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Start Over Area of Honors Mathematics Degree B S Thesis Supervisor Zhongyi Yuan

1. Stochastic Modeling and Pricing Of Mortality-linked Securities

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Open Access

Author:: Li, Boya
Title:: Stochastic Modeling and Pricing Of Mortality-linked Securities
Area of Honors:: Mathematics
Keywords:: stochastic mortality model
the Wang transform
mortality-linked securities
pure mortality bond
maximum likelihood estimation
File:: Download honors_thesis_final_draft-_Boya_Li.pdf
Thesis Supervisors:: Zhongyi Yuan, Thesis Supervisor
Dr. Diane Marie Henderson, Thesis Honors Advisor

2. GEOSPATIAL-RISK-BASED RECOUPMENT FOR TRIA-ELIGIBLE INSURANCE

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Open Access

Author:: Bergerman, Rafael
Title:: GEOSPATIAL-RISK-BASED RECOUPMENT FOR TRIA-ELIGIBLE INSURANCE
Area of Honors:: Mathematics
Keywords:: actuarial
geospatial
terrorism
recoupment
risk
insurance
File:: Download master.pdf
Thesis Supervisors:: Zhongyi Yuan, Thesis Supervisor
Sergei Tabachnikov, Thesis Honors Advisor