Browsing Statistics and Actuarial Science by Title
Now showing items 215-234 of 361
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A new framework for clustering
(University of Waterloo, 2010-04-07)The difficulty of clustering and the variety of clustering methods suggest the need for a theoretical study of clustering. Using the idea of a standard statistical framework, we propose a new framework for clustering. ... -
New Methods for Improving Accuracy in Three Distinct Predictive Modeling Problems
(University of Waterloo, 2018-08-22)People are often interested in predicting a new or future observation. In clinical prediction, the uptake of Electronic Health Records (EHRs) has generated massive health datasets that are big in volume and diverse in ... -
A new perspective on loss to follow-up in failure time and life history studies
(Wiley, 2019-07-24)A framework is proposed for the joint modeling of life history and loss to follow-up (LTF) processes in cohort studies. This framework provides a basis for discussing independence conditions for LTF and censoring and ... -
Nonparametric Estimation in a Compound Mixture Model and False Discovery Rate Control with Auxiliary Information
(University of Waterloo, 2020-05-15)In this thesis, we focus on two important statistical problems. The first is the nonparametric estimation in a compound mixture model with application to the malaria study. The second is the control of the false discovery ... -
Notions of Dependence with Applications in Insurance and Finance
(University of Waterloo, 2013-08-02)Many insurance and finance activities involve multiple risks. Dependence structures between different risks play an important role in both theoretical models and practical applications. However, stochastic and actuarial ... -
Novelty Detection by Latent Semantic Indexing
(University of Waterloo, 2013-05-23)As a new topic in text mining, novelty detection is a natural extension of information retrieval systems, or search engines. Aiming at refining raw search results by filtering out old news and saving only the novel messages, ... -
Numerical Solutions to Stochastic Control Problems: When Monte Carlo Simulation Meets Nonparametric Regression
(University of Waterloo, 2019-07-30)The theme of this thesis is to develop theoretically sound as well as numerically efficient Least Squares Monte Carlo (LSMC) methods for solving discrete-time stochastic control problems motivated by insurance and finance ... -
On a 2-class polling model with reneging and ki -limited service
(Springer, 2018-06-18)This paper analyzes a 2-class, single-server polling model operating under a ki-limited service discipline with class-dependent switchover times. Arrivals to each class are assumed to follow a Poisson process with phase-type ... -
On a general mixed priority queue with server discretion
(Taylor & Francis, 2016-10-01)We consider a single-server queueing system which attends to N priority classes that are classified into two distinct types: (i) urgent: classes which have preemptive resume priority over at least one lower priority class, ... -
On estimands arising from misspecified semiparametric rate-based analysis of recurrent episodic conditions
(Wiley, 2019-11-10)Marginal rate-based analyses are widely used for the analysis of recurrent events in clinical trials. In many areas of application, the events are not instantaneous but rather signal the onset of a symptomatic episode ... -
On First Passage Time Related Problems for Some Insurance Risk Processes
(University of Waterloo, 2022-05-13)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 ... -
On imprecision in statistical theory
(University of Waterloo, 2022-01-06)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 ... -
On moments and related quantities in insurance surplus analysis
(University of Waterloo, 2014-08-15)In risk theory, the time to ruin is one of the central quantities. The Laplace transform, density and moments of the time to ruin have been studied by many authors under different risk model assumptions. The Gerber-Shiu ... -
On multiple random locations of stationary processes
(University of Waterloo, 2019-01-18)We generalize the concept of intrinsic location functionals to accommodate n=2 random locations, which we combine together in either sets or vectors. For the set-valued case of "intrinsic multiple-location functionals" we ... -
On Some Stochastic Optimal Control Problems in Actuarial Mathematics
(University of Waterloo, 2017-01-17)The event of ruin (bankruptcy) has long been a core concept of risk management interest in the literature of actuarial science. There are two major research lines. The first one focuses on distributional studies of some ... -
On some topics in Levy insurance risk models
(University of Waterloo, 2019-07-16)Risk management has long been the central focus within actuarial science. There are various risks a typical actuarial company would look into, solvency risk being one of them. This falls under the scope of surplus analysis. ... -
On the Automatic Coding of Text Answers to Open-ended Questions in Surveys
(University of Waterloo, 2021-01-13)Open-ended questions allow participants to answer survey questions without any constraint. Responses to open-ended questions, however, are more difficult to analyze quantitatively than close-ended questions. In this thesis, ... -
On the distribution of the time to ruin and related topics
(University of Waterloo, 2013-07-10)Following the introduction of the discounted penalty function by Gerber and Shiu (1998), significant progress has been made on the analysis of various ruin-related quantities in risk theory. As we know, the discounted ... -
On the dynamics of infectious diseases in non-homogeneous populations
(University of Waterloo, 2008-09-26)The principal motivations for studying epidemics and their dynamics are understanding the biological characteristics of the epidemic agents and reducing the economical and social costs originating from epidemic outbreaks. The ... -
On the Extrema of Functions in the Takagi Class
(University of Waterloo, 2019-01-23)The Takagi class is a class of fractal functions on the unit interval generalizing the celebrated Takagi function. In this thesis, we study the extrema of these functions. This is a problem that goes back to J.-P. Kahane ...