Too risk averse to purchase insurance?

B-Tier
Journal: Journal of Risk and Uncertainty
Year: 2014
Volume: 48
Issue: 2
Pages: 135-166

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper suggests a new explanation for the low level of annuitization, which is valid even if one assumes perfect markets. We show that, as soon there is a positive bequest motive, sufficiently risk averse individuals should not purchase annuities. A model calibration accounting for lifetime risk aversion generates a significantly smaller willingness-to-pay for annuities than the one generated by a standard time-additive model. Moreover, the calibration predicts that riskless savings finance one third of consumption, in line with empirical findings. Copyright Springer Science+Business Media New York 2014

Technical Details

RePEc Handle
repec:kap:jrisku:v:48:y:2014:i:2:p:135-166
Journal Field
Theory
Author Count
2
Added to Database
2026-01-24