Browsing Theses by Subject "Portfolio optimization"
Now showing items 1-3 of 3
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Financial Risk Management of Guaranteed Minimum Income Benefits Embedded in Variable Annuities
(University of Waterloo, 2011-08-29)A guaranteed minimum income benefit (GMIB) is a long-dated option that can be embedded in a deferred variable annuity. The GMIB is attractive because, for policyholders who plan to annuitize, it offers protection against ... -
Inverse Problems in Portfolio Selection: Scenario Optimization Framework
(University of Waterloo, 2011-10-27)A number of researchers have proposed several Bayesian methods for portfolio selection, which combine statistical information from financial time series with the prior beliefs of the portfolio manager, in an attempt to ... -
Risk Modelling in Shariah Compliant Investment and Insurance Products
(University of Waterloo, 2021-09-28)The main objective of this study is to develop a risk model for Shariah (Islamic) compliant investment and insurance. Islamic finance is a part of Socially Responsible Investment (SRI) that incorporates religious ethics. ...