Browsing Mathematics (Faculty of) by Supervisor "Li, Bin"
Now showing items 1-3 of 3
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On Some Stochastic Optimal Control Problems in Actuarial Mathematics
(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 ... -
On some topics in Levy insurance risk models
(University of Waterloo, 2019-07-16)Risk management has long been the central focus within actuarial science. There are various risks a typical actuarial company would look into, solvency risk being one of them. This falls under the scope of surplus analysis. ... -
Selected Topics in Variable Annuities
(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 ...