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You searched for +publisher:"University of Manitoba" +contributor:("Hao, Xuemiao (Warren Centre for Actuarial Studies and Research)"). Showing records 1 – 8 of 8 total matches.

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University of Manitoba

1. Xing, Guangyu. On the long-term equilibrium of mortality rates among multiple populations.

Degree: Management, 2016, University of Manitoba

 As human life expectancy continues to increase, longevity risk has become a major concern for pension plan sponsors and annuity providers. To hedge the risk,… (more)

Subjects/Keywords: Long-term equilibrium; Longevity bond; TVECM

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APA (6th Edition):

Xing, G. (2016). On the long-term equilibrium of mortality rates among multiple populations. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/31508

Chicago Manual of Style (16th Edition):

Xing, Guangyu. “On the long-term equilibrium of mortality rates among multiple populations.” 2016. Masters Thesis, University of Manitoba. Accessed July 23, 2019. http://hdl.handle.net/1993/31508.

MLA Handbook (7th Edition):

Xing, Guangyu. “On the long-term equilibrium of mortality rates among multiple populations.” 2016. Web. 23 Jul 2019.

Vancouver:

Xing G. On the long-term equilibrium of mortality rates among multiple populations. [Internet] [Masters thesis]. University of Manitoba; 2016. [cited 2019 Jul 23]. Available from: http://hdl.handle.net/1993/31508.

Council of Science Editors:

Xing G. On the long-term equilibrium of mortality rates among multiple populations. [Masters Thesis]. University of Manitoba; 2016. Available from: http://hdl.handle.net/1993/31508


University of Manitoba

2. Atakora, Faisal. Construction of Optimal Foldover Designs with the General Minimum Lower-Order Confounding.

Degree: Statistics, 2016, University of Manitoba

 Fractional factorial designs are widely used in industry and agriculture. Over the years much research work has been done to study these designs. Foldover fractional… (more)

Subjects/Keywords: Statistics

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APA (6th Edition):

Atakora, F. (2016). Construction of Optimal Foldover Designs with the General Minimum Lower-Order Confounding. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/31660

Chicago Manual of Style (16th Edition):

Atakora, Faisal. “Construction of Optimal Foldover Designs with the General Minimum Lower-Order Confounding.” 2016. Masters Thesis, University of Manitoba. Accessed July 23, 2019. http://hdl.handle.net/1993/31660.

MLA Handbook (7th Edition):

Atakora, Faisal. “Construction of Optimal Foldover Designs with the General Minimum Lower-Order Confounding.” 2016. Web. 23 Jul 2019.

Vancouver:

Atakora F. Construction of Optimal Foldover Designs with the General Minimum Lower-Order Confounding. [Internet] [Masters thesis]. University of Manitoba; 2016. [cited 2019 Jul 23]. Available from: http://hdl.handle.net/1993/31660.

Council of Science Editors:

Atakora F. Construction of Optimal Foldover Designs with the General Minimum Lower-Order Confounding. [Masters Thesis]. University of Manitoba; 2016. Available from: http://hdl.handle.net/1993/31660

3. Long, Ruiyun. On basis risk in mortality CAT bonds.

Degree: Management, 2015, University of Manitoba

 Life re-insurers are exposed to mortality catastrophe risk. Mortality CAT bonds are a tool that can mitigate this risk. However, a key disadvantage of this… (more)

Subjects/Keywords: mortality risk management; mortality catastrophe bonds; population basis risk; hedge effectiveness

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APA (6th Edition):

Long, R. (2015). On basis risk in mortality CAT bonds. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/30380

Chicago Manual of Style (16th Edition):

Long, Ruiyun. “On basis risk in mortality CAT bonds.” 2015. Masters Thesis, University of Manitoba. Accessed July 23, 2019. http://hdl.handle.net/1993/30380.

MLA Handbook (7th Edition):

Long, Ruiyun. “On basis risk in mortality CAT bonds.” 2015. Web. 23 Jul 2019.

Vancouver:

Long R. On basis risk in mortality CAT bonds. [Internet] [Masters thesis]. University of Manitoba; 2015. [cited 2019 Jul 23]. Available from: http://hdl.handle.net/1993/30380.

Council of Science Editors:

Long R. On basis risk in mortality CAT bonds. [Masters Thesis]. University of Manitoba; 2015. Available from: http://hdl.handle.net/1993/30380


University of Manitoba

4. Wei, Linghua. On bilateral counterparty credit risk in longevity-linked security.

Degree: Management, 2017, University of Manitoba

 In recent decades, longevity risk has become a common risk in life insurance industry. Longevity-linked securities are created to hedge such risk and traded over… (more)

Subjects/Keywords: BCVA; K-forward; LLCBD model; Longevity risk; Nelson-Siegel yield rate function; One-factor Gauss copula

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APA (6th Edition):

Wei, L. (2017). On bilateral counterparty credit risk in longevity-linked security. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/32471

Chicago Manual of Style (16th Edition):

Wei, Linghua. “On bilateral counterparty credit risk in longevity-linked security.” 2017. Masters Thesis, University of Manitoba. Accessed July 23, 2019. http://hdl.handle.net/1993/32471.

MLA Handbook (7th Edition):

Wei, Linghua. “On bilateral counterparty credit risk in longevity-linked security.” 2017. Web. 23 Jul 2019.

Vancouver:

Wei L. On bilateral counterparty credit risk in longevity-linked security. [Internet] [Masters thesis]. University of Manitoba; 2017. [cited 2019 Jul 23]. Available from: http://hdl.handle.net/1993/32471.

Council of Science Editors:

Wei L. On bilateral counterparty credit risk in longevity-linked security. [Masters Thesis]. University of Manitoba; 2017. Available from: http://hdl.handle.net/1993/32471


University of Manitoba

5. Turenne, Daniel. The impact of spatial interpolation techniques on spatial basis risk for weather insurance: an application to forage crops.

Degree: Management, 2016, University of Manitoba

 Weather index insurance has become a popular subject in agricultural risk management. Under these policies farmers receive payments if they experience adverse weather for their… (more)

Subjects/Keywords: Forage insurance; Kriging; Spatial interpolation; Basis risk; Crop insurance

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APA (6th Edition):

Turenne, D. (2016). The impact of spatial interpolation techniques on spatial basis risk for weather insurance: an application to forage crops. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/31843

Chicago Manual of Style (16th Edition):

Turenne, Daniel. “The impact of spatial interpolation techniques on spatial basis risk for weather insurance: an application to forage crops.” 2016. Masters Thesis, University of Manitoba. Accessed July 23, 2019. http://hdl.handle.net/1993/31843.

MLA Handbook (7th Edition):

Turenne, Daniel. “The impact of spatial interpolation techniques on spatial basis risk for weather insurance: an application to forage crops.” 2016. Web. 23 Jul 2019.

Vancouver:

Turenne D. The impact of spatial interpolation techniques on spatial basis risk for weather insurance: an application to forage crops. [Internet] [Masters thesis]. University of Manitoba; 2016. [cited 2019 Jul 23]. Available from: http://hdl.handle.net/1993/31843.

Council of Science Editors:

Turenne D. The impact of spatial interpolation techniques on spatial basis risk for weather insurance: an application to forage crops. [Masters Thesis]. University of Manitoba; 2016. Available from: http://hdl.handle.net/1993/31843


University of Manitoba

6. Zhu, Xinyi. Evaluation of credit value adjustment with a random recovery rate via a Lévy default model.

Degree: Management, 2016, University of Manitoba

 Credit value adjustment (CVA), as a quantified measure of counterparty credit risk for financial derivatives, is becoming an increasingly important concept for the financial industry.… (more)

Subjects/Keywords: Credit Value Adjustment

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APA (6th Edition):

Zhu, X. (2016). Evaluation of credit value adjustment with a random recovery rate via a Lévy default model. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/31260

Chicago Manual of Style (16th Edition):

Zhu, Xinyi. “Evaluation of credit value adjustment with a random recovery rate via a Lévy default model.” 2016. Masters Thesis, University of Manitoba. Accessed July 23, 2019. http://hdl.handle.net/1993/31260.

MLA Handbook (7th Edition):

Zhu, Xinyi. “Evaluation of credit value adjustment with a random recovery rate via a Lévy default model.” 2016. Web. 23 Jul 2019.

Vancouver:

Zhu X. Evaluation of credit value adjustment with a random recovery rate via a Lévy default model. [Internet] [Masters thesis]. University of Manitoba; 2016. [cited 2019 Jul 23]. Available from: http://hdl.handle.net/1993/31260.

Council of Science Editors:

Zhu X. Evaluation of credit value adjustment with a random recovery rate via a Lévy default model. [Masters Thesis]. University of Manitoba; 2016. Available from: http://hdl.handle.net/1993/31260


University of Manitoba

7. Li, Huijing. Modeling non-linearity in mortality data: application to longevity bond pricing.

Degree: Management, 2015, University of Manitoba

 Human mortality has been improving faster than expected over the past few decades. This unprecedented improvement has caused significant financial stress to pension plan sponsors… (more)

Subjects/Keywords: Mortality Improvement; Non-linearity; Longevity bond pricing

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APA (6th Edition):

Li, H. (2015). Modeling non-linearity in mortality data: application to longevity bond pricing. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/30834

Chicago Manual of Style (16th Edition):

Li, Huijing. “Modeling non-linearity in mortality data: application to longevity bond pricing.” 2015. Masters Thesis, University of Manitoba. Accessed July 23, 2019. http://hdl.handle.net/1993/30834.

MLA Handbook (7th Edition):

Li, Huijing. “Modeling non-linearity in mortality data: application to longevity bond pricing.” 2015. Web. 23 Jul 2019.

Vancouver:

Li H. Modeling non-linearity in mortality data: application to longevity bond pricing. [Internet] [Masters thesis]. University of Manitoba; 2015. [cited 2019 Jul 23]. Available from: http://hdl.handle.net/1993/30834.

Council of Science Editors:

Li H. Modeling non-linearity in mortality data: application to longevity bond pricing. [Masters Thesis]. University of Manitoba; 2015. Available from: http://hdl.handle.net/1993/30834


University of Manitoba

8. Du, Shuai. On predictive models of forage crops productivity by using weather variables: an application in the province of Ontario, Canada.

Degree: Management, 2017, University of Manitoba

 The objective of this thesis is to establish predictive models for forage yield (productivity, tons per acre) using most relevant weather variables, such as precipitation… (more)

Subjects/Keywords: Agriculture; yield; weather; precipitation; temperature; Models; productivity

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Du, S. (2017). On predictive models of forage crops productivity by using weather variables: an application in the province of Ontario, Canada. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/32382

Chicago Manual of Style (16th Edition):

Du, Shuai. “On predictive models of forage crops productivity by using weather variables: an application in the province of Ontario, Canada.” 2017. Masters Thesis, University of Manitoba. Accessed July 23, 2019. http://hdl.handle.net/1993/32382.

MLA Handbook (7th Edition):

Du, Shuai. “On predictive models of forage crops productivity by using weather variables: an application in the province of Ontario, Canada.” 2017. Web. 23 Jul 2019.

Vancouver:

Du S. On predictive models of forage crops productivity by using weather variables: an application in the province of Ontario, Canada. [Internet] [Masters thesis]. University of Manitoba; 2017. [cited 2019 Jul 23]. Available from: http://hdl.handle.net/1993/32382.

Council of Science Editors:

Du S. On predictive models of forage crops productivity by using weather variables: an application in the province of Ontario, Canada. [Masters Thesis]. University of Manitoba; 2017. Available from: http://hdl.handle.net/1993/32382

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