Browsing University of Waterloo by Author "Huynh, Mirabelle"
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Applications of claim investigation in insurance surplus and claims models
Huynh, Mirabelle (University of Waterloo, 2018-01-03)Claim investigation is a fundamental part of an insurer's business. Queues form as claims accumulate and claims are investigated according to some queueing mechanism. The natural existence of queues in this context prompts ... -
An introduction to Gerber-Shiu analysis
Huynh, Mirabelle (University of Waterloo, 2011-09-30)A valuable analytical tool to understand the event of ruin is a Gerber-Shiu discounted penalty function. It acts as a unified means of identifying ruin-related quantities which may help insurers understand their vulnerability ...