A gap between rational annuitization price for producer and price for customer

The paper studies pricing of insurance products focusing on the pricing of annuities under uncertainty. This pricing problem is crucial for financial decision making and was studied intensively; however, many open questions still remain. In particular, there is a so-called ``annuity puzz...

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Bibliographic Details
Main Author: Dokuchaev, Nikolai
Format: Journal Article
Published: Palgrave Macmillan UK 2018
Online Access:https://www.palgrave.com/gp/journal/41272
http://hdl.handle.net/20.500.11937/73047