Statistics and Actuarial Science: Recent submissions
Now showing items 1-20 of 361
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Design and Analysis of Experiments on Networks
(University of Waterloo, 2024-04-17)In the design and analysis of experiments, it is often assumed that experimental units are independent, in the sense that the treatment assigned to one unit will not affect the potential outcome of another unit. However, ... -
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 ... -
Explorations in Pairwise Measures of Dependence and Pooled Significance
(University of Waterloo, 2024-01-22)In the exploration of data sets with many variables, the search for interesting pairs is often the first step of analysis. This search builds a road map of the entirety of data before looking at its details, and can provide ... -
Joint modeling, variable selection and multiply robust estimation in mediation analysis with multiple mediators
(University of Waterloo, 2024-01-10)This thesis explores topics in causal mediation analysis with multiple possibly related mediators. The goal of this thesis is to propose innovative methodologies for joint modeling of multiple uncausally related mediators, ... -
Statistical Methods in the Search for a Dominant Cause of Variation
(University of Waterloo, 2023-12-15)Excessive variation in critical-to-quality characteristics, referred to as process outputs in this thesis, is a common issue in manufacturing industries. Most variation reduction frameworks initially investigate the process ... -
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 ... -
Risk Measures of Stop-loss and Limited Loss Random Variables under Model Uncertainty with Applications in Insurance
(University of Waterloo, 2023-09-07)In this thesis, our focus is on the optimization of reinsurance design, accounting for the influence of model uncertainty. The following chapters outline our approach: In Chapter 2, we identify the worst-case distributions ... -
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 ... -
Functional Finite Mixture Modelling and Estimation
(University of Waterloo, 2023-09-01)Functional data analysis is a branch of statistics that studies models for information represented by functions. Meanwhile, finite mixture models serve as a conerstone in the field of cluster analysis, offering a flexible ... -
Several Mathematical Problems in Investment Management
(University of Waterloo, 2023-08-21)This thesis studies four mathematical problems in investment management. All four problems arise from practical challenges and are data-driven. Chapter 2 investigates the Kelly portfolio strategy. The full Kelly strategy's ... -
Structured Mixture Models
(University of Waterloo, 2023-08-11)Finite mixture models are a staple of model-based clustering approaches for distinguishing subgroups. A common mixture model is the finite Gaussian mixture model, whose degrees of freedom scales quadratically with increasing ... -
Characterizing, optimizing and backtesting metrics of risk
(University of Waterloo, 2023-07-12)Measures of risk and riskmetrics were proposed to quantify the risks people are faced with in financial, statistical, and economic practice. They are widely discussed and studied by literature in the context of financial ... -
Large Data-to-Text Generation
(University of Waterloo, 2023-05-16)This thesis presents a domain-driven approach to sports game summarization, a specific instance of large data-to-text generation (DTG). We first address the data fidelity issue in the Rotowire dataset by supplementing ... -
Enhanced Backward Multiple Change-Point Detection
(University of Waterloo, 2023-05-09)Many statistical tools are built upon a specific set of assumptions on the distribution of the data at hand. However, the distribution of the observations in the dataset may not remain constant and may change due to some ... -
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 ... -
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 ... -
Individual insurance choice: A stochastic control approach
(University of Waterloo, 2023-02-28)This thesis applies the stochastic control approach to study the optimal insurance strategy for three problems. The first problem studies the optimal non-life insurance for an individual exhibiting internal habit formation ... -
Causal Inference and Matrix Completion with Correlated Incomplete Data
(University of Waterloo, 2023-01-19)Missing data problems are frequently encountered in biomedical research, social sciences, and environmental studies. When data are missing completely at random, a complete-case analysis may be the easiest approach. However, ... -
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 ... -
Mortality Prediction using Statistical Learning Approaches
(University of Waterloo, 2022-11-21)Longevity risk, as one of the major risks faced by insurers, has triggered a heated stream of research in mortality modeling among actuaries for effective design/pricing/risk management of insurance products. The idea of ...