Browsing Mathematics (Faculty of) by Subject "risk management"
Now showing items 1-4 of 4
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Actuarial Ratemaking in Agricultural Insurance
(University of Waterloo, 2015-08-06)A scientific agricultural (re)insurance pricing approach is essential for maintaining sustainable and viable risk management solutions for different stakeholders including farmers, governments, insurers, and reinsurers. ... -
Asymptotic Distribution of the Optimal Value in Random Linear Programs: Application to Maximum Expected Shortfall
(University of Waterloo, 2020-10-08)The properties of risk measures are of fundamental concern in quantitative finance, particularly in times of uncertainty. We study the behaviour of the asymptotic distribution of the maximum expected shortfall of a portfolio ... -
House Price Risk in Mortgage Contracts
(University of Waterloo, 2016-01-25)Research has shown that mortgage default is closely related to house prices. When house prices fall the borrower has an incentive to default. Since default incurs substantial cost to the lender, the borrower and many other ... -
An introduction to Gerber-Shiu analysis
(University of Waterloo, 2011-09-30)A valuable analytical tool to understand the event of ruin is a Gerber-Shiu discounted penalty function. It acts as a unified means of identifying ruin-related quantities which may help insurers understand their vulnerability ...