Now showing items 1-2 of 2

    • Characterizing, optimizing and backtesting metrics of risk 

      Wang, Qiuqi (University of Waterloo, 2023-07-12)
      Measures of risk and riskmetrics were proposed to quantify the risks people are faced with in financial, statistical, and economic practice. They are widely discussed and studied by literature in the context of financial ...
    • Optimization, model uncertainty, and testing in risk and insurance 

      Jiao, Zhanyi (University of Waterloo, 2024-07-11)
      This thesis focuses on three important topics in quantitative risk management and actuarial science: risk optimization, risk sharing, and statistical hypothesis testing in risk. For the risk optimization, we concentrate ...


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