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    • Budget-Constrained Optimal Insurance with an Upper Limit on the Insurer's Exposure 

      Coke, Oma (University of Waterloo, 2021-01-13)
      This thesis studies the problem of budget-constrained optimal insurance indemnification when the insurer imposes an upper limit on disbursement. In balancing the trade-off between the cost of paying the insurance premium ...
    • Cost-Efficient Contingent Claims with Choquet Pricing 

      Zhu, Michael (University of Waterloo, 2020-09-30)
      We examine a problem, in which an investor seeks the cheapest contingent claim that achieves a minimum performance subject to a maximum allowed risk exposure. Specifically, our problem minimizes a non-linear cost functional, ...


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