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Consumo óptimo en el retiro con diferentes leyes de mortalidad

Author

Listed:
  • Alfredo Omar Palafox-Roca

    (Universidad Autónoma Metropolitana, México)

Abstract

Objetivo: Este trabajo estudia las trayectorias óptimas de consumo de personas en edad de jubilación que no pretenden heredar. Metodología: Se propone un modelo donde el número de años por vivir de un individuo jubilado es una variable aleatoria. Resultados: Se obtienen soluciones cerradas cuando el individuo depende de una sola fuente de recursos y cuenta o no con una cobertura por longevidad. Recomendaciones: El análisis aquí expuesto puede ayudar al diseño de mejores planes para el retiro. Limitaciones e implicaciones: Este estudio no considera fuerzas de mortalidad con muchos parámetros, los cuales capturan una mayor cantidad de causas de muerte pero que complican obtener soluciones cerradas. Originalidad: El trabajo utiliza una función de utilidad CRRA y considera diferentes fuerzas de mortalidad, estas se caracterizan por contar con un menor número de parámetros para determinar los planes óptimos de consumo. Conclusiones: las soluciones del caso II permiten mejorar los productos ofrecidos por las aseguradoras en beneficio de los asegurados, de la misma manera los gobiernos pueden buscar incidir en estos parámetros para incrementar el bienestar de los pensionados.

Suggested Citation

  • Alfredo Omar Palafox-Roca, 2023. "Consumo óptimo en el retiro con diferentes leyes de mortalidad," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(3), pages 1-30, Julio - S.
    • Handle: RePEc:imx:journl:v:18:y:2023:i:3:p:5
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    File URL: https://www.remef.org.mx/index.php/remef/article/view/892
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    References listed on IDEAS

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    More about this item

    Keywords

    Modelo del ciclo de vida; decisiones de consumo; anualidades; riesgo de longevidad;
    All these keywords.

    JEL classification:

    • D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies

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