YOLO: Mortality Beliefs and Household Finance Puzzles

A-Tier
Journal: Journal of Finance
Year: 2019
Volume: 74
Issue: 6
Pages: 2957-2996

Authors (3)

RAWLEY Z. HEIMER (not in RePEc) KRISTIAN OVE R. MYRSETH (not in RePEc) RAPHAEL S. SCHOENLE (Brandeis University)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We study the effect of subjective mortality beliefs on life‐cycle behavior. With new survey evidence, we document that survival is underestimated (overestimated) by the young (old). We calibrate a canonical life‐cycle model to elicited beliefs. Relative to calibrations using actuarial probabilities, the young undersave by 26%, and retirees draw down their assets 27% slower, while the model's fit to consumption data improves by 88%. Cross‐sectional regressions support the model's predictions: Distorted mortality beliefs correlate with savings behavior while controlling for risk preferences, cognitive, and socioeconomic factors. Overweighting the likelihood of rare events contributes to mortality belief distortions.

Technical Details

RePEc Handle
repec:bla:jfinan:v:74:y:2019:i:6:p:2957-2996
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29