Now showing items 353-359 of 359

    • The Valuation and Risk Management of a DB Underpin Pension Plan 

      Chen, Kai (University of Waterloo, 2007-08-02)
      Hybrid pension plans offer employees the best features of both defined benefit and defined contribution plans. In this work, we consider the hybrid design offering a defined contribution benefit with a defined benefit ...
    • Valuation and Risk Management of Hedge Fund Investments under Alternative Fee Structures 

      Meng, Fei (University of Waterloo, 2020-09-21)
      Hedge funds have specialized fee structures, often including performance fees designed to align the incentives of investors and fund managers. However, hedge funds have faced intense scrutiny since the financial crisis, ...
    • Valuation of Carbon Emission Allowances and Sustainable Investment 

      Fang, Mingyu (University of Waterloo, 2019-09-25)
      Rising awareness of the impacts of climate change is leading to a rapid development of emission trading schemes (ETS) globally as a market-based means of emission control. Under a typical ETS, emission allowances are issued ...
    • Variable Ranking by Solution-path Algorithms 

      Wang, Bo (University of Waterloo, 2012-01-20)
      Variable Selection has always been a very important problem in statistics. We often meet situations where a huge data set is given and we want to find out the relationship between the response and the corresponding variables. ...
    • Variable selection and prediction in biased samples with censored outcomes 

      Wu, Ying; Cook, Richard J. (Springer, 2018-01-01)
      With the increasing availability of large prospective disease registries, scientists studying the course of chronic conditions often have access to multiple data sources, with each source generated based on its own entry ...
    • Variational Bayesian Learning and its Applications 

      Zhao, Hui (University of Waterloo, 2014-01-03)
      This dissertation is devoted to studying a fast and analytic approximation method, called the variational Bayesian (VB) method, and aims to give insight into its general applicability and usefulness, and explore its ...
    • Waiting Time Distributions in the Preemptive Accumulating Priority Queue 

      Fajardo, Val Andrei; Drekic, Steve (Springer, 2017-03-01)
      We consider a queueing system in which a single server attends to N priority classes of customers. Upon arrival to the system, a customer begins to accumulate priority linearly at a rate which is distinct to the class to ...

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