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Discounting and extraction behavior in continuous time resource experiments

Davin, Marion; Dubois, Dimitri; Erdlenbruch, Katrin; … - 2024

Persistent link: https://www.econbiz.de/10014529046

Life insurance and annuity demand under hyperbolic discounting

Tang, Siqi; Purcal, T. Sachi; Zhang, Jinhui - In: Risks : open access journal 6 (2018) 2, pp. 1-10

In this paper, we analyse and construct a lifetime utility maximisation model with hyperbolic discounting. Within the … (exponential discounting). We find: (1) investors (realistically) demand more life insurance after retirement (in contrast to the …

Persistent link: https://www.econbiz.de/10011866415

Non-constant discounting in continuous time

Karp, Larry S. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001946215

Non-constant discounting in continuous time

Karp, Larry S. - In: Journal of economic theory 132 (2007) 1, pp. 557-568

Persistent link: https://www.econbiz.de/10003407823

Time consistent pension funding in a defined benefit pension plan with non-constant discounting

Josa-Fombellida, Ricardo; Navas, Jorge - In: Insurance / Mathematics & economics 94 (2020), pp. 142-153

Persistent link: https://www.econbiz.de/10012419190

Non-Constant Discounting in Continuous Time

Karp, Larry S. - 2004

with non-constant discounting and general functional forms. We begin with a discrete stage model and take the limit as the … multiplicity of equilibria under non-constant discounting and discuss the relation between a given equilibrium of that model and … the unique equilibrium of a related problem with constant discounting. We calculate the bounds of the set of candidate …

Persistent link: https://www.econbiz.de/10014073957

Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods

Zhang, Jinhui; Purcal, T. Sachi; Wei, Jiaqin - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 80-90

Persistent link: https://www.econbiz.de/10012793911

The intrinsic comparative dynamics of infinite horizon optimal control problems with a time-varying discount rate and time-distance discounting

Caputo, Michael R. - In: Journal of economic dynamics & control 37 (2013) 4, pp. 810-820

Persistent link: https://www.econbiz.de/10009726175

A theory of Markovian time-inconsistent stochastic control in discrete time

Björk, Tomas; Murgoci, Agatha - In: Finance and stochastics 18 (2014) 3, pp. 545-592

Persistent link: https://www.econbiz.de/10010396002

Non-constant discounting and AK-type growth models

Cabo García, Francisco José; Martín Herrán, Guiomar; … - In: Economics letters 131 (2015), pp. 54-58

Persistent link: https://www.econbiz.de/10011422613