Browsing Mathematics (Faculty of) by Author "LIU, FANGDA"
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Risk Measures and Optimal Reinsurance
LIU, FANGDA (University of Waterloo, 2015-08-21)In this thesis, we study the optimal reinsurance design problem and extend the classical model in three different directions: (1) In the first framework, we add the additional assumption that the reinsurer can default ...