pricing in insurance

Quasi Risk-Neutral Pricing - Update

By Harry Niederau | July 12, 2008

The paper <<quasi risk-neutral pricing in insurance>>, submitted to the Astin Bulletin at mid November 2007, has passed the initial referee screening and is now under revision.

Topics: pricing in insurance | | Comments

Dow Jones: Do we understand it?

By Harry Niederau | February 24, 2008

Project set-up and preliminary results.

Relating to the Dow Jones Industrial Average (DJIA) we allude to a macro-economic measure of risk-aversion in the sense of Pratt-Arrow and a leading indicator of switches in long-term trends of the DJIA in normalized scale. Albeit assumed as a fact in financial media, we scrutinize whether or not Dow titans outperform T-bonds on an expected return basis long-term. These subject matters are embedded in a context of discussing a new species of long-term investment products with application for instance to provision of old age.

Topics: macro-economics, pricing in insurance | | Comments