Browsing Mathematics (Faculty of) by Supervisor "Li, Johnny"
Now showing items 1-3 of 3
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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 ... -
Longevity Risk Management: Models and Hedging Strategies
(University of Waterloo, 2019-04-17)Longevity risk management is becoming increasingly important in the pension and life insurance industries. The unexpected mortality improvements observed in recent decades are posing serious concerns to the financial ... -
Modeling and Managing Longevity Risk: Models and Applications
(University of Waterloo, 2016-07-20)With the threat of longevity risk to the insurance industry becoming increasingly apparent in recent years, insurers and reinsurers are concerned about how to better model and manage longevity risk. However, modeling and ...