of Chicago Press, vol. 85(4), pages 843-849, August.
    10. Reichlin, Pietro, 1992. "Endogenous cycles with long-lived agents," Journal of Economic Dynamics and Control, Elsevier, vol. 16(2), pages 243-266, April.
    11. Attanasio, Orazio P & Weber, Guglielmo, 1989. "Intertemporal Substitution, Risk Aversion and the Euler Equation for Consumption," Economic Journal, Royal Economic Society, vol. 99(395), pages 59-73, Supplemen.
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    Cited by:

    1. Drouhin, Nicolas, 2015. "A rank-dependent utility model of uncertain lifetime," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 208-224.
    2. Nicolas Drouhin, 2012. "A rank-dependent utility model of uncertain lifetime, time consistency and life insurance," Working Papers halshs-00748662, HAL.
    3. Nicolas Drouhin, 2012. "A rank-dependent utility model of uncertain lifetime, time consistency and life insurance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00748662, HAL.

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