Browsing Mathematics (Faculty of) by Supervisor "Willmot, Gordon E."
Now showing items 1-4 of 4
-
Analysis of Time Dependent Aggregate Claims
(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
(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 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. ... -
Risk Management with Non-Convex and Non-Monotone Preferences
(University of Waterloo, 2019-06-24)This thesis studies two types of problems, the theory of risk functionals and the risk sharing problem. We put a special focus on a class of non-monotone law-invariant risk functionals, called the signed Choquet integrals. The ...