Now showing items 1-5 of 5

    • Analysis of Time Dependent Aggregate Claims 

      Xu, Di (University of Waterloo, 2016-07-22)
      Estimation of aggregate claim amounts is a fundamental task in Actuarial science, based on which risk theory, ruin theory and reinsurance theory can be studied. Properties, including moments, Laplace transforms, and ...
    • 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 ...
    • On Some Stochastic Optimal Control Problems in Actuarial Mathematics 

      Li, Dongchen (University of Waterloo, 2017-01-17)
      The event of ruin (bankruptcy) has long been a core concept of risk management interest in the literature of actuarial science. There are two major research lines. The first one focuses on distributional studies of some ...
    • Selected Topics in Variable Annuities 

      Wang, Yumin (University of Waterloo, 2021-06-22)
      Variable annuities are long-term insurance products. They have become one of the most popular savings/investment vehicles over the past two decades due to their flexible investment options, stable long-term guarantees, and ...
    • Some Stochastic Optimization Problems in Reinsurance and Insurance 

      Cao, Jingyi (University of Waterloo, 2021-01-12)
      Insurance, which hedges against the risk of a contingent loss, is an indispensable risk management tool for both institutions and individuals. Reinsurance, namely, a form of insurance accessible to insurers, helps limit ...

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