Now showing items 1-2 of 2

    • Adaptive policies and drawdown problems in insurance risk models 

      Li, Shu (University of Waterloo, 2015-08-31)
      Ruin theory studies an insurer's solvency risk, and to quantify such a risk, a stochastic process is used to model the insurer's surplus process. In fact, research on ruin theory dates back to the pioneer works of Lundberg ...
    • Analysis of some risk models involving dependence 

      Cheung, Eric C.K. (University of Waterloo, 2010-08-12)
      The seminal paper by Gerber and Shiu (1998) gave a huge boost to the study of risk theory by not only unifying but also generalizing the treatment and the analysis of various risk-related quantities in one single mathematical ...


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