This article studies four transform pricing methods in the context of general equilibrium (GE) framework. The four … methods, viz. the Esscher transform, indifference pricing, the Wang transform, and the standard deviation loading, are popular … among actuarial literature and practice. The transform pricing methods offer a convenient solution to contingent claim …

This article studies four transform pricing methods in the context of general equilibrium (GE) framework. The four … methods, viz. the Esscher transform, indifference pricing, the Wang transform, and the standard deviation loading, are popular … among actuarial literature and practice. The transform pricing methods offer a convenient solution to contingent claim …

This article studies four transform pricing methods in the context of general equilbrium (GE) framework. The four … methods, viz. the Esscher transform, indifference pricing, the Wang transform, and the standard deviation loading, are popular … among actuarial literature and practice. The transform pricing methods offer a convenient solution to contingent claim …

during a finite selling season and fulfills orders through multiple fulfillment centers. The e-tailer faces a Joint Pricing … every period. An important feature of the second heuristic is that it decouples the pricing and fulfillment decisions …

Due to the availability of data-driven customer profiling, many firms (e.g., Amazon) have adopted personalized pricing … in practice. We consider a joint dynamic personalized pricing-inventory control problem for a firm that sells a single … pricing and ordering policies in order to maximize the expected profit over the planning horizon. We find that, under the …

We study the problem of a retailer that maximizes profit through joint replenishment, pricing and removal decisions …

dynamic pricing rule is a distributed lag equation with time-varying weights related to the stable and unstable roots of the …