Browsing Statistics and Actuarial Science by Title
Now showing items 176-195 of 365
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Leveraged Plans for Measurement System Assessment
(University of Waterloo, 2009-08-20)In manufacturing, measurement systems are used to control processes and inspect parts with the goal of producing high quality product for the customer. Modern Quality Systems require the periodic assessment of key measurement ... -
Life History Analysis with Response-Dependent Observation
(University of Waterloo, 2015-05-14)This thesis deals with statistical issues in the analysis of dependent failure time data under complex observation schemes. These observation schemes may yield right-censored, interval-censored and current status data and ... -
Linearization Methods in Time Series Analysis
(University of Waterloo, 2011-09-30)In this dissertation, we propose a set of computationally efficient methods based on approximating/representing nonlinear processes by linear ones, so-called linearization. Firstly, a linearization method is introduced for ... -
Local Mixture Model in Hilbert Space
(University of Waterloo, 2010-01-26)In this thesis, we study local mixture models with a Hilbert space structure. First, we consider the fibre bundle structure of local mixture models in a Hilbert space. Next, the spectral decomposition is introduced in order ... -
Lognormal Mixture Model for Option Pricing with Applications to Exotic Options
(University of Waterloo, 2012-08-23)The Black-Scholes option pricing model has several well recognized deficiencies, one of which is its assumption of a constant and time-homogeneous stock return volatility term. The implied volatility smile has been studied ... -
Longevity Risk Management: Models and Hedging Strategies
(University of Waterloo, 2019-04-17)Longevity risk management is becoming increasingly important in the pension and life insurance industries. The unexpected mortality improvements observed in recent decades are posing serious concerns to the financial ... -
Longitudinal Data Analysis with Composite Likelihood Methods
(University of Waterloo, 2012-08-10)Longitudinal data arise commonly in many fields including public health studies and survey sampling. Valid inference methods for longitudinal data are of great importance in scientific researches. In longitudinal studies, ... -
Marginal Causal Sub-Group Analysis with Incomplete Covariate Data
(University of Waterloo, 2019-01-11)Incomplete data arises frequently in health research studies designed to investigate the causal relationship between a treatment or exposure, and a response of interest. Statistical methods for conditional causal effect ... -
Marginal Methods for Multivariate Time to Event Data
(University of Waterloo, 2012-04-30)This thesis considers a variety of statistical issues related to the design and analysis of clinical trials involving multiple lifetime events. The use of composite endpoints, multivariate survival methods with dependent ... -
Markovian Approaches to Joint-life Mortality with Applications in Risk Management
(University of Waterloo, 2011-08-16)The combined survival status of the insured lives is a critical problem when pricing and reserving insurance products with more than one life. Our preliminary experience examination of bivariate annuity data from a large ... -
Martingale Property and Pricing for Time-homogeneous Diffusion Models in Finance
(University of Waterloo, 2013-08-09)The thesis studies the martingale properties, probabilistic methods and efficient unbiased Monte Carlo simulation methods for various time-homogeneous diffusion models commonly used in mathematical finance. Some of the ... -
A mathematical foundation for the use of cliques in the exploration of data with navigation graphs
(University of Waterloo, 2023-01-19)Navigation graphs were introduced by Hurley and Oldford (2011) as a graph-theoretic framework for exploring data sets, particularly those with many variables. They allow the user to visualize one small subset of the variables ... -
Matrix analytic methods for computations in risk theory
(University of Waterloo, 2019-01-15)The introduction of matrix analytic methods in risk theory has marked a significant progress in computations in risk theory. Matrix analytic methods have proven to be powerful computational tools for numerically analyzing ... -
Matrix-Variate Regression with Measurement Error
(University of Waterloo, 2020-09-28)Matrix-variate regression models are useful for featuring data with a matrix structure, such as brain imaging data. However, those methods do not apply to data with measurement error or misclassification. While mismeasurement ... -
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
(Elsevier, 2019-03)The survivorship bias in credit risk modeling is the bias that results in parameter estimates when the survival of a company is ignored. We study the statistical properties of the maximum likelihood estimator (MLE) accounting ... -
Measurement Error and Misclassification in Interval-Censored Life History Data
(University of Waterloo, 2007-05-04)In practice, data are frequently incomplete in one way or another. It can be a significant challenge to make valid inferences about the parameters of interest in this situation. In this thesis, three problems involving ... -
Measurement System Assessment Studies for Multivariate and Functional Data
(University of Waterloo, 2024-04-15)A measurement system analysis involves understanding and quantifying the variability in measurement data attributed to the measurement system. A primary goal of such analyses is to assess the measurement system's impact ... -
Methods for longitudinal data measured at distinct time points
(University of Waterloo, 2010-09-30)For longitudinal data where the response and time-dependent predictors within each individual are measured at distinct time points, traditional longitudinal models such as generalized linear mixed effects models or ... -
Methods for Merging, Parsimony and Interpretability of Finite Mixture Models
(University of Waterloo, 2022-08-04)To combat the increasing data dimensionality, parsimonious modelling for finite mixture models has risen to be an active research area. These modelling frameworks offer various constraints that can reduce the number of ... -
Methods in Functional Data Analysis: Forecast Evaluation, Robust Serial Dependence Measures, and a Spatial Factor Copula Model
(University of Waterloo, 2023-09-05)With advancements in technology, new types of data have become available, including functional data, which observations in the form of functions or curves rather than scalar or vector-valued quantities. This emerging area ...