Statistics and Actuarial Sciences Theses and Dissertations
This collection contains theses and dissertations from the Department of Statistics and Actuarial Sciences, collected from the Scholarship@Western Electronic Thesis and Dissertation Repository
Theses/Dissertations from 2023
Addressing the Impact of Time-Dependent Social Groupings on Animal Survival and Recapture Rates in Mark-Recapture Studies, Alexandru M. Draghici
Generalized Poisson random variables: Their distributional properties and actuarial applications, Pouya Faroughi
Optimizing Dynamic Treatment Regimes with Q-Learning: Complications due to Error-Prone Data and Applications to COVID-19 Data, Yasin Khadem Charvadeh
Cyber risk valuation via a hidden Markov-modulated modelling approach, Yuying Li
Advances in Copula Estimation and Distribution Theory, Yishan Zang
Modelling long-term security returns, XINGHAN ZHU
Theses/Dissertations from 2022
Efficiency Improvements in the Least-Squares Monte Carlo Algorithm, François-Michel Boire
Portfolio Optimization Analysis in the Family of 4/2 Stochastic Volatility Models, Yuyang Cheng
Early-Warning Alert Systems for Financial-Instability Detection: An HMM-Driven Approach, Xing Gu
The Analysis of Mark-recapture Data with Individual Heterogeneity via the H-likelihood, Han-na Kim
Statistical Applications to the Management of Intensive Care and Step-down Units, Yawo Mamoua Kobara
Risk theory: data-driven models, Yang Miao
New Developments on the Estimability and the Estimation of Phase-Type Actuarial Models, Cong Nie
Copulas, maximal dependence, and anomaly detection in bi-variate time series, Ning Sun
Interdisciplinary Knowledge Exchange in Statistics with Applications in Fire Science and Statistical Education, Chelsea Uggenti
On the Geometry of Multi-Affine Polynomials, Junquan Xiao
Understanding Deep Learning with Noisy Labels, Li Yi
An Analysis of Weighted Least Squares Monte Carlo, Xiaotian Zhu
Application Of A Polynomial Affine Method In Dynamic Portfolio Choice, Yichen Zhu
Theses/Dissertations from 2021
A class of phase-type ageing models and their lifetime distributions, Boquan Cheng
Application of Stochastic Control to Portfolio Optimization and Energy Finance, Junhe Chen
Making Sense of Noisy Data: Theory and Applications, Lingzhi Chen
The Mean-Reverting 4/2 Stochastic Volatility Model: Properties And Financial Applications, Zhenxian Gong
Compound Sums, Their Distributions, and Actuarial Pricing, Ang Li
On the Estimation of Heston-Nandi GARCH Using Returns and/or Options: A Simulation-based Approach, Xize Ye
Theses/Dissertations from 2020
A Treatise of PD-LGD Correlation Modelling, Wisdom S. Avusuglo WSA
Generalized 4/2 Factor Model, Yuyang Cheng
Renewable-energy resources, economic growth and their causal link, Yiyang Chen
Some Insurance Options on Stochastic Drawdowns, Filip Dikic
Extensions of Classification Method Based on Quantiles, Yuanhao Lai
Point Process Modelling of Objects in the Star Formation Complexes of the M33 Galaxy, Dayi Li
Classification-based method for estimating dynamic treatment regimes, Junwei Shen
Statistical Methods with a Focus on Joint Outcome Modeling and on Methods for Fire Science, Da Zhong Xi
Ranking comments: An Entropy-based Method with Word Embedding Clustering, Yuyang Zhang
Theses/Dissertations from 2019
A computationally efficient methodology in pricing a guaranteed minimum accumulation benefit, Yiming Huang
Some Recent Developments on Pareto-optimal Reinsurance, Wenjun Jiang
Split credibility: A two-dimensional semi-linear credibility model, Jingbing Qiu
Advances in Moment-Based Distributional Methodologies, Yishan Zang
How to Rank Answers in Text Mining, Guandong Zhang
On the Sparre-Andersen Risk Models, Ruixi Zhang
Valuation and Risk Management of Some Longevity and P&C Insurance Products, Yixing Zhao
Theses/Dissertations from 2018
Modelling the Common Risk among Equities Using a New Time Series Model, Jingjia Chu
Optimal Trading of a Storable Commodity via Forward Markets, Behzad Ghafouri
Statistical Modeling of CO2 Flux Data, Fang He
Advances in the Modeling of Heavy-tailed Distributions, Sang Jin Kang
Valuation of Multiple Exercise Option Using a Modified Longstaff and Schwartz Approach, Rahim Mohammadhasani Khorasany
Statistical Applications in Healthcare Systems, Maryam Mojalal
Exact Box-Cox Analysis, Samira Soleymani
Anisotropic kernel smoothing for change-point data with an analysis of fire spread rate variability, John Ronald James Thompson
Some applications of higher-order hidden Markov models in the exotic commodity markets, Heng Xiong
Advances in Semi-Nonparametric Density Estimation and Shrinkage Regression, Hossein Zareamoghaddam
Analysis Challenges for High Dimensional Data, Bangxin Zhao
Theses/Dissertations from 2017
Properties of k-isotropic functions, Tianpei Jiang
Data-Adaptive Kernel Support Vector Machine, Xin Liu
Annuity Product Valuation and Risk Measurement under Correlated Financial and Longevity Risks, Soohong Park
Statistical Modelling, Optimal Strategies and Decisions in Two-Period Economies, Jiang Wu
Theses/Dissertations from 2016
Joint Models for Spatial and Spatio-Temporal Point Processes, Alisha Albert-Green
Applications of Credit Scoring Models, Mimi Mei Ling Chong
Joint Analysis of Zero-heavy Longitudinal Outcomes: Models and Comparison of Study Designs, Erin R. Lundy
Data Smoothing Techniques: Historical and Modern, Lori L. Murray
Joint Modelling in Liver Transplantation, Elizabeth M. Renouf
Probability Models for Health Care Operations with Application to Emergency Medicine, Azaz Bin Sharif
Advances in Portmanteau Diagnostic Tests, Jinkun Xiao
Actuarial Modelling with Mixtures of Markov Chains, Yuzhou Zhang
Theses/Dissertations from 2015
Healthy And Unhealthy Statistics: Examining The Impact Of Erroneous Statistical Analyses In Health-Related Research, Britney Allen
Recent Advances in Accumulating Priority Queues, Na Li
Quantitative Techniques for Spread Trading in Commodity Markets, Mir Hashem Moosavi Avonleghi
A Novel Method for Assessing Co-monotonicity: an Interplay between Mathematics and Statistics with Applications, Danang T. Qoyyimi
Completely monotone and Bernstein functions with convexity properties on their measures, Shen Shan
Online Nonparametric Estimation of Stochastic Differential Equations, Xin Wang
On the Dual Risk Models, Chen Yang
Theses/Dissertations from 2014
Statistical methods for the analysis of RNA sequencing data, Man-Kee Maggie Chu
Valuation and Risk Measurement of Guaranteed Annuity Options under Stochastic Environment, Huan Gao
Statistical Applications in Wildfire Management and Prediction, Lengyi Han
Computing and Approximation Methods for the Distribution of Multivariate Aggregate Claims, Tao Jin
The Doubly Adaptive LASSO Methods for Time Series Analysis, Zi Zhen Liu
Risk models with dependence and perturbation, Zhong Li
Censored Time Series Analysis, Nagham Muslim Mohammad
A Spatial Analysis of Forest Fire Survival and a Marked Cluster Process for Simulating Fire Load, Amy A. Morin
Estimation of Hidden Markov Models and Their Applications in Finance, Anton Tenyakov
Perfect and Nearly Perfect Sampling of Work-conserving Queues, Yaofei Xiong
Decision Theory Based Models in Insurance and Beyond, Raymond Ye Zhang
Theses/Dissertations from 2013
Seasonal Decomposition for Geographical Time Series using Nonparametric Regression, Hyukjun Gweon
Stochastic simulation and spatial statistics of large datasets using parallel computing, Jonathan SW Lee
Flexible Partially Linear Single Index Regression Models for Multivariate Survival Data, Na Lei
Joint outcome modeling using shared frailties with application to temporal streamflow data, Lihua Li
Asymptotic Theory for GARCH-in-mean Models, Weiwei Liu
Polynomially Adjusted Saddlepoint Density Approximations, Susan Zhe Sheng
A New Diagnostic Test for Regression, Yun Shi
Persistence and Anti-persistence: Theory and Software, Justin Quinn Veenstra
Comparison of option pricing between ARMA-GARCH and GARCH-M models, Yi Xi