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A life-cycle model with ambiguous survival beliefs

https://doi.org/10.1016/j.jet.2015.12.008

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Updating Ambiguous Beliefs

inferredcites →https://doi.org/10.1006/jeth.1993.1056openalex-snapshot

Dynamically Consistent Beliefs Must Be Bayesian

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Human mortality beyond age 110

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Options traders exhibit subadditive decision weights

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Revisiting Savage in a conditional world

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Theoretical estimation of maximum human lifespan

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Viewing the future through a warped lens: Why uncertainty generates hyperbolic discounting

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When is ambiguity–attitude constant?

inferredcites →https://doi.org/10.1007/s11238-013-9355-6openalex-snapshot

A parsimonious model of subjective life expectancy

inferredcites →https://doi.org/10.1007/s13524-012-0164-2openalex-snapshot

The Predictive Validity of Subjective Mortality Expectations: Evidence From the Health and Retirement Study

inferredcites →https://doi.org/10.1016/0304-4068(87)90022-xopenalex-snapshot

Expected utility with purely subjective non-additive probabilities

inferredcites →https://doi.org/10.1016/j.insmatheco.2005.09.004openalex-snapshot

Survival risks, intertemporal consumption, and insurance: The case of distorted probabilities

inferredcites →https://doi.org/10.1016/j.jedc.2011.11.006openalex-snapshot

Asset pricing in a Lucas fruit-tree economy with the best and worst in mind

inferredcites →https://doi.org/10.1016/j.jedc.2015.03.003openalex-snapshot

Cohort and target age effects on subjective survival probabilities: Implications for models of the retirement phase

inferredcites →https://doi.org/10.1016/j.jet.2003.12.004openalex-snapshot

Differentiating ambiguity and ambiguity attitude

inferredcites →https://doi.org/10.1016/j.jet.2007.01.017openalex-snapshot

Choice under uncertainty with the best and worst in mind: Neo-additive capacities

inferredcites →https://doi.org/10.1016/j.jmateco.2007.04.005openalex-snapshot

Updating Choquet beliefs

inferredcites →https://doi.org/10.1016/j.jpubeco.2008.09.003openalex-snapshot

The trajectory of wealth in retirement

inferredcites →https://doi.org/10.1016/j.mathsocsci.2006.03.007openalex-snapshot

Investment behavior under ambiguity: The case of pessimistic decision makers

inferredcites →https://doi.org/10.1016/j.red.2011.07.001openalex-snapshot

Demographic change, human capital and welfare

inferredcites →https://doi.org/10.1016/s0304-4076(01)00146-4openalex-snapshot

Bootstrap J tests of nonnested linear regression models

inferredcites →https://doi.org/10.1016/s1573-4412(01)05005-xopenalex-snapshot

The Bootstrap

inferredcites →https://doi.org/10.1080/07350015.1995.10524604openalex-snapshot

Measurement Error and Earnings Dynamics: Some Estimates From the PSID Validation Study

inferredcites →https://doi.org/10.1080/07350015.1996.10524661openalex-snapshot

Small-Sample Bias in GMM Estimation of Covariance Structures

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Modelling Deceleration in Senescent Mortality

inferredcites →https://doi.org/10.1086/383105openalex-snapshot

Cyclical Dynamics in Idiosyncratic Labor Market Risk

inferredcites →https://doi.org/10.1086/651674openalex-snapshot

Why Do the Elderly Save? The Role of Medical Expenses

inferredcites →https://doi.org/10.1090/s0002-9939-1986-0835875-8openalex-snapshot

Integral Representation Without Additivity

inferredcites →https://doi.org/10.1093/gerona/glu009openalex-snapshot

Biodemography of Old-Age Mortality in Humans and Rodents

inferredcites →https://doi.org/10.1111/1467-937x.00092openalex-snapshot

Uncertain Medical Expenses and Precautionary Saving Near the End of the Life Cycle

inferredcites →https://doi.org/10.1111/1468-0262.00225openalex-snapshot

Dynamic Choices of Hyperbolic Consumers

inferredcites →https://doi.org/10.1111/1468-0262.00269openalex-snapshot

Consumption Over the Life Cycle

inferredcites →https://doi.org/10.1162/003355303321675509openalex-snapshot

Time-Inconsistent Preferences and Social Security

inferredcites →https://doi.org/10.1162/003355397555253openalex-snapshot

Golden Eggs and Hyperbolic Discounting

inferredcites →https://doi.org/10.1162/003355397555280openalex-snapshot

Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study

inferredcites →https://doi.org/10.1198/073500103288619007openalex-snapshot

Wealth Accumulation Over the Life Cycle and Precautionary Savings

inferredcites →https://doi.org/10.1214/aoms/1177699597openalex-snapshot

Limiting Behavior of Posterior Distributions when the Model is Incorrect

inferredcites →https://doi.org/10.1257/aer.101.2.695openalex-snapshot

The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation

inferredcites →https://doi.org/10.1257/aer.102.7.3357openalex-snapshot

Risk Preferences Are Not Time Preferences

inferredcites →https://doi.org/10.1257/aer.89.1.103openalex-snapshot

Doing It Now or Later

inferredcites →https://doi.org/10.1257/aer.98.3.1145openalex-snapshot

Strotz Meets Allais: Diminishing Impatience and the Certainty Effect

inferredcites →https://doi.org/10.1257/jep.15.3.47openalex-snapshot

The Hyperbolic Consumption Model: Calibration, Simulation, and Empirical Evaluation

inferredcites →https://doi.org/10.2307/1885388openalex-snapshot

Expectations, Life Expectancy, and Economic Behavior

inferredcites →https://doi.org/10.2307/1911053openalex-snapshot

Subjective Probability and Expected Utility without Additivity

inferredcites →https://doi.org/10.2307/1913772openalex-snapshot

Mortality Risk and Bequests

inferredcites →https://doi.org/10.2307/2171849openalex-snapshot

Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators

inferredcites →https://doi.org/10.2307/2295722openalex-snapshot

Myopia and Inconsistency in Dynamic Utility Maximization

inferredcites →https://doi.org/10.2307/2296548openalex-snapshot

Consistent Planning

inferredcites →https://doi.org/10.2307/2534582openalex-snapshot

The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence

inferredcites →https://doi.org/10.2307/2534640openalex-snapshot

The Decline in Saving: Evidence from Household Surveys

inferredcites →https://doi.org/10.2307/2534671openalex-snapshot

Self-Control and Saving for Retirement

inferredcites →https://doi.org/10.2307/2937822openalex-snapshot

The Cost of Annuities: Implications for Saving Behavior and Bequests

inferredcites →https://doi.org/10.3982/te571openalex-snapshot

Dynamic choice under ambiguity

inferredcites →https://doi.org/10.4324/9781315016849-27openalex-snapshot

Utility Analysis and the Consumption Function: An Interpretation of Cross-Section Data

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Momentum is Still There Conditional on Crash Aversion

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Missing the Target? Retirement Expectations and Target Date Funds

inferred← citeshttps://doi.org/10.1002/hec.3960openalex-snapshot

Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life

inferred← citeshttps://doi.org/10.1007/s11238-018-9658-8openalex-snapshot

Ambiguous life expectancy and the demand for annuities

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Put–call parity and generalized neo-additive pricing rules

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Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure

inferred← citeshttps://doi.org/10.1016/b978-0-12-822927-9.00015-xopenalex-snapshot

Mortality and health expectations

inferred← citeshttps://doi.org/10.1016/b978-0-12-822927-9.00029-xopenalex-snapshot

Expectations data in structural microeconomic models

inferred← citeshttps://doi.org/10.1016/j.insmatheco.2025.103181openalex-snapshot

Mortality modeling via vitality: Model constructions and actuarial applications

inferred← citeshttps://doi.org/10.1016/j.jebo.2019.11.011openalex-snapshot

Survival ambiguity and welfare

inferred← citeshttps://doi.org/10.1016/j.jedc.2017.09.003openalex-snapshot

Retirement spending and biological age

inferred← citeshttps://doi.org/10.1016/j.jempfin.2025.101653openalex-snapshot

Momentum is still there conditional on volatility-amplified pessimism

inferred← citeshttps://doi.org/10.1016/j.jet.2024.105848openalex-snapshot

Who saves more, the naive or the sophisticated agent?

inferred← citeshttps://doi.org/10.1016/j.jmoneco.2021.10.004openalex-snapshot

Time Preferences Over the Life Cycle and Household Saving Puzzles

inferred← citeshttps://doi.org/10.1093/restud/rdad088openalex-snapshot

Evaluating the Accuracy of Counterfactuals: Heterogeneous Survival Expectations in a Life Cycle Model

inferred← citeshttps://doi.org/10.1111/iere.12497openalex-snapshot

COGNITION, OPTIMISM, AND THE FORMATION OF AGE‐DEPENDENT SURVIVAL BELIEFS

inferred← citeshttps://doi.org/10.2139/ssrn.2918055openalex-snapshot

Retirement Spending and Biological Age

inferred← citeshttps://doi.org/10.2139/ssrn.2943885openalex-snapshot

Who Saves More, the Naive or the Sophisticated Agent?

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Knight Meets Sharpe: Capital Asset Pricing under Ambiguity

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Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs

inferred← citeshttps://doi.org/10.2139/ssrn.3164204openalex-snapshot

Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs

inferred← citeshttps://doi.org/10.2139/ssrn.3547301openalex-snapshot

Time Preferences over the Life Cycle

inferred← citeshttps://doi.org/10.2139/ssrn.3971509openalex-snapshot

Evaluating the Accuracy of Counterfactuals the Role of Heterogeneous Expectations in Life Cycle Models

inferred← citeshttps://doi.org/10.2139/ssrn.3981048openalex-snapshot

Missing the Target? Retirement Expectations and Target Date Funds

inferred← citeshttps://doi.org/10.2139/ssrn.5339859openalex-snapshot

Dynamic Asset Pricing with α-MEU Model

inferred← citeshttps://doi.org/10.2139/ssrn.5349423openalex-snapshot

Dynamic Asset Pricing with Α-Meu Model

inferred← citeshttps://doi.org/10.2139/ssrn.5959414openalex-snapshot

Determinants and Life-Cycle Effects of Survival Ambiguity

inferred← citeshttps://doi.org/10.3386/w23648openalex-snapshot

Survival Ambiguity and Welfare

inferred← citeshttps://doi.org/10.3386/w30094openalex-snapshot

Expectations Data in Structural Microeconomic Models

inferred← citeshttps://doi.org/10.3982/qe2016openalex-snapshot

Subjective life expectancies, time preference heterogeneity, and wealth inequality

inferred← citeshttps://doi.org/10.4054/demres.2021.45.14openalex-snapshot

Is the accuracy of individuals' survival beliefs associated with their knowledge of population life expectancy?

inferred← citeshttps://doi.org/10.52372/jps.250215openalex-snapshot

Financial fragility in older adults: a systematic review of the literature

inferred← citeshttps://doi.org/10.70675/39876468z6a59z4caczb8bbz658ecec8986bopenalex-snapshot

Three essays on asset pricing with market frictions

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