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Recent PhD Theses

Additional theses can be found on UWSpace

| 2007 | 2008 | 2009 |​ 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | before 2007 |



Val Andrei Fajardo​
(S. Drekic)
A Generalization of M/G/1 Priority Models via Accumulating Priority
Zhiyue Huang
(P. Marriott)
The Generalized Method of Moments for Mixture and Mixed Models
Jiaxi Liang
(S.Chenouri, ​C.Small)
Robustness in Dimensionality Reduction
Vahed Maroufy
(P. Marriott)
Applications of Geometry in Optimization and Statistical Estimation
Yuchen Mei
(J. Li, P. Boyle)
House Price Risk in Mortgage Contracts
Adrian Robert Waddell
(W. Oldford)
Interactive Visualization and Exploration of High-Dimensional Data
Yayuan Zhu
(C. Cotton, ​J. Lawless)
Event History Analysis in Longitudinal Cohort Studies With Intermittent Inspection Times



Min Chen
(M. Thompson, C. Wu)
Empirical Likelihood Methods for Pretest-Posttest Studies
Feng He
(G. Yi)
Analysis of Multi-State Models With Mismeasured Covariates  or Misclassified States
Shu Li
(D. Landriault, C. Lemieux)
Adaptive Policies and Drawdown Problems in Insurance Risk Models
Fangda Liu
(J. Cai, C. Lemieux)
Risk Measures and Optimal Reinsurance
William James Marshall
(P. Marriott)
Statistical Analysis of EEG Phase Shift Events
Yujie Zhong
(R.J. Cook)
Lift History Analysis With Response Dependant Observation
Wenjun Zhu
(K.S. Tan, L. Porth)
Actuarial Ratemaking in Agricultural Insurance



Jianfa Cong
(K.S. Tan)
Risk Measure Approaches to Partial Hedging and Reinsurance
Wing Yan Lee
(G. Willmot)
On Moments and Related Quantities in Insurance Surplus Analysis.
Anne Mackay
(C. Bernard, M. Hardy)
Fee Structure and Surrender Incentives in Variable Annuities
Narges Nazeri Rad
(J. Lawless)
Multistate Models for Biomarker Processes
Reza Ramezan
(P. Marriott, S. Chenouri)
Multivariate Multiscale Analysis of Neural Spike Trains
Zhaoxia Ren
(A. Kolkiewicz)
Estimation and Testing of the Jump Component in Levy Processes
Nathaniel Stevens
(S. Steiner)
Assessment and Comparison of Continuous Measurement Systems.
Ying Yan
(G. Yi)
Statistical Methods on Survival Data With Measurement Error
Hui Zhao
(P. Marriott)
Variational Bayesian Learning and its Applications



Audrey Julia Boruvka
(R.J. Cook)
Semiparametric Methods for the Analysis of Progression-Related Endpoints
Zhenyu Cui
(C. Bernard, D.L. McLeish)
Martingale Property and Pricing for Time-Homogeneous Diffusion Models in Finance
Liqun Diao
(R.J. Cook)
Copula Models for Multi-Type Life History Processes
Michael McIsaac
(R.J. Cook)
Statistical Methods for Incomplete Covariates and Two-Phase Designs
Zhongxian Men
(A. Kolkiewicz, D.L. McLeish)
Bayesian Inference for Stochastic Volatility Models
Chao Qiu
(M.R. Hardy, C. Weng)
Option Pricing and Hedging Analysis Under Regime-Switching Models
Jesse Daniel Raffa
(J. Dubin)
Multivariate Longitudinal Data Analysis With Mixed Effects Hidden Markov Models
Tianxiang Shi
(D. Landriault, G.E. Wilmot)
On the Distribution of the Time to Ruin and Related Topics
Basil Karim Singer
(S. Drekic)
Algorithmic Analysis of a General Class of Discrete-Based Insurance Risk Models
Wei Wei
(J. Cai)
Notions of Dependence With Applications in Insurance and Finance
Yanqiao Zhang
(A. Kolkiewicz)
Estimation and Hypothesis Testing for Stochastic Differential Equations with Time-Dependent Parameters
Rui Zhou
(J. Li, K.S. Tan)
Economic Pricing of Mortality-Linked Securities



Bassam Aoun
(D.L. McLeish, P. Boyle)
Funding Liquidity and Limits to Arbitrage
Bei Chen
(B. Abraham, Y. Gel)
Linearization Methods in Time Series Analysis
Oana Mihaela Danila
(S.H. Steiner)
Assessing Binary Measurement Systems
Haocheng Li
(G. Yi)
Longitudinal Data Analysis with Composite Likelihood Methods
Longyang Wu
(R.J. Cook)
Marginal Methods for Multivariate Time to Event Data



Muhamad Rashid Ahmed
(K.S. Brown) 
An Investigation of Methods for Missing Data in Hierarchical Models for Discrete Data
Zhijian Chen
(G. Yi, C. Wu)
Analysis of Correlated Data With Measurement Error in Responses or Covariates
Ji Eun Choi
(B. Abraham, K.S. Tan)
Stochastic Volatility Models and Simulated Maximum Likelihood Estimation
Candemir Cigsar
(J.F. Lawless)
Some Models and Tests for Carryover Effects and Trends in Recurrent Event Processes
Bin Dong
(D.E. Matthews)
Empirical Likelihood Methods for Ratio Estimation
Mario Ghossoub
(C. Bernard, A.Heunis)
Loss Aversion and Contacting Under Heterogeneous
Yasaman Hosseinkashi
(C. Small, S. Chenouri
Statistical Inference on Stochastic Graphs
Min Ji
(M.R. Hardy, J. Li)
Markovian Approaches to Joint-Life Mortality with Application in Risk Management
C. Dagmar Mariaca Hajducek
(J.F. Lawless)
Analysis of Duration Data From Longitudinal Surveys Subject to Loss to Follow-up
Claymore James Marshall
(M.R. Hardy, D. Saunders)
Financial Risk Management of Guaranteed Minimum Income Benefits Embedded in Variable Annuities
Ishmael Sharara
(M.R. Hardy, D. Saunders)
Toward a Unified Global Capital Adequacy Framework for Insurers
Matthew Charles Till
(M.R. Hardy)
Actuarial Inference and Applications of Hidden Markov Models
Xiaoqin Xiong
(J. Dubin)
Methods for Longitudinal Data Measured at Distinct Time Points



Chi Kin Eric Cheung
(D. Landriault, G.E. Willmot)
Analysis of Some Risk Models Involving Dependence.
Shahedul Ahsan Khan
(J. Dubin, G. Chiu)
Flexible Bent-Cable Models for Mixture Longitudinal Data.
Yan Liu
(P. Boyle, A. Kolkiewicz)
Pricing and Hedging the Guaranteed Minimum Withdrawal Benefits in Variable Annuities.
Chengguo Weng
Optimal Reinsurance Designs: From an Insurer's Perspective.
Jae Kyung Woo
(G.E. Willmot, S. Drekic)
Gerber-Shiu Analysis on Some Dependent Sparre Andersen Risk Models.
Wu Zhou
(R.W. Oldford)
A New Framework for Clustering.



Douglas William Andrews
(R. Brown)
A Review and Analysis of the Sustainability and Equity of Social Security Adjustment Mechanisms.
Ryan Patrick Browne
(S.H. Steiner, R.J. Mackay)
Leveraged Plans for Measurement System Assessment.
Baojiang Chen
(R.J. Cook, G. Yi)
Statistical Methods for Multi-State Analysis of Incomplete Longitudinal Data.
Catherine Donnelly
(A. Heunis)
Convex Duality in Constrained Mean-Variance Portfolio Optimization Under a Regime-Switching Model.
Zhi Li
(J. Cai, G.E. Willmot)
Optimal Reinsurance Retentions Under Ruin-Related Optimization Criteria.
Adam Metzler
(D.L. McLeish)
Multivariate First-Passage Models in Credit Risk.
Lilia Leticia Ramirez Ramirez
(M.E. Thompson)
On the Dynamics of Infectious Diseases in Non-Homogeneous Populations.
Yildiz Elif Yilmaz
(J.F. Lawless)
Estimation and Goodness of Fit for Multivariate Survival Models Based on Copulas.
Qian Zhou
(M.E. Thompson, P. X-K. Song)
Information Matrices in Estimating Function Approach: Test for Model Misspecification and Model Selection.



Ivan Adolfo Carrillo Garcia
(C. Wu, J. Chen)
Analysis of Longitudinal Surveys with Missing Responses.
Runhuan Feng
(J. Cai, G.E. Willmot)
A General Approach in Ruin Theory with Applications in Credit Risk Analysis.
Pengfei Li
(J. Chen, P. Marriott) 
Hypothesis Testing in Finite Mixture Models.
Wanhua Su
(Mu Zhu, H.A. Chipman) 
Efficient Kernel Methods for Statistical Detection.
David Claudio Tolusso
(R.J. Cook)
Robust Methods for Interval-Censored Life History Data.
Yan Yuan
(J.F. Lawless)
Prediction Performance of Survival Models.



Kai Chen
(M.R. Hardy)
The Valuation and Risk Management of a DB Underpin Pension Plan.
Joonghee Huh
(A. Kolkiewicz)
Computation of Multivariate Barrier Crossing Probability, and Its Application in Finance.
Hyun Tae Kim
(M.R. Hardy)
Estimation and allocation of insurance risk capital.
So-Yeun Kim
(G.E. Willmot)
Topics in Delayed Renewal Risk Models.
Siu Hang Li
(M.R. Hardy, K.S. Tan)
Stochastic Mortality Models with Applications in Financial Risk Management.
Sofia Mosesova
(H.A. Chipman, S.H. Steiner)
Flexible Mixed-Effect Modeling of Functional Data, with Applications to Process Monitoring.
Norberto Pantoja Galicia
(M.E. Thompson)
Interval Censoring and Longitudinal Survey Data.
Xu Wang
(H.A.Chipman, M. Zhu)
Statistical Learning in Drug Discovery via Clustering And Mixtures.
Bethany Joy Giddings White
(R.J. Cook, G. Yi)
Measurement Error and Misclassification in Interval-Censored Life History Data.



Yun Hee Choi
(D.E. Matthews, G. Yi) 
Accelerated Life Regression Modelling of Dependent Bivariate Time-to-Event Data.
Giuseppe G. DiCesare
(D.L. McLeish)
Imputation, Estimation and Missing Data In Finance.
Abbasali Khalili Mahmoudabadi
(J. Chen) 
Order Selection in Classical Finite Mixture Models and Variable Selection and Inference In Finite Mixture of Regression Models.
Asokan Mulayath Variyath
(B. Abraham, J. Chen)
Variable Selection in Generalized Linear Models by Empirical Likelihood.
Rinku Sutradhar
(R.J. Cook, J.D. Kalbfleisch)
Statistical Inference for Multivariate Event History Data under Incomplete Observation.
Peng Zhang
(P. X-K. Song)
Contributions to Mixed Effects Models for Longitudinal Data.



Denise Babineau
(J.F. Lawless)
Goodness of Fit Tests for Lifetime Data Models When Responses Are Interval Censored.
Shojaeddin Chenouri
(C.G. Small)
Multivariate Robust Nonparametric Inference Based on Data Depth.
Zeny Zhe-Qing Feng
(J. Chen, M.E. Thompson)
Statistical Methods in Affected Sib Pairs Analysis.
Diego Hernandez Rangel
(A. Kolkiewicz, M.R. Hardy)
Pricing and Hedging in Incomplete Markets: Applications to Insurance Contracts.
Cody Blaine Hyndman
(A. Heunis)
Affine Futures and Forward Prices.
Wenyu Jiang
(J.D. Kalbfleisch, J. Chen)
Resampling Estimating Functions with Dependent Structure.
Stella Wanjugu Karuri
(W.J. Welch, D.L. McLeish)
Integration in Computer Experiments and Bayesian Analysis.
Theodoro Koulis
(M.E. Thompson)
Stochastic Population Dynamics Approaches to Sea Ice Modelling.
Aurelie Labbe
(M.E. Thompson) 
Multiple Testing Using the Posterior Probability of Half-Space: Application to Gene Expression Data.
Victor Mooto Nawa
(K.S. Brown)
Analysis of Developmental Trajectories and Binary Longitudinal Data.
Jianmin Pan
(J. Chen)
Information Criteria and Change Point Problems.
Yuanyuan (Marcia) Wang
(H.A. Chipman, W.J. Welch)
Statistical Methods for High Throughput Screening Drug Discovery Data.
Leilei Zeng
(R.J. Cook)
Statistical Methods for Multivariate and Clustered Longitudinal Binary Data.
Yang Zhao
(J.F. Lawless, D.L. McLeish)
Design and Efficient Estimation in Regression Analysis with Missing Data in Two Phase Studies.



Marc Fredette
(J.F. Lawless)
Prediction of Recurrent Events.
Yuejiao Fu
(J. Chen, J.D. Kalbfleisch)
Statistical Inference for Mixture Models.
Chantal Labbe
( A.J. Heunis) 
Contributions to the Theory of Constrained Portfolio Optimization
Kristina Pavlova
(G.E. Willmot)
Some Aspects of Discrete Ruin Theory.
Jiaqiong Xu
(S.H. Steiner, B. Abraham) 
Multivariate Outlier Detection and Process Monitoring.
Shenghai Zhang
(M.E. Thompson)
The Statistical Analysis of Clustered Data.



Christian Boudreau
(J.F. Lawless)
Duration Data Analysis in Longitudinal Surveys.
Bingshu Chen
(R.J. Cook)
Analysis of Interval-Censored Multi-type Event History Data.
Cho-Jieh Chen
(H.H. Panjer)
Credit Risk Modelling: Unifying Structural Models and Reduced-form Models.



Wenqing He
Methods for the Analysis of Multivariate Failure times.
Wei Wei
(R.J. Cook)
Efficiency and Robustness Considerations with Count and Recurrent Event Data.



Karen A. Kopciuk
(D.E. Matthews)
Modelling Issues in Three-state Progressive Processes.
L.H Raymond Lam
(W.J. Welch, S.S. Young)
Design and Analysis of Large Chemical Databases for Drug Discovery.
R. Mark Reesor
(D.L. McLeish, A. Kolkiewicz)
Relative Entropy, Distortion, the Bootstrap and Risk.



C.L. Tsai
(G.E. Willmot)
On the Surplus Process of Ruin Theory When Perturbed by a Diffusion.
J.L. Wirch
(M.R. Hardy, H.H. Panjer)
Coherent Beta Risk Measures for Capital Requirements.
Z. Yang
(C.G. Small)
Multiple Roots of Estimating Functions and Applications.