Browsing Mathematics (Faculty of) by Subject "risk measures"
Now showing items 1-2 of 2
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Characterizing, optimizing and backtesting metrics of risk
(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 ... -
The optimality of a dividend barrier strategy for Levy insurance risk processes, with a focus on the univariate Erlang mixture
(University of Waterloo, 2011-08-31)In insurance risk theory, the surplus of an insurance company is modelled to monitor and quantify its risks. With the outgo of claims and inflow of premiums, the insurer needs to determine what financial portfolio ensures ...