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

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Theses/Dissertations from 2024

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Statistical Inference and Learning with Incomplete Data, Yuan Bian

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Studies of compound risk models with dependence and parameter uncertainty, Dechen Gao

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GUARANTEED MINIMUM BENEFITS EMBEDDED IN VARIABLE ANNUITIES: PRICING AND RISK ANALYSIS, Yiming Huang

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Statistical Learning of Noisy Data: Classification and Causal Inference with Measurement Error and Missingness, Pingbo Hu

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Conditional Dependence Learning of Noisy Data under Graphical Models, Yu Shi

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Variational Bayesian inference for functional data clustering and survival data analysis, Chengqian Xian

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The Application of Elastic Distance in Astrophysical Time Series, Xiyang Zhang

Theses/Dissertations from 2023

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Parameter Estimation for Normally Distributed Grouped Data and Clustering Single-Cell RNA Sequencing Data via the Expectation-Maximization Algorithm, Zahra Aghahosseinalishirazi

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Statistical modelling and applications for sustainable-development goals, Yiyang Chen

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Multivariate Regression Analysis for Data with Measurement Error, Missing Values, and/or Sparsity Structures, Jingyu Cui

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Addressing the Impact of Time-Dependent Social Groupings on Animal Survival and Recapture Rates in Mark-Recapture Studies, Alexandru M. Draghici

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Generalized Poisson random variables: Their distributional properties and actuarial applications, Pouya Faroughi

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Optimizing Dynamic Treatment Regimes with Q-Learning: Complications due to Error-Prone Data and Applications to COVID-19 Data, Yasin Khadem Charvadeh

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Estimating the spatial correlation structure of measurement error in functional magnetic resonance imaging (fMRI) to improve multivariate inference, Lingling Lin

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Cyber risk valuation via a hidden Markov-modulated modelling approach, Yuying Li

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Advances in Copula Estimation and Distribution Theory, Yishan Zang

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Modelling long-term security returns, XINGHAN ZHU

Theses/Dissertations from 2022

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Efficiency Improvements in the Least-Squares Monte Carlo Algorithm, François-Michel Boire

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Portfolio Optimization Analysis in the Family of 4/2 Stochastic Volatility Models, Yuyang Cheng

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Early-Warning Alert Systems for Financial-Instability Detection: An HMM-Driven Approach, Xing Gu

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The Analysis of Mark-recapture Data with Individual Heterogeneity via the H-likelihood, Han-na Kim

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Statistical Applications to the Management of Intensive Care and Step-down Units, Yawo Mamoua Kobara

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Regression-based Methods for Dynamic Treatment Regimes with Mismeasured Covariates or Misclassified Response, Dan Liu

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Statistical Roles of the G-expectation Framework in Model Uncertainty: the Semi-G-structure as a Stepping Stone, Yifan Li

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Risk theory: data-driven models, Yang Miao

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New Developments on the Estimability and the Estimation of Phase-Type Actuarial Models, Cong Nie

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Copulas, maximal dependence, and anomaly detection in bi-variate time series, Ning Sun

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Interdisciplinary Knowledge Exchange in Statistics with Applications in Fire Science and Statistical Education, Chelsea Uggenti

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On the Geometry of Multi-Affine Polynomials, Junquan Xiao

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Understanding Deep Learning with Noisy Labels, Li Yi

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An Analysis of Weighted Least Squares Monte Carlo, Xiaotian Zhu

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Application Of A Polynomial Affine Method In Dynamic Portfolio Choice, Yichen Zhu

Theses/Dissertations from 2021

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A class of phase-type ageing models and their lifetime distributions, Boquan Cheng

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Application of Stochastic Control to Portfolio Optimization and Energy Finance, Junhe Chen

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Making Sense of Noisy Data: Theory and Applications, Lingzhi Chen

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The Mean-Reverting 4/2 Stochastic Volatility Model: Properties And Financial Applications, Zhenxian Gong

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Compound Sums, Their Distributions, and Actuarial Pricing, Ang Li

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On the Estimation of Heston-Nandi GARCH Using Returns and/or Options: A Simulation-based Approach, Xize Ye

Theses/Dissertations from 2020

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A Treatise of PD-LGD Correlation Modelling, Wisdom S. Avusuglo WSA

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Visualization and Joint Analysis of Monitored Multivariate Spatio-Temporal Data with Applications to Forest Fire Modelling and Sports Analytics, Devan Becker

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Generalized 4/2 Factor Model, Yuyang Cheng

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Renewable-energy resources, economic growth and their causal link, Yiyang Chen

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Some Insurance Options on Stochastic Drawdowns, Filip Dikic

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Extensions of Classification Method Based on Quantiles, Yuanhao Lai

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Point Process Modelling of Objects in the Star Formation Complexes of the M33 Galaxy, Dayi Li

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Classification-based method for estimating dynamic treatment regimes, Junwei Shen

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Statistical Methods with a Focus on Joint Outcome Modeling and on Methods for Fire Science, Da Zhong Xi

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Ranking comments: An Entropy-based Method with Word Embedding Clustering, Yuyang Zhang

Theses/Dissertations from 2019

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A computationally efficient methodology in pricing a guaranteed minimum accumulation benefit, Yiming Huang

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Some Recent Developments on Pareto-optimal Reinsurance, Wenjun Jiang

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Classification with Measurement Error in Covariates Or Response, with Application to Prostate Cancer Imaging Study, Kexin Luo

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Exploring the Estimability of Mark-Recapture Models with Individual, Time-Varying Covariates using the Scaled Logit Link Function, Jiaqi Mu

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Split credibility: A two-dimensional semi-linear credibility model, Jingbing Qiu

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Advances in Moment-Based Distributional Methodologies, Yishan Zang

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How to Rank Answers in Text Mining, Guandong Zhang

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On the Sparre-Andersen Risk Models, Ruixi Zhang

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Valuation and Risk Management of Some Longevity and P&C Insurance Products, Yixing Zhao

Theses/Dissertations from 2018

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Modelling the Common Risk among Equities Using a New Time Series Model, Jingjia Chu

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Stochastic modelling of implied correlation index and herd behavior index. Evidence, properties and pricing., Lin Fang

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Optimal Trading of a Storable Commodity via Forward Markets, Behzad Ghafouri

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Statistical Modeling of CO2 Flux Data, Fang He

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Advances in the Modeling of Heavy-tailed Distributions, Sang Jin Kang

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The Statistical Exploration in the $G$-expectation Framework: The Pseudo Simulation and Estimation of Variance Uncertainty, Yifan Li

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Statistical tools for assessment of spatial properties of mutations observed under the microarray platform, Bin Luo

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Valuation of Multiple Exercise Option Using a Modified Longstaff and Schwartz Approach, Rahim Mohammadhasani Khorasany

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Statistical Applications in Healthcare Systems, Maryam Mojalal

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Exact Box-Cox Analysis, Samira Soleymani

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Anisotropic kernel smoothing for change-point data with an analysis of fire spread rate variability, John Ronald James Thompson

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Some applications of higher-order hidden Markov models in the exotic commodity markets, Heng Xiong

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Advances in Semi-Nonparametric Density Estimation and Shrinkage Regression, Hossein Zareamoghaddam

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Analysis Challenges for High Dimensional Data, Bangxin Zhao

Theses/Dissertations from 2017

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Properties of k-isotropic functions, Tianpei Jiang

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Data-Adaptive Kernel Support Vector Machine, Xin Liu

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Annuity Product Valuation and Risk Measurement under Correlated Financial and Longevity Risks, Soohong Park

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Statistical Modelling, Optimal Strategies and Decisions in Two-Period Economies, Jiang Wu

Theses/Dissertations from 2016

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Joint Models for Spatial and Spatio-Temporal Point Processes, Alisha Albert-Green

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Applications of Credit Scoring Models, Mimi Mei Ling Chong

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Joint Analysis of Zero-heavy Longitudinal Outcomes: Models and Comparison of Study Designs, Erin R. Lundy

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Data Smoothing Techniques: Historical and Modern, Lori L. Murray

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Joint Modelling in Liver Transplantation, Elizabeth M. Renouf

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Probability Models for Health Care Operations with Application to Emergency Medicine, Azaz Bin Sharif

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Advances in Portmanteau Diagnostic Tests, Jinkun Xiao

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Actuarial Modelling with Mixtures of Markov Chains, Yuzhou Zhang

Theses/Dissertations from 2015

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Healthy And Unhealthy Statistics: Examining The Impact Of Erroneous Statistical Analyses In Health-Related Research, Britney Allen

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Recent Advances in Accumulating Priority Queues, Na Li

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Quantitative Techniques for Spread Trading in Commodity Markets, Mir Hashem Moosavi Avonleghi

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A Novel Method for Assessing Co-monotonicity: an Interplay between Mathematics and Statistics with Applications, Danang T. Qoyyimi

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Completely monotone and Bernstein functions with convexity properties on their measures, Shen Shan

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Online Nonparametric Estimation of Stochastic Differential Equations, Xin Wang

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On the Dual Risk Models, Chen Yang

Theses/Dissertations from 2014

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Statistical methods for the analysis of RNA sequencing data, Man-Kee Maggie Chu

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Valuation and Risk Measurement of Guaranteed Annuity Options under Stochastic Environment, Huan Gao

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Statistical Applications in Wildfire Management and Prediction, Lengyi Han

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Computing and Approximation Methods for the Distribution of Multivariate Aggregate Claims, Tao Jin

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The Doubly Adaptive LASSO Methods for Time Series Analysis, Zi Zhen Liu

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Risk models with dependence and perturbation, Zhong Li

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Censored Time Series Analysis, Nagham Muslim Mohammad

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A Spatial Analysis of Forest Fire Survival and a Marked Cluster Process for Simulating Fire Load, Amy A. Morin

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Estimation of Hidden Markov Models and Their Applications in Finance, Anton Tenyakov

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Perfect and Nearly Perfect Sampling of Work-conserving Queues, Yaofei Xiong