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 …

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 …

We investigate pricing strategies based on yield management systems (YMS), such as early discounting, overbooking and …

Ride-sharing firms use pricing and matching decisions to control the ride-sharing platforms. Those decisions can be … fixing the matching decisions to a simple rule and optimizing only the pricing decisions enough to achieve the optimal … performance? In order to answer these questions, we study the interplay between pricing and matching decisions of a ride …

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