Now showing items 1-6 of 6

    • Analysis of Time Dependent Aggregate Claims 

      Xu, Di (University of Waterloo, 2016-07-22)
      Estimation of aggregate claim amounts is a fundamental task in Actuarial science, based on which risk theory, ruin theory and reinsurance theory can be studied. Properties, including moments, Laplace transforms, and ...
    • Applications of claim investigation in insurance surplus and claims models 

      Huynh, Mirabelle (University of Waterloo, 2018-01-03)
      Claim investigation is a fundamental part of an insurer's business. Queues form as claims accumulate and claims are investigated according to some queueing mechanism. The natural existence of queues in this context prompts ...
    • On First Passage Time Related Problems for Some Insurance Risk Processes 

      Wang, Zijia (University of Waterloo, 2022-05-13)
      For many decades, the study of ruin theory has long been one of the central topics of interest in insurance risk management. Research in this area has largely focused on analyzing the insurer’s solvency risk, which is ...
    • On Some Stochastic Optimal Control Problems in Actuarial Mathematics 

      Li, Dongchen (University of Waterloo, 2017-01-17)
      The event of ruin (bankruptcy) has long been a core concept of risk management interest in the literature of actuarial science. There are two major research lines. The first one focuses on distributional studies of some ...
    • Selected Topics in Variable Annuities 

      Wang, Yumin (University of Waterloo, 2021-06-22)
      Variable annuities are long-term insurance products. They have become one of the most popular savings/investment vehicles over the past two decades due to their flexible investment options, stable long-term guarantees, and ...
    • Some Stochastic Optimization Problems in Reinsurance and Insurance 

      Cao, Jingyi (University of Waterloo, 2021-01-12)
      Insurance, which hedges against the risk of a contingent loss, is an indispensable risk management tool for both institutions and individuals. Reinsurance, namely, a form of insurance accessible to insurers, helps limit ...


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