Browsing Theses by Author "Li, Dongchen"
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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 ...