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Uncertain lifetime and intertemporal choice : risk aversion as a rationale for time discounting

Citations

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Cited by:

  1. Barigozzi, Francesca & Cremer, Helmuth & Lozachmeur, Jean-Marie, 2023. "Gender wage and longevity gaps and the design of retirement systems," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 263-287.
  2. Marie-Louise Leroux, 2011. "Endogenous differential mortality, non-contractible effort and non-linear taxation," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 18(1), pages 56-73, February.
  3. Bommier, Antoine & Leroux, Marie-Louise & Lozachmeur, Jean-Marie, 2011. "On the public economics of annuities with differential mortality," Journal of Public Economics, Elsevier, vol. 95(7), pages 612-623.
  4. Antoine Bommier & Marie-Louise Leroux & Jean-Marie Lozachmeur, 2011. "Differential mortality and social security," Canadian Journal of Economics, Canadian Economics Association, vol. 44(1), pages 273-289, February.
  5. Frederick Ploeg, 2010. "Political economy of prudent budgetary policy," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 17(3), pages 295-314, June.
  6. Kenneth C. Lichtendahl & Samuel E. Bodily, 2012. "Multiplicative Utilities for Health and Consumption," Decision Analysis, INFORMS, vol. 9(4), pages 314-328, December.
  7. Antoine Bommier & Bertrand Villeneuve, 2012. "Risk Aversion and the Value of Risk to Life," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 79(1), pages 77-104, March.
  8. John Armstrong & Cristin Buescu & James Dalby & Rohan Hobbs, 2025. "Machine-learning a family of solutions to an optimal pension investment problem," Papers 2511.07045, arXiv.org.
  9. Bommier, Antoine & Chassagnon, Arnold & Le Grand, François, 2012. "Comparative risk aversion: A formal approach with applications to saving behavior," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1614-1641.
  10. Schernberg, Hélène, 2025. "Social genetic insurance: A life-cycle perspective," Journal of Health Economics, Elsevier, vol. 101(C).
  11. Takeuchi, Kan, 2011. "Non-parametric test of time consistency: Present bias and future bias," Games and Economic Behavior, Elsevier, vol. 71(2), pages 456-478, March.
  12. Antoine Bommier, 2010. "Portfolio Choice under Uncertain Lifetime," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(1), pages 57-73, February.
  13. William N. Caballero & Roi Naveiro & David Ríos Insua, 2022. "Modeling Ethical and Operational Preferences in Automated Driving Systems," Decision Analysis, INFORMS, vol. 19(1), pages 21-43, March.
  14. Ryan Edwards, 2013. "The cost of uncertain life span," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(4), pages 1485-1522, October.
  15. Yuanyuan Liu & Timothy B. Heath & Ayse Onculer, 2020. "The Future Ambiguity Effect: How Narrow Payoff Ranges Increase Future Payoff Appeal," Management Science, INFORMS, vol. 66(8), pages 3754-3770, August.
  16. Huang, H. & Milevsky, M.A. & Salisbury, T.S., 2017. "Retirement spending and biological age," Journal of Economic Dynamics and Control, Elsevier, vol. 84(C), pages 58-76.
  17. Delprat, G. & Leroux, M.-L. & Michaud, P.-C., 2016. "Evidence on individual preferences for longevity risk," Journal of Pension Economics and Finance, Cambridge University Press, vol. 15(2), pages 160-179, April.
  18. Antoine Bommier, 2008. "Rational Impatience ?," Working Papers hal-00441880, HAL.
  19. Edwards Ryan D, 2009. "The Cost of Cyclical Mortality," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-19, March.
  20. Marie-Louise Leroux & Pierre Pestieau & Grégory Ponthière, 2015. "Longévité différentielle et redistribution : enjeux théoriques et empiriques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(4), pages 465-497.
  21. Arthur E. Attema & Han Bleichrodt & Kirsten I. M. Rohde & Peter P. Wakker, 2010. "Time-Tradeoff Sequences for Analyzing Discounting and Time Inconsistency," Management Science, INFORMS, vol. 56(11), pages 2015-2030, November.
  22. OUATTARA, Aboudou & DE LA BRUSLERIE, Hubert, 2015. "The term structure of psychological discount rate: characteristics and functional forms," MPRA Paper 75111, University Library of Munich, Germany.
  23. D'ALBIS Hippolyte & AUGERAUD-VÉRON Emmanuelle, 2009. "Continuous-Time Overlapping Generations Models," LERNA Working Papers 09.15.291, LERNA, University of Toulouse.
  24. Gangadharan, Lata & Harrison, Glenn W. & Leroux, Anke D., 2019. "Are risks over multiple attributes traded off? A case study of aid," Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 166-198.
  25. Bianjun Xia, 2011. "A simple explanation of some key time preference anomalies," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(2), pages 695-708, May.
  26. Stelter, Robert, 2014. "Over-aging: Are present human populations too old?," Thuenen-Series of Applied Economic Theory 137, University of Rostock, Institute of Economics.
  27. Pierre Pestieau & Gregory Ponthiere, 2012. "The Public Economics of Increasing Longevity," Hacienda Pública Española / Review of Public Economics, IEF, vol. 200(1), pages 41-74, March.
  28. Antoine Bommier & François Grand, 2014. "Too risk averse to purchase insurance?," Journal of Risk and Uncertainty, Springer, vol. 48(2), pages 135-166, April.
  29. Bommier, Antoine & Lanz, Bruno & Zuber, Stéphane, 2015. "Models-as-usual for unusual risks? On the value of catastrophic climate change," Journal of Environmental Economics and Management, Elsevier, vol. 74(C), pages 1-22.
  30. ONDER Harun & PESTIEAU Pierre & PONTHIERE Gregory, 2017. "The domestic welfare loss of Syrian civil war: an equivalent income approach," LIDAM Discussion Papers CORE 2017025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  31. Thomas Epper & Helga Fehr-Duda, 2012. "The missing link: unifying risk taking and time discounting," ECON - Working Papers 096, Department of Economics - University of Zurich, revised Oct 2018.
  32. Antoine Bommier, "undated". "Mortality Decline, Impatience and Aggregate Wealth Accumulation with Risk-Sensitive Preferences," Working Papers ETH-RC-14-006, ETH Zurich, Chair of Systems Design.
  33. Gahramanov, Emin & Tang, Xueli, 2013. "A mixed blessing of lifespan heterogeneity," Journal of the Japanese and International Economies, Elsevier, vol. 29(C), pages 142-153.
  34. Bommier, Antoine, 2009. "Mortality Decline and Aggregate Wealth Accumulation," TSE Working Papers 09-050, Toulouse School of Economics (TSE).
  35. An Chen & Alexander Muermann & Casey Rothschild, 2025. "Tontines and their modern (re)discovery," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 50(1), pages 1-5, March.
  36. Leroux, Marie-Louise & Ponthiere, Gregory, 2013. "Utilitarianism and unequal longevities: A remedy?," Economic Modelling, Elsevier, vol. 30(C), pages 888-899.
  37. Torben M. Andersen & Cecilie Marie Løchte Jørgensen, 2024. "The Distributional Implications of Pension Benefit Indexation," CESifo Working Paper Series 10943, CESifo.
  38. Hippolyte d'Albis & Johanna Etner, 2018. "Illiquid life annuities," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 20(2), pages 277-297, April.
  39. Weil, David N., 2014. "Health and Economic Growth," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 2, chapter 3, pages 623-682, Elsevier.
  40. Hippolyte d’Albis & Emmanuel Thibault, 2018. "Ambiguous life expectancy and the demand for annuities," Theory and Decision, Springer, vol. 85(3), pages 303-319, October.
  41. Pierre-André Jouvet & Pierre Pestieau & Grégory Ponthière, 2008. "The Spaceship Problem Re-Examined," Working Papers hal-04140728, HAL.
  42. Broeders, Dirk & Mehlkopf, Roel & van Ool, Annick, 2021. "The economics of sharing macro-longevity risk," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 440-458.
  43. Antoine Bommier, 2013. "Life-Cycle Preferences Revisited," Journal of the European Economic Association, European Economic Association, vol. 11(6), pages 1290-1319, December.
  44. Gerber, Anke & Rohde, Kirsten I.M., 2010. "Risk and preference reversals in intertemporal choice," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 654-668, December.
  45. Henrik Serup Christensen & Lauri Rapeli, 2021. "Immediate rewards or delayed gratification? A conjoint survey experiment of the public’s policy preferences," Policy Sciences, Springer;Society of Policy Sciences, vol. 54(1), pages 63-94, March.
  46. repec:hal:wpaper:hal-03629490 is not listed on IDEAS
  47. Bommier, Antoine & Schernberg, Hélène, 2021. "Would you prefer your retirement income to depend on your life expectancy?," Journal of Economic Theory, Elsevier, vol. 191(C).
  48. Arian Daneshmand & Esfandiar Jahangard & Mahnoush Abdollah-Milani, 2018. "A time preference measure of the social discount rate for Iran," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 7(1), pages 1-10, December.
  49. Strulik, Holger, 2019. "An economic theory of depression and its impact on health behavior and longevity," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 269-287.
  50. Arthur E. Attema & Jona J. Frasch & Olivier L’Haridon, 2022. "Multivariate risk preferences in the quality‐adjusted life year model," Health Economics, John Wiley & Sons, Ltd., vol. 31(2), pages 382-398, February.
  51. Anna Kaliciak & Radoslaw Kurach & Walid Merouani, 2016. "Who is Eager to Save for Retirement – the Cross-Country Evidence," LWS Working papers 23, LIS Cross-National Data Center in Luxembourg.
  52. van der Ploeg, Frederick, 2010. "Aggressive oil extraction and precautionary saving: Coping with volatility," Journal of Public Economics, Elsevier, vol. 94(5-6), pages 421-433, June.
  53. Helmuth Cremer & Firouz Gahvari & Pierre Pestieau, 2012. "Accidental Bequests: A Curse for the Rich and a Boon for the Poor," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(4), pages 1437-1459, December.
  54. Antoine Bommier & Bruno Lanz & Stéphane Zuber, 2014. "Fair management of social risk," Documents de travail du Centre d'Economie de la Sorbonne 14017, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  55. Frederick Van der Ploeg, 2007. "Prudent Budgetary Policy: Political Economy of Precautionary Taxation," CESifo Working Paper Series 1973, CESifo.
  56. Dongmei Guo & Shouyang Wang & Lin Zhao, 2020. "More Stringent Cap or Higher Penalty Fee? Dealing with Procrastination in Environmental Protection," Annals of Economics and Finance, Society for AEF, vol. 21(1), pages 41-69, May.
  57. Eeckhoudt, Louis & Pestieau, Pierre, 2009. "Erratum to "A note on longevity enhancing investment" [Economics Letters 101 (2008) 57-59]," Economics Letters, Elsevier, vol. 102(2), pages 141-141, February.
  58. Da Costa, Shaun, 2023. "Estimating the welfare gains from anti-retroviral therapy in Sub-Saharan Africa," Journal of Health Economics, Elsevier, vol. 90(C).
  59. Pierre Pestieau & Gregory Ponthiere, 2014. "Policy Implications of Changing Longevity," CESifo Economic Studies, CESifo Group, vol. 60(1), pages 178-212.
  60. Leroux, M.-L. & Pestieau, P. & Ponthiere, G., 2011. "Longevity, genes and efforts: An optimal taxation approach to prevention," Journal of Health Economics, Elsevier, vol. 30(1), pages 62-76, January.
  61. 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.
  62. Pierre-André Jouvet & Gregory Ponthiere, 2011. "Survival, reproduction and congestion: the spaceship problem re-examined," Journal of Bioeconomics, Springer, vol. 13(3), pages 233-273, October.
  63. Caliendo, Frank N. & Gorry, Aspen & Slavov, Sita, 2020. "Survival ambiguity and welfare," Journal of Economic Behavior & Organization, Elsevier, vol. 170(C), pages 20-42.
  64. Torben Andersen, 2014. "Intergenerational redistribution and risk sharing with changing longevity," Journal of Economics, Springer, vol. 111(1), pages 1-27, February.
  65. Yoram Halevy, 2008. "Strotz Meets Allais: Diminishing Impatience and the Certainty Effect," American Economic Review, American Economic Association, vol. 98(3), pages 1145-1162, June.
  66. Antoine Bommier & Stéphane Zuber, 2008. "Can preferences for catastrophe avoidance reconcile social discounting with intergenerational equity?," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 31(3), pages 415-434, October.
  67. Meyer, Patrick & Ponthiere, Gregory, 2020. "Threshold ages for the relation between lifetime entropy and mortality risk," Mathematical Social Sciences, Elsevier, vol. 108(C), pages 1-7.
  68. Pierre PESTIEAU & Gregory PONTHIERE, 2016. "Longevity Variations and the Welfare State," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 82(2), pages 207-239, June.
  69. Marie-Louise Leroux & Gregory Ponthiere, 2009. "Optimal tax policy and expected longevity: a mean and variance utility approach," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 16(4), pages 514-537, August.
  70. Nicole Senecal & Teresa Wang & Elizabeth Thompson & Joseph W. Kable, 2012. "Normative arguments from experts and peers reduce delay discounting," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 7(5), pages 568-589, September.
  71. Epper, Thomas & Fehr-Duda, Helga, 2017. "A Tale of Two Tails: On the Coexistence of Overweighting and Underweighting of Rare Extreme Events," Economics Working Paper Series 1705, University of St. Gallen, School of Economics and Political Science.
  72. repec:ubc:pmicro:halevy-04-10-29-10-08-43 is not listed on IDEAS
  73. Torben M. Andersen & Marias H. Gestsson, 2010. "Longevity, Growth and Intergenerational Equity - The Deterministic Case," Economics wp52, Department of Economics, Central bank of Iceland.
  74. Antoine Bommier, Francois Le Grand, "undated". "Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle," Working Papers ETH-RC-12-002, ETH Zurich, Chair of Systems Design.
  75. Anke Gerber & Kirsten I. M. Rohde, 2018. "Weighted temporal utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(1), pages 187-212, July.
  76. James K. Hammitt & Tuba Tunçel, 2023. "Monetary values of increasing life expectancy: Sensitivity to shifts of the survival curve," Journal of Risk and Uncertainty, Springer, vol. 67(3), pages 239-269, December.
  77. Torben M. Andersen, 2024. "Hedging mortality risk over the life‐cycle—The role of information and borrowing constraints," Economic Inquiry, Western Economic Association International, vol. 62(4), pages 1449-1466, October.
  78. Ross Guest, 2014. "Optimal Pollution Abatement Under ‘Sustainable’ and Other Social Time Preferences," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 58(3), pages 373-390, July.
  79. Stelter, Robert, 2016. "Over-aging — Are present-day human populations too old?," Mathematical Social Sciences, Elsevier, vol. 82(C), pages 116-143.
  80. Marie-Louise Leroux & Pierre Pestieau & Grégory Ponthière, 2008. "Should we subsidize longevity?," PSE Working Papers halshs-00586236, HAL.
  81. Milevsky, Moshe A., 2020. "Swimming with wealthy sharks: longevity, volatility and the value of risk pooling," Journal of Pension Economics and Finance, Cambridge University Press, vol. 19(2), pages 217-246, April.
  82. Walid Merouani & Nacer-Eddine Hammouda & Claire El Moudden, 2018. "Do myopia and asymmetric information matter in the demand for social insurance?," Working Papers 1212, Economic Research Forum, revised 28 Jun 2018.
  83. Marc St-Pierre, 2017. "Risk-induced discounting," Theory and Decision, Springer, vol. 82(1), pages 13-30, January.
  84. repec:dau:papers:123456789/4812 is not listed on IDEAS
  85. Juan Carlos CóRdoba & Marla Ripoll, 2017. "Risk Aversion and the Value of Life," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(4), pages 1472-1509.
  86. Glenn W. Harrison & Morten I. Lau & Hong Il Yoo, 2025. "Constant Discounting, Temporal Instability, And Dynamic Inconsistency In Denmark: A Longitudinal Field Experiment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 66(1), pages 363-392, February.
  87. Miura, Takahiro, 2019. "Does time preference affect smoking behavior? A dynamic panel analysis," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 78(C), pages 170-180.
  88. Dragone, Davide & Strulik, Holger, 2020. "Negligible senescence: An economic life cycle model for the future," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 264-285.
  89. Anke Gerbe & Kirsten I.M. Rohde, 2010. "Risk and Preference Reversals in Intertemporal Choice," Post-Print hal-00911832, HAL.
  90. Walther, Herbert, 2010. "Anomalies in intertemporal choice, time-dependent uncertainty and expected utility - A common approach," Journal of Economic Psychology, Elsevier, vol. 31(1), pages 114-130, February.
  91. Méder, Zsombor Z. & Flesch, János & Peeters, Ronald, 2017. "Naiveté and sophistication in dynamic inconsistency," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 40-54.
  92. Antoine Bommier, 2006. "Mortality, Time Preference and Life-Cycle Models," Working Papers hal-00441888, HAL.
  93. Glenn W. Harrison, 2019. "The behavioral welfare economics of insurance," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 44(2), pages 137-175, September.
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