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The modern tontine
16 references·2 citing·37 second hop
The modern tontine (2020)The modern tontinePortfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets (2016)Portfolio choice in retiremen…Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (2010)Portfolio Choice Under Cumula…Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2008)Stocks as Lotteries: The Impl…Is There a Retirement-Consumption Puzzle? Evidence Using Subjective Retirement Expectations (2007)Is There a Retirement-Consump…The Failures of Success (2005)The Failures of SuccessProspect Theory and Mean-Variance Analysis (2003)Prospect Theory and Mean-Vari…Lee–Carter mortality forecasting with age-specific enhancement (2003)Lee–Carter mortality forecast…What Accounts for the Variation in Retirement Wealth Among U.S. Households? (2001)What Accounts for the Variati…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Is there a retirement-savings puzzle? (1995)Is there a retirement-savings…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…Discounting and health benefits (1992)Discounting and health benefi…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …The Failures of Success (1977)The Failures of SuccessTARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS (2022)TARGET VOLATILITY STRATEGIES …MODERN LIFE-CARE TONTINES (2022)MODERN LIFE-CARE TONTINESJudgment under Uncertainty: Heuristics and Biases (1975)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)Individual traits and morbidity in a Swedish rural population. (1956)Parent Care as a Normative Family Stress (1985)Family Care of the Elderly: The Role of Public Policy (1986)Creating a coherent set of indicators to monitor health across Europe: The Euro-REVES 2 project (2003)The Role of Intergenerational Transfers in Aggregate Capital Accumulation (1980)The Role of Intergenerational Transfers in Aggregate Capital Accumulation (1981)Mortality Risk and Bequests (1989)Behavioral Macroeconomics and Macroeconomic Behavior (2002)The Effects of Health, Wealth, and Wages on Labour Supply and Retirement Behaviour (2005)The Consumption Response to Income Changes (2010)Risk, Ambiguity, and the Savage Axioms (1961)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)The Framing of Decisions and the Psychology of Choice (1981)Fairness and Retaliation: The Economics of Reciprocity (2000)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)An Economic Theory of Self-Control (1981)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Econometric Analysis of Cross Section and Panel Data (2001)Risk and Time Preferences: Linking Experimental and Household Survey Data from Vietnam (2010)Consumption inequality and partial insurance (2017)Disaster on the horizon: The price effect of sea level rise (2019)Broken Limits to Life Expectancy (2002)Projections of Global Mortality and Burden of Disease from 2002 to 2030 (2006)Forecasting life expectancy, years of life lost, and all-cause and cause-specific mortality for 250 causes of death: reference and alternative scenarios for 2016–40 for 195 countries and territories (2018)Expected Idiosyncratic Skewness (2009)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)The rising pandemic of mental disorders and associated chronic diseases and disabilities (1980)Regional patterns of disability-free life expectancy and disability-adjusted life expectancy: Global Burden of Disease Study (1997)Toward the Necessary Universalizing of a Disability Policy (2005)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices1,548 cited
  • 2001What Accounts for the Variation in Retirement Wealth Among U.S. Households?693 cited
  • 1995Is there a retirement-savings puzzle?655 cited
  • 1977The Failures of Success654 cited
  • 2005The Failures of Success612 cited
  • 2003Lee–Carter mortality forecasting with age-specific enhancement397 cited
  • 2010Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment284 cited
  • 2016Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets250 cited
  • 2007Is There a Retirement-Consumption Puzzle? Evidence Using Subjective Retirement Expectations235 cited
  • 2003Prospect Theory and Mean-Variance Analysis230 cited

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1992
Discounting and health benefits
227 cited

Cited by

  • 2022MODERN LIFE-CARE TONTINES25 cited
  • 2022TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS19 cited