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

QR Code

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...

Full description

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

Similar Items

Multiple rescindable options and their pricing
by: Dokuchaev, Nikolai
Published: (2009)

On the implied market price of risk under the stochastic numéraire
by: Dokuchaev, Nikolai
Published: (2018)

Price matching for multiple rescindable options and European options
by: Dokuchaev, Nikolai
Published: (2008)

Volatility estimation from short time series of stock prices
by: Dokuchaev, Nikolai
Published: (2013)

Option pricing via maximization over uncertainty and correction of volatility smile
by: Dokuchaev, Nikolai
Published: (2011)

A first-order BSPDE for swing option pricing
by: Bender, C., et al.
Published: (2014)

On the implied volatility from a "purified" option price process
by: Luong, C., et al.
Published: (2014)

A First-Order BSPDE for Swing Option Pricing: Classical Solutions
by: Bender, C., et al.
Published: (2017)

Analysis of market volatility via a dynamically purified option price process
by: Luong, C., et al.
Published: (2014)

Construction of models for bounded price processes: the case of the HKD exchange rate
by: Yee, H.B., et al.
Published: (2015)

Rational Pricing of Internet Companies Operating in Emerging Market
by: Lau, Yue Ming Alan
Published: (2008)

The relationship between consumer price index (CPI) and producer price index (PPI) in Malaysia
by: Then, Linda Wee Mei
Published: (2011)

Numerical Methods for Option Pricing
by: Dokuchaev, Mikhail
Published: (2021)

The Relationships between Crude Oil Prices, Financial Performances and Share Prices of Oil and Gas Producers
by: Liu, Ying Gui
Published: (2014)

DYNAMIC PRICING OF NETWORK GOODS IN DUOPOLY MARKETS WITH BOUNDEDLY RATIONAL CONSUMERS
by: Liu, H., et al.
Published: (2017)

Price, performance and expectations as determinants of customer satisfaction in a low price-high quality hotel
by: Ahmad, Sabri
Published: (1999)

Price-quality relationships in the fresh produce industry in Bali
by: Batt, Peter, et al.
Published: (2000)

The Relationship between Exchange Rate, Crude Oil Prices and Primary Commodity Prices
by: Gyurova, Zlatina
Published: (2011)

The language of pluralism from the history of the theory of price determination: Natural price, equilibrium price and administered price
by: Bloch, Harry
Published: (2022)

Cointegration between palm oil price and soybean oil price: A study on market integration
by: Mohammad Haji Alias ,, et al.
Published: (1998)

An Empirical Analysis of the Relationship between Stock Price of Resource Industry and Price of Staple Products
by: Zheng, Yixin
Published: (2008)

Relationship between palm oil price and soybean oil price / Noor Fatihah Rizal
by: Rizal, Noor Fatihah
Published: (2019)

Price and Quality as Determinants of Customer Satisfaction: the Case of China Unicom
by: Qiao, Shichao
Published: (2016)

Prices in Motion: Towards a Schumpeterian Price Theory
by: Bloch, Harry
Published: (2016)

A Firm-Level Analysis Of The Relationship Between Gasoline Prices, Oil Prices and the Returns of Chinese Stocks
by: Wang, Hongtai
Published: (2020)

Prices in Motion: Schumpeter’s Contribution to Price Theory
by: Bloch, Harry
Published: (2014)

A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models
by: Phoong, Seuk Wai
Published: (2015)

The relationship between macroeconomic variables and stock prices
by: Goh, Lee Hua, et al.
Published: (2013)

The linkage between the world oil price and Chinese energy-related stock price: Implications for risk management
by: Wen, Xiaoqian
Published: (2015)

Commodity Price Characteristics And The Economics of Gold Price Movements
by: Modi, Shripal Alkesh
Published: (2011)

Community Price Sharing and Price Comparing on Mobile Application
by: Ng, Hao Nan
Published: (2016)

On transmission of a continuous signal via a noiseless binary channel
by: Dokuchaev, Nikolai
Published: (2015)

The Price of Oil
by: Aguilera, Roberto F., et al.
Published: (2015)

Transfer pricing.
by: Ong, Tze San
Published: (2013)

A pathwise inference method for the parameters of diffusion terms
by: Dokuchaev, Nikolai
Published: (2018)

Probability theory: a complete one semester course
by: Dokuchaev, Nikolai
Published: (2015)

Customer satisfaction among Utusan Melayu’s customer toward product, price and content of the newspaper / Dhabitah Ruslan
by: Ruslan, Dhabitah
Published: (2009)

Optimal gradual liquidation of equity from a risky asset
by: Dokuchaev, Nikolai
Published: (2010)

Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities.
by: Chan, Sheau Tyng
Published: (2007)

A closed equation in time domain for band-limited extensions of one-sided sequences
by: Dokuchaev, Nikolai
Published: (2018)