Statistics and Actuarial Science
This is the collection for the University of Waterloo's Department of Statistics and Actuarial Science .
Research outputs are organized by type (eg. Master Thesis, Article, Conference Paper).
Waterloo faculty, students, and staff can contact us or visit the UWSpace guide to learn more about depositing their research.
Recent deposits

On First Passage Time Related Problems for Some Insurance Risk Processes
(University of Waterloo, 20220513)For many decades, the study of ruin theory has long been one of the central topics of interest in insurance risk management. Research in this area has largely focused on analyzing the insurer’s solvency risk, which is ... 
Randomized quasiMonte Carlo methods with applications to quantitative risk management
(University of Waterloo, 20220503)We use randomized quasiMonte Carlo (RQMC) techniques to construct computational tools for working with normal mixture models, which include automatic integration routines for density and distribution function evaluation, ... 
Design and Analysis of Life History Studies Involving Incomplete Data
(University of Waterloo, 20220426)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 ... 
Computational Methods for Compositional Epistasis Detection
(University of Waterloo, 20220419)In genetics, the term “epistasis” refers to the phenomenon that the effect of one gene or singlenucleotide polymorphism (SNP) is dependent on the presence of others. Various possibilities of epistasis exist, and the ... 
Recognizing Structural Nonidentifiability: When Experiments Do Not Provide Information About Important Parameters and Misleading Models Can Still Have Great Fit
(Wiley, 202002)In the quest to model various phenomena, the foundational importance of parameter identifiability to sound statistical modeling may be less well appreciated than goodness of fit. Identifiability concerns the quality of ... 
Risk Measurement under Dependence Structure Ambiguity
(University of Waterloo, 20220127)In this thesis, we work on a generalization of the entropy regularized optimal transport problem, with the objective function being (spectral) risk measures. We accomplish three goals: to present the corresponding dual ... 
Interactive and Static Statistical Graphics: Bridge to Integration
(University of Waterloo, 20220117)There are plenty of graphical packages in R which play an important role in building graphics for data analysis, either static graphics (e.g., `graphics`, `grid`, `ggplot2`) or interactive graphics (e.g., `loon`, `shiny`). ... 
On imprecision in statistical theory
(University of Waterloo, 20220106)This thesis provides an exploration of the interplay between imprecise probability and statistics. Mathematically, one may summarise this relationship as how (Bayesian) sensitivity analysis involving a set of (prior) models ... 
Statedependent Modeling of Default Rates
(University of Waterloo, 20210929)Riskweight function is the most popular formula for banking regulations used to calculate the amount of backup deposit that banks need to hold in order to bear extraordinary losses. The model behind the formula was ... 
Risk Modelling in Shariah Compliant Investment and Insurance Products
(University of Waterloo, 20210928)The main objective of this study is to develop a risk model for Shariah (Islamic) compliant investment and insurance. Islamic finance is a part of Socially Responsible Investment (SRI) that incorporates religious ethics. ... 
Change Point Analysis in Piecewise Polynomial Signals Using Trend Filtering
(University of Waterloo, 20210927)Change point analysis, an active area of research in many fields, including statistics, has attracted a lot of attention in recent years. The focus of this thesis is change point detection, where the purpose is to estimate ... 
The Unobserved Waiting Customer Approximation
(Springer, 20210602)We introduce a new approximation procedure to improve the accuracy of matrix analytic methods when using truncated queueing models to analyse infinite buffer systems. This is accomplished through emulating the presence of ... 
On the Number of Trials Needed to Obtain k Consecutive Successes
(Elsevier, 20210430)A sequence of independent Bernoulli trials, each of which is a success with probability p, is conducted. For k ∈ Z+, let Xk be the number of trials required to obtain k consecutive successes. Using techniques from elementary ... 
On the roughness of paths and processes
(University of Waterloo, 20210910)In recent years, a significant amount of the stochastic volatility literature has focused on modelling the ``roughness" or irregularity of the unobserved volatility time series and its effect on option pricing. In many ... 
Semiparametric Empirical Likelihood Inference under Twosample Density Ratio Models
(University of Waterloo, 20210827)The semiparametric density ratio model (DRM) provides a flexible and useful platform for combining information from multiple sources. It has been widely used in many fields. This thesis considers several important inference ... 
Failure Time Analysis with Discrete Marker Processes under Intermittent Observation
(University of Waterloo, 20210728)Regression analysis for failure time data is often directed at studying the relationship between a timedependent biomarker and failure. The Cox regression model and the associated partial likelihood on which inference ... 
Topics in Study Design and Analysis Involving Incomplete Data
(University of Waterloo, 20210727)Incomplete data is a common occurrence in statistics with various types and mechanisms such that each can have a significant effect on statistical analysis and inference. This thesis tackles several statistical issues in ... 
Selected Topics in Variable Annuities
(University of Waterloo, 20210622)Variable annuities are longterm insurance products. They have become one of the most popular savings/investment vehicles over the past two decades due to their flexible investment options, stable longterm guarantees, and ... 
Learning From Almost No Data
(University of Waterloo, 20210615)The tremendous recent growth in the fields of artificial intelligence and machine learning has largely been tied to the availability of big data and massive amounts of compute. The increasingly popular approach of training ... 
Comparing Distributions with the Probability of Agreement
(University of Waterloo, 20210603)In this thesis we adapt the probability of agreement (PoA) methodology for the comparison of distributions. Most of the commonly used methods for comparing distributions are rooted in hypothesis testing where decisions are ...