Browsing Mathematics (Faculty of) by Title
Now showing items 2306-2325 of 2938
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Risk Management with Non-Convex and Non-Monotone Preferences
(University of Waterloo, 2019-06-24)This thesis studies two types of problems, the theory of risk functionals and the risk sharing problem. We put a special focus on a class of non-monotone law-invariant risk functionals, called the signed Choquet integrals. The ... -
Risk Measure Approaches to Partial Hedging and Reinsurance
(University of Waterloo, 2014-01-22)Hedging has been one of the most important topics in finance. How to effectively hedge the exposed risk draws significant interest from both academicians and practitioners. In a complete financial market, every ... -
Risk Measurement under Dependence Structure Ambiguity
(University of Waterloo, 2022-01-27)In this thesis, we work on a generalization of the entropy regularized optimal transport problem, with the objective function being (spectral) risk measures. We accomplish three goals: to present the corresponding dual ... -
Risk Measures and Capital Allocation Principles for Risk Management
(University of Waterloo, 2016-09-21)Risk measures (or premium principles) and capital allocation principles play a signi cant role in risk management. Regulators and companies in the nancial markets usually adopt an appropriate risk measure, for example, ... -
Risk Measures and Optimal Reinsurance
(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 ... -
Risk Measures of Stop-loss and Limited Loss Random Variables under Model Uncertainty with Applications in Insurance
(University of Waterloo, 2023-09-07)In this thesis, our focus is on the optimization of reinsurance design, accounting for the influence of model uncertainty. The following chapters outline our approach: In Chapter 2, we identify the worst-case distributions ... -
Risk Modelling in Shariah Compliant Investment and Insurance Products
(University of Waterloo, 2021-09-28)The main objective of this study is to develop a risk model for Shariah (Islamic) compliant investment and insurance. Islamic finance is a part of Socially Responsible Investment (SRI) that incorporates religious ethics. ... -
Risk Sharing and Risk Aggregation via Risk Measures
(University of Waterloo, 2017-04-21)Risk measures have been extensively studied in actuarial science in the guise of premium calculation principles for more than 40 years, and recently, they have been the standard tool for financial institutions in both ... -
RitHM: A Modular Software Framework for Runtime Monitoring Supporting Complete and Lossy Traces
(University of Waterloo, 2015-10-01)Runtime verification (RV) is an effective and automated method for specification based offline testing as well as online monitoring of complex real-world systems. Firstly, a software framework for RV needs to exhibit certain ... -
RMA: A Pattern Based J2EE Development Tool
(University of Waterloo, 2004)The development process for creating J2EE web applications is complex and tedious, and is thus error prone. The quality of a J2EE web application depends on correctness of code as well as the efficiency and flexibility ... -
RNA Homology Searches Using Pair Seeding
(University of Waterloo, 2005)Due to increasing numbers of non-coding RNA (ncRNA) being discovered recently, there is interest in identifying homologs of a given structured RNA sequence. Exhaustive homology searching for structured RNA molecules using ... -
Road Condition Sensing Using Deep Learning and Wireless Signals
(University of Waterloo, 2020-08-14)Similar to human car drivers, future driverless cars need to sense the condition of road surfaces so that they can adjust their speed and distance from other cars. This awareness necessitates the need for a sensing mechanism ... -
Road Surface Estimation Using Machine Learning
(University of Waterloo, 2023-01-19)Vehicle motion control systems are present on commercial vehicles to improve safety and driving comfort. Many of these control systems could be further improved given accurate online information about the road condition ... -
Robot Social Engineering
(University of Waterloo, 2020-07-06)This thesis establishes the new field of Robot Social Engineering. We define Robot Social Engineering as the use of social abilities and techniques by robots to manipulate others in order to achieve a goal. We build the ... -
Robust and Powerful Tests for Rare Variants Using Fishers Method to Combine Evidence of Association From Two or More Complementary Tests
(Wiley, 2012)Many association tests have been proposed for rare variants, but the choice of a powerful test is uncertain when there is limited information on the underlying genetic model. Proposed methods use either linear statistics, ... -
Robust Estimation of Mean Functions and Treatment Effects for Recurrent Events Under Event-Dependent Censoring and Termination: Application to Skeletal Complications in Cancer Metastatic to Bone
(Taylor & Francis, 2009)In clinical trials featuring recurrent clinical events, the definition and estimation of treatment effects involves a number of interesting issues, especially when loss to follow-up may be eventrelated and when terminal ... -
Robust Methods for Interval-Censored Life History Data
(University of Waterloo, 2008-08-20)Interval censoring arises frequently in life history data, as individuals are often only observed at a sequence of assessment times. This leads to a situation where we do not know when an event of interest occurs, only ... -
Robust Methods of Testing Long Range
(University of Waterloo, 2007-10-01)This thesis develops a novel robust periodogram method for detecting long memory. Though many test for long memory are based on the idea of linear regression, there exists no results in statistical literature on utilizing ... -
A Robust Neural Network Approach to Optimal Decumulation and Factor Investing in Defined Contribution Pension Plans
(University of Waterloo, 2023-09-18)In this thesis, we propose a novel data-driven neural network (NN) optimization framework for solving an optimal stochastic control problem under stochastic constraints. The NN utilizes customized output layer activation ... -
Robust Risk Aggregation Techniques and Applications
(University of Waterloo, 2022-08-23)Risk aggregation, which concerns the statistical behaviors of an aggregation position S(X) associated with a random vector X = (X1, . . . , Xn), is an important research topic in risk management, economics, and statistics. ...