Browsing Statistics and Actuarial Science by Title
Now showing items 81-100 of 367
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Design and Analysis of Life History Studies Involving Incomplete Data
(University of Waterloo, 2022-04-26)Incomplete life history data can arise in study designs, coarsened observations, missing covariates, and unobserved latent processes. This thesis consists of three different projects developing statistical models and ... -
Design of cancer trials based on progression-free survival with intermittent assessment
(Wiley, 2018-03-26)Therapeutic advances in cancer mean that it is now impractical to performed phase III randomized trials evaluating experimental treatments on the basis of overall survival. As a result, the composite endpoint of progression-free ... -
The Design of Intervention Trials Involving Recurrent and Terminal Events
(Springer, 2013)Clinical trials are often designed to assess the effect of therapeutic interventions on the incidence of recurrent events in the presence of a dependent terminal event such as death. Statistical methods based on multistate ... -
Design with Sampling Distribution Segments
(University of Waterloo, 2024-07-09)In most settings where data-driven decisions are made, these decisions are informed by two-group comparisons. Characteristics – such as median survival times for two cancer treatments, defect rates for two assembly lines, ... -
A Differentiable Particle Filter for Jump-Diffusion Stochastic Volatility Models
(University of Waterloo, 2024-05-28)Stochastic volatility with jumps has emerged as a crucial tool for understanding and modelling the stochastic and intermittently discontinuous nature of many processes in finance. Due to the highly nonlinear structure of ... -
Directional Control of Generating Brownian Path under Quasi Monte Carlo
(University of Waterloo, 2012-09-10)Quasi-Monte Carlo (QMC) methods are playing an increasingly important role in computational finance. This is attributed to the increased complexity of the derivative securities and the sophistication of the financial models. ... -
Discrimination in Insurance Pricing
(University of Waterloo, 2023-04-10)Discrimination is an ongoing problem in the insurance industry that persists, regardless of intent, when the insurer blinds the pricing process from socially controversial or legally prohibited input. In this thesis, we ... -
Does Cox analysis of a randomized survival study yield a causal treatment effect?
(Springer US, 2015-10)Statistical methods for survival analysis play a central role in the assessment of treatment effects in randomized clinical trials in cardiovascular disease, cancer, and many other fields. The most common approach to ... -
Duration Data Analysis in Longitudinal Survey
(University of Waterloo, 2003)Considerable amounts of event history data are collected through longitudinal surveys. These surveys have many particularities or features that are the results of the dynamic nature of the population under study and of ... -
A dynamic Mover–Stayer model for recurrent event processes subject to resolution
(Springer US, 2014-07)In studies of affective disorder, individuals are often observed to experience recurrent symptomatic exacerbations warranting hospitalization. Interest may lie in modeling the occurrence of such exacerbations over time ... -
Dynamic Treatment Regimes and Interference in Dyadic Networks: A Joint Optimization Approach
(University of Waterloo, 2023-09-18)Identifying interventions that are optimally tailored to each individual is of significant interest in various fields, in particular precision medicine. Dynamic treatment regimes (DTRs) employ sequences of decision rules ... -
Dynamic Treatment Regimes with Interference
(University of Waterloo, 2022-08-18)Precision medicine describes healthcare in which patient-level data are used to inform treatment decisions. Within this framework, dynamic treatment regimes (DTRs) are sequences of decision rules that take individual patient ... -
Dynamics of the spherical Sherrington-Kirkpatrick model and average case complexity for top eigenvectors
(University of Waterloo, 2023-04-28)In this Master’s thesis, we investigate the Langevin dynamics on the spherical Sherrington- Kirkpatrick (SSK) model, a classical mean-field spin glass model. The first contribution of this thesis is the asymptotic limit ... -
Economic Pricing of Mortality-Linked Securities
(University of Waterloo, 2012-09-26)In previous research on pricing mortality-linked securities, the no-arbitrage approach is often used. However, this method, which takes market prices as given, is difficult to implement in today's embryonic market where ... -
Edge Estimation and Community Detection in Time-varying Networks
(University of Waterloo, 2024-04-30)In modern statistics and data science, there is a growing focus on network data that indicate interactions among a group of items in a complex system. Scientists are interested in these data as they can reveal important ... -
Effect of a Mobile Phone Intervention on Quitting Smoking in a Young Adult Population of Smokers: Randomized Controlled Trial
(JMIR, 2018-10-23)Background: Digital mobile technology presents a promising medium for reaching young adults with smoking cessation interventions because they are the heaviest users of this technology. Objective: The aim of this study ... -
The effect of omitted covariates in marginal and partially conditional recurrent event analyses
(Springer, 2019-04-01)There have been many advances in statistical methodology for the analysis of recurrent event data in recent years. Multiplicative semiparametric rate-based models are widely used in clinical trials, as are more general ... -
Effective Dimensionality Control in Quantitative Finance and Insurance
(University of Waterloo, 2017-09-06)It is well-known that dimension reduction techniques such as the Brownian bridge, principal component analysis, linear transformation could increase the efficiency of Quasi-Monte Carlo (QMC) methods. Caflisch et al. (1997), ... -
Efficient Kernel Methods for Statistical Detection
(University of Waterloo, 2008-03-28)This research is motivated by a drug discovery problem -- the AIDS anti-viral database from the National Cancer Institute. The objective of the study is to develop effective statistical methods to model the relationship ... -
Efficient Nested Simulation of Tail Risk Measures for Variable Annuities
(University of Waterloo, 2021-06-02)Estimating tail risk measures for portfolios of complex Variable Annuities (VA) is an important enterprise risk management task which usually requires nested simulation. In the nested simulation, the outer simulation stage ...