The Department of Statistics and Actuarial Science is among the top academic units for statistical and actuarial science in the world and is home to more than 40 research active full-time faculty working in diverse and exciting areas. The Department is also home to over 900 undergraduate students and about 150 graduate students in programs including Actuarial Science, Biostatistics, Quantitative Finance, Statistics, and Statistics-Computing.
We are located on University of Waterloo main campus, which is located at the heart of Canada's Technology Triangle about 100 kilometers west of Toronto.
SSHRC Grant is awarded to Yeying Zhu, University of Waterloo
The Social Sciences and Humanities Research Council (SSHRC) has chosen Yeying Zhu as the recipient of a grant worth $51,145 for her research on the causal mechanism of reputation in e-commerce.
Western to honour renowned academic, artistic, community and business leaders at 307th convocation
Mary Thompson
Wednesday, June 15, 3 p.m.
Doctor of Laws, honoris causa (LL.D.)
An Extreme Value Approach to the Pricing and
Basis Risk Characterization of ILS
Insurance-Linked Securities (ILS) as a channel to transfer catastrophe risks to the capital market have been widely used by insurers to enhance their risk bearing capacity. They have developed from covering one single area/peril to multiple, and in the meantime, while traditional ILS are typically linked to natural catastrophe risks only, recent innovations have introduced ILS that are also linked to broader financial risks.
Measuring risk – a vignette
Thinking of risk, how much of it is good or bad? Despite all the illuminating and far-reaching results available in the literature on the topic, I will go back to the very basics: first, I will briefly touch upon risk preferences, then look at some elusive behavior of larger risks, and finally venture into extremes.
Contact Information:
Bovas Abraham
Research interests
Research interests are in time series analysis and statistical methods for quality improvement.
