Wednesday July 26, 2017

Breakfast & Registration

 

M3 Atrium

8:00 am

Opening Address

Stefan Steiner: Chair SAS, Waterloo

Charmaine Dean: VP Research, Waterloo

M3 1006

8:45 am

Statistics I

Richard Lockhart: High Dimensional Regression: Competing approaches

Chris Wild:  Oh Say, Can you see …?

M3 1006

9:00 am

Coffee

 

M3 Atrium

10:20 am

Actuarial Science

Richard Shillington: The Use/Misuse of Statistics in Public Policy: Some Examples

Enrique de Alba: Bayesian Inference in Actuarial Science, and other.

M3 1006

10:45 am

Lunch

 

M3 Atrium

12:10 am 

Finance

Paul Embrechts:  Hawkes Graphs: the Analysis of Large Multitype Event Streams.

David X Li: A Unified Analytic Framework for Financial Institutions Balance Sheet Modeling

M3 1006

1:30 pm

Coffee

 

M3 Atrium

2:50 pm

Statistics II

Charmaine Dean: Forest Fire Risks: Assessing Historical Trends, Insurance Risks and Health Effects

Jon Rao:  Appraisal of Inference from Sample Survey Data: Past, present and Future Directions

M3 1006

3:10 pm

The History of the Department

Steve Brown:   50+ Years of Statistics

David Bellhouse:  Some Background to the Formation of the Department

Robert L Brown: The Actuarial Science Program at Waterloo

Federation Hall

5:30 pm

Conference Banquet

 

Federation Hall

6:30 pm

 

Thursday July 27, 2017

Breakfast

 

M3 Atrium

8:00 am

 

Presentation by Canadian Institute of Actuaries by President Sharon Giffen

M3 1006

8:50 am

Actuarial Science Panel

Mary Hardy (moderator) Sharon Giffen, Harry Panjer, Cindy Forbes,John Manistre

M3 1006

9:00 am

Statistics Panel  

Jerry Lawless (moderator) Charmaine Dean, Min Chen, Jack Kalbfleisch

M3 1006

9:40 am

Coffee

   

10:20 am

Invited Session I: Finance and Actuarial Science

Phelim Boyle: Short Positions and Negative Correlations

Cody Hyndman: Trading Against Disorderly Liquidation Under Risk Constraints

Cary Chi-liang Tsai:  Pricing Defaultable Catastrophe Bonds

Cindy Di Xu: Parisian-Type Ruin for Spectrally Negative Levy Process with Poisson Observations

MC 4020

10:45 am

Invited Session II: Biostatistics

Karen Kopciuk: Risk Estimation for Families Genetically-predisposed to Cancer

Bingshu Chen: Biomarker Threshold Models for Binary and Survival Data

Yun Hee Choi: Modelling of Successive Cancer Risks in Lynch Syndrome Families in the Presence of Competing Risks Using Copulas

Michael McIsaac: Addressing Missing Data in Health Research

MC 4021

10:45 am

Lunch

 

M3 Atrium

12:15 am

Invited Session III: Statistics

Ian McLeod: My Studies at UW 1967-78

Jess Zhang: From Actuarial Science to Data Science

Yang Zhao: Methods for Regression Analysis with Missing Data

Asokan Mulayath Variyath: Variable Selection in Multivariate Multiple Regression

Edward Susko: Bayes Factor Biases for Non-nested Models and Correlations

MC 4020

1:30 pm

Invited Session IV: Statistics

Marco Shum: Imprecise Probabilities for Statisticians

Yildiz Yilmaz: Two-phase Response-dependent Sampling Designs for Time-to-event Analysis

Cindy Fu:  Using Differential Variability to Increase the Power of the Homogeneity Test in a Two-sample Problem

Wenyu Jiang:  Prediction Accuracy for the Cure Probabilities in Mixture Cure Models

Candemir Cigsar: Some Modelling Issues in the Analysis of Recurrent Events Data with Dynamic Covariates

MC 4021

1:30 pm