Browsing Statistics and Actuarial Science by Title
Now showing items 14-33 of 366
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Analysis of Multi-State Models with Mismeasured Covariates or Misclassified States
(University of Waterloo, 2015-05-22)Multi-state models provide a useful framework for estimating the rate of transitions between defined disease states and understanding the influence of covariates on transitions in studies of the disease progression. ... -
Analysis of some risk models involving dependence
(University of Waterloo, 2010-08-12)The seminal paper by Gerber and Shiu (1998) gave a huge boost to the study of risk theory by not only unifying but also generalizing the treatment and the analysis of various risk-related quantities in one single mathematical ... -
Analysis of Time Dependent Aggregate Claims
(University of Waterloo, 2016-07-22)Estimation of aggregate claim amounts is a fundamental task in Actuarial science, based on which risk theory, ruin theory and reinsurance theory can be studied. Properties, including moments, Laplace transforms, and ... -
Application of Block Sieve Bootstrap to Change-Point detection in time series
(University of Waterloo, 2010-08-31)Since the introduction of CUSUM statistic by E.S. Page (1951), detection of change or a structural break in time series has gained significant interest as its applications span across various disciplines including economics, ... -
An Application of Matrix Analytic Methods to Queueing Models with Polling
(University of Waterloo, 2019-08-23)We review what it means to model a queueing system, and highlight several components of interest which govern the behaviour of customers, as well as the server(s) who tend to them. Our primary focus is on polling systems, ... -
Applications of claim investigation in insurance surplus and claims models
(University of Waterloo, 2018-01-03)Claim investigation is a fundamental part of an insurer's business. Queues form as claims accumulate and claims are investigated according to some queueing mechanism. The natural existence of queues in this context prompts ... -
Applications of Geometry in Optimization and Statistical Estimation
(University of Waterloo, 2016-01-25)Geometric properties of statistical models and their influence on statistical inference and asymptotic theory reveal the profound relationship between geometry and statistics. This thesis studies applications of convex ... -
Applications of Projection Pursuit in Functional Data Analysis: Goodness-of- fit, Forecasting, and Change-point Detection
(University of Waterloo, 2021-01-20)Dimension reduction methods for functional data have been avidly studied in recent years. However, existing methods are primarily based on summarizing the data by their projections into principal component subspaces, namely ... -
Applications of Stochastic Control to Portfolio Selection Problems
(University of Waterloo, 2018-10-16)Portfolio selection is an important problem both in academia and in practice. Due to its significance, it has received great attention and facilitated a large amount of research. This thesis is devoted to structuring optimal ... -
Approximating stable densities with Padé approximants and asymptotic series
(University of Waterloo, 2011-04-29)In this thesis, we are interested in using the Padé approximants and asymptotic series to approximate the density functions of the stable distributions. The paper specifically discusses the selection of the optimal degree ... -
Armitage Lecture 2011: The Design and Analysis of Life History Studies
(Wiley, 2013)Life history studies collect information on events and other outcomes during people’s lifetimes. For example, these may be related to childhood development, education, fertility, health, or employment. Such longitudinal ... -
Assessing a binary measurement system: A new plan using targeted verification with conditional sampling and baseline information
(Elsevier, 2019-11)We investigate efficient plans to assess the misclassification error rates of a binary measurement system used as an in-line inspection protocol. We assume that parts can be inspected repeatedly and that each part has its ... -
Assessing Binary Measurement Systems
(University of Waterloo, 2012-01-19)Binary measurement systems (BMS) are widely used in both manufacturing industry and medicine. In industry, a BMS is often used to measure various characteristics of parts and then classify them as pass or fail, according ... -
Assessing Binary Measurement Systems Using Targeted Verification with a Gold Standard
(University of Waterloo, 2017-05-19)Binary Measurement Systems (BMS) are used to classify objects into two categories. Sometimes the categories represent some intrinsically dichotomous characteristic of the object, but sometimes continuous or even multidimensional ... -
Assessing the accuracy of predictive models with interval-censored data
(Oxford University Press, 2022-01)We develop methods for assessing the predictive accuracy of a given event time model when the validation sample is comprised of case K interval-censored data. An imputation-based, an inverse probability weighted (IPW), and ... -
Assessment and Comparison of Continuous Measurement Systems
(University of Waterloo, 2014-12-10)In this thesis we critically examine the assessment and comparison of continuous measurement systems. Measurement systems, defined to be the devices, people, and protocol used to make a measurement, are an important tool ... -
Asset Return Correlations in Episodes of Systemic Crises
(University of Waterloo, 2014-08-22)This thesis explores asset return correlation dynamics in relation to systemic crises. The eigenvalues obtained from principal component analysis performed on the sample return correlation matrix equal the variance explained ... -
Asymptotic Distribution of the Optimal Value in Random Linear Programs: Application to Maximum Expected Shortfall
(University of Waterloo, 2020-10-08)The properties of risk measures are of fundamental concern in quantitative finance, particularly in times of uncertainty. We study the behaviour of the asymptotic distribution of the maximum expected shortfall of a portfolio ... -
Augmented composite likelihood for copula modeling in family studies under biased sampling
(Oxford University Press, 2016-01-27)The heritability of chronic diseases can be effectively studied by examining the nature and extent of within-family associations in disease onset times. Families are typically accrued through a biased sampling scheme in ... -
Automated Knowledge Discovery using Neural Networks
(University of Waterloo, 2021-05-21)The natural world is known to consistently abide by scientific laws that can be expressed concisely in mathematical terms, including differential equations. To understand the patterns that define these scientific laws, it ...