Now showing items 1-6 of 6

    • A critical review of 'optimal' annuitization strategies 

      Mendu, Harish (University of Waterloo, 2021-01-28)
      This paper is an analysis of different self-annuitization strategies advised to a retiree. At the time of retirement, an individual has the choice between annuitizing immediately with their wealth or delaying until a future ...
    • Discrimination in Insurance Pricing 

      Araiza Iturria, Carlos Andres (University of Waterloo, 2023-04-10)
      Discrimination is an ongoing problem in the insurance industry that persists, regardless of intent, when the insurer blinds the pricing process from socially controversial or legally prohibited input. In this thesis, we ...
    • Efficient Nested Simulation of Tail Risk Measures for Variable Annuities 

      Dang, Ou (University of Waterloo, 2021-06-02)
      Estimating tail risk measures for portfolios of complex Variable Annuities (VA) is an important enterprise risk management task which usually requires nested simulation. In the nested simulation, the outer simulation stage ...
    • Individual insurance choice: A stochastic control approach 

      Li, Wenyuan (University of Waterloo, 2023-02-28)
      This thesis applies the stochastic control approach to study the optimal insurance strategy for three problems. The first problem studies the optimal non-life insurance for an individual exhibiting internal habit formation ...
    • Optimal Retirement Planning: Scenario Generation, Preferences, and Objectives 

      Zhang, Saisai (University of Waterloo, 2018-09-20)
      The global trend of shifting from defined benefit (DB) to defined contribution (DC) workplace pension plans is putting growing pressure on individuals to take more ownership in retirement planning and financial decision-making. ...
    • Risk Allocation in Hybrid Pension Plans 

      ZHU, XIAOBAI (University of Waterloo, 2019-09-18)
      Three different hybrid designs are considered in this thesis. Chapter 1 studies the risk management of Cash Balance (CB) pension plans, which are the most popular hybrid plans in the U.S. We show that the simple delta and ...


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