Browsing Mathematics (Faculty of) by Subject "Value at Risk"
Now showing items 1-2 of 2
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Coherent Beta Risk Measures for Capital Requirements
(University of Waterloo, 1999)This thesis compares insurance premium principles with current financial risk paradigms and uses distorted probabilities, a recent development in premium principle literature, to synthesize the current models for financial ... -
Optimal Reinsurance Designs: from an Insurer’s Perspective
(University of Waterloo, 2009-09-30)The research on optimal reinsurance design dated back to the 1960’s. For nearly half a century, the quest for optimal reinsurance designs has remained a fascinating subject, drawing significant interests from both academicians ...