Browsing Mathematics (Faculty of) by Supervisor "Liu, Fangda"
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Risk Measures of Stop-loss and Limited Loss Random Variables under Model Uncertainty with Applications in Insurance
(University of Waterloo, 2023-09-07)In this thesis, our focus is on the optimization of reinsurance design, accounting for the influence of model uncertainty. The following chapters outline our approach: In Chapter 2, we identify the worst-case distributions ...