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Faculty & their
Research Interests
D.R. Bellhouse,
Ph.D., (Waterloo), Professor
- Sample Survey theory and methods
- Analysis of complex survey data
- Applications to archaeology and history
- History of probability and statistics
W.J. Braun, Ph.D. (Western), Professor, Graduate Chair
- Inference for stochastic processes interacting particle
systems, point process
- Bootstrapping techniques
- Smoothing techniques
- Analysis of Markov chains with block-structured
transition matrices
- Industrial statistics: control charts, reliability
M. Davison,
Ph.D., (UWO), Professor
- Energy finance
- Options pricing
- Portfolio optimization
- Real options (with application in Defence and Medicine)
W. He,
Ph.D., (Waterloo), Assistant Professor
- Multivariate lifetime data analysis
- Microarray gene expression data analysis
- Analysis of longitudinal data
- Analysis of missing data
- Data mining
B. Jones,
Ph.D., F.S.A. (Waterloo), Professor, Department Chair
- Actuarial Science
- Risk Theory
- Long Term Care
- Insured Lives Mortality
R.J. Kulperger,
Ph.D., (Carleton), Professor
- Inference for stochastic processes, interacting particle
systems, point process
- Bootstrapping techniques
- Smoothing techniques
- Asymptotic methods in statistics
X. Liu,
Ph.D., (Toronto), Assistant Professor
- Actuarial Science
- Mathematical Finance
- Stochastic Processes
R. S. Mamon,
Ph.D., (Alberta), Assistant Professor, Undergraduate Chair - Quantitative finance
- Applications of stochastic processes to financial and actuarial modelling
- Optimal estimation of Markov-modulated models: filtering, smoothing and prediction
A.I. McLeod,
Ph.D., (Waterloo), Professor
- Time Series analysis
- Wavelet methods for time series
- Data visualization
- Massive datasets and data mining
- Neural networks for forecasting
- Statistical computing
- Bayesian analysis
- Statistical software development
D. J. Murdoch,
Ph.D. (Carleton), Professor
- Applied
Statistics
- Bayesian Methods
- Statistical
computing
- Statistical
graphics
- Statistics of
orientation data
Ian B. MacNeill, PhD (Stanford) Professor Emeritus
- Time series analysis and forecasting
- Changepoint and changeboundary problems
- Limit theory for partial sum sequences and for iterated partial sum sequences
- Modeling and forecasting rates of morbidity and mortality of chronic diseases
- Monitoring methods for early detection of outbreaks of infections
- Forecasting the extent of detected outbreaks of infections
S.B. Provost,
Ph.D, A.S.A., (McGill), Professor
- Multivariate statistical analysis
- Probabilistic models in environmental sciences
- Serial correlation
- Inference with incomplete data
- Distribution theory, special functions
- Quadratic forms, theory and applications
- Functional linear models
- Iterative techniques in actuarial science
- Tests of exponentiality
J. Ren,
Ph.D., (Temple), Assistant Professor
-
Catastrophe insurance
- Actuarial
Science
- Risk management
H.S.
Sendov, Ph.D., (Waterloo),
Assistant Professor
- Optimization
- Variational Analysis
- Financial Mathematics
K.P.
Sendova (nee Pavlova), Ph.D., (Waterloo), Assistant Professor
- Ruin theory
- Risk theory
- Actuarial applications
of reliability theory
D.A. Stanford, Ph.D., (Carleton),
Professor
- Queueing theory
- Performance analysis and simulation
- Prediction, estimation and correlation
- Telecommunications applications
- Risk Theory
- Optimization and mathematical programming
B.J. White,
Ph.D., (Waterloo), Assistant Professor - Statistical Education
(incorporating technology, service-learning,
improving student engagement) - Biostatistical Applications
(interval-censoring, multi-state models,
mismeasured covariates)
H. Yu, Ph.D. (Carleton),
Professor
- Limit theorems
- Strong approximation
- Invariance principle
- Complete convergence
- Bootstrap
- Empirical reliability
- (Spatial) linear regression models
- Computer simulations
- Spatial statistics
R. Zitikis,
Ph.D. (Vilnius), Associate Professor -
Actuarial science
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Econometrics
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Mathematical analysis
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Probability theory
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Reliability engineering
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Statistical inference
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Stochastic processes
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Survival analysis
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