Browsing Statistics and Actuarial Science by Title
Now showing items 342-361 of 361
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Tail Dependence and Heavy Tailedness in Extreme Risks
(University of Waterloo, 2020-12-18)Much empirical work has shown that asset returns, exchange rates, operational risks, large insurance claims exhibit heavy tailedness. Dependence also widely exists among these risks. An example of the impact of dependence ... -
Technological strategies to estimate and control diffusive passage times through the mucus barrier in mucosal drug delivery
(Elsevier, 2018-01-01)In mucosal drug delivery, two design goals are desirable: 1) insure drug passage through the mucosal barrier to the epithelium prior to drug removal from the respective organ via mucus clearance: and 2) design carrier ... -
Time change method in quantitative finance
(University of Waterloo, 2010-04-28)In this thesis I discuss the method of time-change and its applications in quantitative finance. I mainly consider the time change by writing a continuous diffusion process as a Brownian motion subordinated by a ... -
Topics in Delayed Renewal Risk Models
(University of Waterloo, 2007-08-03)Main focus is to extend the analysis of the ruin related quantities, such as the surplus immediately prior to ruin, the deficit at ruin or the ruin probability, to the delayed renewal risk models. First, the background ... -
Topics in Study Design and Analysis Involving Incomplete Data
(University of Waterloo, 2021-07-27)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 ... -
Topics in the Design of Life History Studies
(University of Waterloo, 2018-08-20)Substantial investments are being made in health research to support the conduct of large cohort studies with the objective of improving understanding of the relationships between diverse features (e.g. exposure to toxins, ... -
Toward a unified global regulatory capital framework for life insurers
(University of Waterloo, 2011-03-07)In many regions of the world, the solvency regulation of insurers is becoming more principle-based and market oriented. However, the exact forms of the solvency standards that are emerging in individual jurisdictions are ... -
Tracing studies in cohorts with attrition: Selection models for efficient sampling
(Wiley, 2018-07-10)Cohort studies of chronic diseases involve recruitment and longitudinal followup of affected individuals with a view to studying the effect of risk factors on disease progression and death. When the time to withdrawal from ... -
A two-phase model for chronic disease processes under intermittent inspection
(Wiley, 2017-06-15)A model is developed for chronic diseases with an indolent phase that is followed by a phase with more active disease resulting in progression and damage. The time scales for the intensity functions for the active phase ... -
The Unobserved Waiting Customer Approximation
(Springer, 2021-06-02)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 ... -
Using Available Information in the Assessment of Diagnostic Protocols
(OMICS International, 2015-02-20)A new binary screening or diagnostic test may be combined sequentially with an existing test using either a believe the positive or believe the negative protocol. Interest then lies in estimating the properties of the new ... -
Using Infinite Server Queues Theory In Stress Testing
(University of Waterloo, 2016-12-05)In this thesis, we propose and study a framework to model stress testing, using an infinite server queues theory, such that this framework is aligned with and integrates several existing frameworks currently used in the ... -
Using Machine Learning Algorithms for Finding the Topics of COVID-19 Open Research Dataset Automatically
(University of Waterloo, 2021-02-26)The COVID-19 Open Research Dataset (CORD-19) is a collection of over 400,000 of scholarly papers (as of January 11th, 2021) about COVID-19, SARS-CoV-2, and related coronaviruses curated by the Allen Institute for AI. ... -
The Valuation and Risk Management of a DB Underpin Pension Plan
(University of Waterloo, 2007-08-02)Hybrid pension plans offer employees the best features of both defined benefit and defined contribution plans. In this work, we consider the hybrid design offering a defined contribution benefit with a defined benefit ... -
Valuation and Risk Management of Hedge Fund Investments under Alternative Fee Structures
(University of Waterloo, 2020-09-21)Hedge funds have specialized fee structures, often including performance fees designed to align the incentives of investors and fund managers. However, hedge funds have faced intense scrutiny since the financial crisis, ... -
Valuation of Carbon Emission Allowances and Sustainable Investment
(University of Waterloo, 2019-09-25)Rising awareness of the impacts of climate change is leading to a rapid development of emission trading schemes (ETS) globally as a market-based means of emission control. Under a typical ETS, emission allowances are issued ... -
Variable Ranking by Solution-path Algorithms
(University of Waterloo, 2012-01-20)Variable Selection has always been a very important problem in statistics. We often meet situations where a huge data set is given and we want to find out the relationship between the response and the corresponding variables. ... -
Variable selection and prediction in biased samples with censored outcomes
(Springer, 2018-01-01)With the increasing availability of large prospective disease registries, scientists studying the course of chronic conditions often have access to multiple data sources, with each source generated based on its own entry ... -
Variational Bayesian Learning and its Applications
(University of Waterloo, 2014-01-03)This dissertation is devoted to studying a fast and analytic approximation method, called the variational Bayesian (VB) method, and aims to give insight into its general applicability and usefulness, and explore its ... -
Waiting Time Distributions in the Preemptive Accumulating Priority Queue
(Springer, 2017-03-01)We consider a queueing system in which a single server attends to N priority classes of customers. Upon arrival to the system, a customer begins to accumulate priority linearly at a rate which is distinct to the class to ...