The existence, uniqueness, and optimality of the terminal wealth depletion time in life-cycle models of saving under uncertain lifetime and borrowing constraint-Reference-Cited by-同舟云学术

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The existence, uniqueness, and optimality of the terminal wealth depletion time in life-cycle models of saving under uncertain lifetime and borrowing constraint

Published:2007-05 Issue:1 Volume:134 Page:470-493
ISSN:0022-0531
Container-title:Journal of Economic Theory
language:en
Short-container-title:Journal of Economic Theory

Author:

Leung Siu Fai

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference43 articles.

1. Precautionary saving and accidental bequests;Abel;Amer. Econ. Rev.,1985

2. Applications of control theory to economic growth;Arrow,1968

3. The Pontryagin maximum principle and transversality conditions for a class of optimal control problems with infinite time horizons;Aseev;SIAM J. Control Optim.,2004

4. The existence of marginal cost pricing equilibria with increasing returns;Beato;Quart. J. Econ.,1992

5. Replicating Ricardian equivalence tests with simulated series;Cardia;Amer. Econ. Rev.,1997

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