Browsing Statistics and Actuarial Science by Type "Doctoral Thesis"
Now showing items 1-20 of 199
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Actuarial Inference and Applications of Hidden Markov Models
(University of Waterloo, 2011-08-17)Hidden Markov models have become a popular tool for modeling long-term investment guarantees. Many different variations of hidden Markov models have been proposed over the past decades for modeling indexes such as the S&P ... -
Actuarial Ratemaking in Agricultural Insurance
(University of Waterloo, 2015-08-06)A scientific agricultural (re)insurance pricing approach is essential for maintaining sustainable and viable risk management solutions for different stakeholders including farmers, governments, insurers, and reinsurers. ... -
Adaptive policies and drawdown problems in insurance risk models
(University of Waterloo, 2015-08-31)Ruin theory studies an insurer's solvency risk, and to quantify such a risk, a stochastic process is used to model the insurer's surplus process. In fact, research on ruin theory dates back to the pioneer works of Lundberg ... -
Algorithmic Analysis of a General Class of Discrete-based Insurance Risk Models
(University of Waterloo, 2013-08-28)The aim of this thesis is to develop algorithmic methods for computing particular performance measures of interest for a general class of discrete-based insurance risk models. We build upon and generalize the insurance ... -
Analysis of Correlated Data with Measurement Error in Responses or Covariates
(University of Waterloo, 2010-09-30)Correlated data frequently arise from epidemiological studies, especially familial and longitudinal studies. Longitudinal design has been used by researchers to investigate the changes of certain characteristics over time ... -
Analysis of duration data from longitudinal surveys subject to loss to follow-up
(University of Waterloo, 2010-09-30)Data from longitudinal surveys give rise to many statistical challenges. They often come from a vast, heterogeneous population and from a complex sampling design. Further, they are usually collected retrospectively at ... -
Analysis of Longitudinal Surveys with Missing Responses
(University of Waterloo, 2008-09-12)Longitudinal surveys have emerged in recent years as an important data collection tool for population studies where the primary interest is to examine population changes over time at the individual level. The National ... -
Analysis of Multi-State Models with Mismeasured Covariates or Misclassified States
(University of Waterloo, 2015-05-22)Multi-state models provide a useful framework for estimating the rate of transitions between defined disease states and understanding the influence of covariates on transitions in studies of the disease progression. ... -
Analysis of some risk models involving dependence
(University of Waterloo, 2010-08-12)The seminal paper by Gerber and Shiu (1998) gave a huge boost to the study of risk theory by not only unifying but also generalizing the treatment and the analysis of various risk-related quantities in one single mathematical ... -
Analysis of Time Dependent Aggregate Claims
(University of Waterloo, 2016-07-22)Estimation of aggregate claim amounts is a fundamental task in Actuarial science, based on which risk theory, ruin theory and reinsurance theory can be studied. Properties, including moments, Laplace transforms, and ... -
An Application of Matrix Analytic Methods to Queueing Models with Polling
(University of Waterloo, 2019-08-23)We review what it means to model a queueing system, and highlight several components of interest which govern the behaviour of customers, as well as the server(s) who tend to them. Our primary focus is on polling systems, ... -
Applications of claim investigation in insurance surplus and claims models
(University of Waterloo, 2018-01-03)Claim investigation is a fundamental part of an insurer's business. Queues form as claims accumulate and claims are investigated according to some queueing mechanism. The natural existence of queues in this context prompts ... -
Applications of Geometry in Optimization and Statistical Estimation
(University of Waterloo, 2016-01-25)Geometric properties of statistical models and their influence on statistical inference and asymptotic theory reveal the profound relationship between geometry and statistics. This thesis studies applications of convex ... -
Applications of Projection Pursuit in Functional Data Analysis: Goodness-of- fit, Forecasting, and Change-point Detection
(University of Waterloo, 2021-01-20)Dimension reduction methods for functional data have been avidly studied in recent years. However, existing methods are primarily based on summarizing the data by their projections into principal component subspaces, namely ... -
Applications of Stochastic Control to Portfolio Selection Problems
(University of Waterloo, 2018-10-16)Portfolio selection is an important problem both in academia and in practice. Due to its significance, it has received great attention and facilitated a large amount of research. This thesis is devoted to structuring optimal ... -
Assessing Binary Measurement Systems
(University of Waterloo, 2012-01-19)Binary measurement systems (BMS) are widely used in both manufacturing industry and medicine. In industry, a BMS is often used to measure various characteristics of parts and then classify them as pass or fail, according ... -
Assessing Binary Measurement Systems Using Targeted Verification with a Gold Standard
(University of Waterloo, 2017-05-19)Binary Measurement Systems (BMS) are used to classify objects into two categories. Sometimes the categories represent some intrinsically dichotomous characteristic of the object, but sometimes continuous or even multidimensional ... -
Assessment and Comparison of Continuous Measurement Systems
(University of Waterloo, 2014-12-10)In this thesis we critically examine the assessment and comparison of continuous measurement systems. Measurement systems, defined to be the devices, people, and protocol used to make a measurement, are an important tool ... -
Automated Knowledge Discovery using Neural Networks
(University of Waterloo, 2021-05-21)The natural world is known to consistently abide by scientific laws that can be expressed concisely in mathematical terms, including differential equations. To understand the patterns that define these scientific laws, it ... -
Bayesian Inference for Stochastic Volatility Models
(University of Waterloo, 2012-09-26)Stochastic volatility (SV) models provide a natural framework for a representation of time series for financial asset returns. As a result, they have become increasingly popular in the finance literature, although they ...