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Welcome to the Department of Statistics and Actuarial Science

The Department of Statistics and Actuarial Science is a top tier academic unit among statistical and actuarial science globally. Our students and faculty explore topics such as Actuarial Science, Biostatistics, Data Science, Quantitative Finance, Statistics, & Statistics-Computing. Our department is home to:

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full-time faculty researching diverse and exciting areas

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undergraduate students from around the world

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 graduate students in Master, Doctoral, and professional programs

Interested in graduate studies with Statistics and Actuarial Science? Meet Mingyu (Bruce) Feng, a PhD student in actuarial science. Bruce is a pioneer researcher in the field of sustainable investment and the impact of climate change. Learn more about furthering your education on the Future Graduate page on the Math site.

  1. July 10, 2020Marius Hofert awarded NSERC Discovery Accelerator Supplement
    Marius Hofert

    Associate Professor Marius Hofert was awarded a Natural Sciences and Engineering Council of Canada (NSERC) Discovery Accelerator Supplement for his suggested new work on copula modeling with generative neural networks.

  2. July 3, 2020Pengfei Li wins 2020 Faculty of Mathematics Golden Jubilee Research Excellence Award
    Pengfei Li

    Statistics and Actuarial Science Professor Pengfei Li has received a 2020 Faculty of Mathematics Golden Jubilee Research Excellence Award.

  3. July 1, 2020The Department of Statistics and Actuarial Science is pleased to welcome Lucy Gao as an Assistant Professor
    Lucy Gao

    Lucy Gao holds a Ph.D. in Biostatistics from the University of Washington. Her research is working in the areas of statistical machine learning, applied optimization, and experiment design. She is interested in tackling problems in complex data settings, such as multi-view data, network data, compositional data, and spatial data.

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  1. July 16, 2020Department seminar by Nan Zou, Macquarie University

    Multivariate Extremes: Block-Maxima vs Peak-Over-Threshold” 


    Extreme value theory is concerned with describing the tail behaviour of univariate and multivariate distributions. In the estimation of the dependence structure of the extremes of multiple time series, the block maxima method and the peaks-over-threshold method are frequently applied. In this talk, I will compare these methods and propose some new methodologies. This is joint work with A. Bücher and S. Volgushev.

    Nan is a lecturer in the Department of Mathematics and Statistics at Macquarie University in Sydney, Australia.

    Please note: This seminar will be delivered via Zoom. Please check back later for the link. 

    *This seminar will start at 5:00 p.m.

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