Audrey Beliveau

Audrey Béliveau

Assistant Professor

Contact Information:
Audrey Béliveau

Research Interests

My research is mainly concerned with Bayesian hierarchical modeling and is motivated by applications in a variety of fields, namely ecology and epidemiology. A lot of the problems I work on involve the integration of multiple sources of data in a single analysis (e.g. network meta-analysis in epidemiology and integrated population modeling in ecology). I have a number of interdisciplinary collaborations with academics as well as industry partners.

Christian Boudreau

Christian Boudreau

Research Associate Professor

Contact Information:
Christian Boudreau
 

Research interests

Professor Boudreau's research interests include survival analysis, event history analysis, survey sampling, and longitudinal data.

Ryan Browne

Ryan Browne

Associate Professor

Contact information: 

Ryan Browne

     

Ryan Browne's personal website

Research interests

Ryan’s current research focus is model-based clustering and classification. In addition he is interested in measurement models, specifically in assessing the quality of a measurement system. This work was the focus of his  PhD thesis.

Jun Cai

Jun Cai

Professor

Contact Information:
Jun Cai

Jun Cai's personal website

Research interests

Professor Jun Cai's research interests are in the fields of actuarial science, applied probability, and mathematical finance,  with focuses currently on quantitative risk management for insurance and finance,  insurance decision problems,  dependence modelling,  and risk analysis with model uncertainty.

Shoja'eddin Chenouri

Shoja'eddin Chenouri

Professor / Associate Chair, Graduate Studies

Contact Information:
Shoja Chenouri

Research interests

Professor Chenouri's research interests include:

Data depth,  Multivariate nonparametric and robust methods for complete, censored and incomplete data,  Multivariate quality control,  Geometry of high-dimensional data,  Dimensionality reduction, 

Richard J. Cook

Richard J. Cook

University Professor / Math Faculty Research Chair

Contact Information:

Richard J. Cook

My personal website
My books with Jerry Lawless
Biostatistics graduate program
Internship program

Research interests

My research interests include the development and application of statistical methods for public health. Specific areas of interest include the analysis of life history data, longitudinal data, incomplete data, sequential methods, multivariate analysis, clinical trial design, and the assessment of diagnostic tests.

Cecilia Cotton

Cecilia Cotton

Associate Professor / Associate Chair, Undergraduate Studies

Contact Information:
Cecilia Cotton

Research interests

The underlying theme of my research interests is using longitudinal data to solve problems in public health:

Inference for comparing survival across multiple dynamic treatment regimens based on observational longitudinal data. Applications to epoetin dosing strategies for hemodialysis subjects with chronic kidney disease. Joint modeling of longitudinal and survival data in the context of causal inference.

Charmaine Dean

Charmaine Dean

V.P. University Research

Contact Information:
Charmaine Dean

Role & Research Interests

Charmaine Dean is Vice-President, Research and Professor in the Department of Statistics and Actuarial Science at the University of Waterloo. Her research interest lies in the development of methodology for disease mapping, longitudinal studies, the design of clinical trials, and spatio-temporal analyses. Much of this work has been motivated by direct applications to important practical problems in biostatistics and ecology. Her current main research applications are in survival after coronary artery bypass surgery, mapping disease and mortality rates, forest ecology, fire management, smoke exposure estimation from satellite imagery, and modeling of temporary and intermittent stream flow for flood analysis and predictions.

Liqun Diao

Liqun Diao

Research Assistant Professor

Contact Information:
Liqun Diao

Personal Website: http://liqundiao.com/  

Research Interests

I am interested in developing and applying data-driven statistical methods and machine learning algorithms to advance knowledge in fields including medicine, public health, and insurance. I have been working on a broad spectrum of areas including recursive partitioning learning, causal inference, dependence modelling, Bayesian methods, and two-phase design.

Steve Drekic

Steve Drekic

Professor

Contact Information:
Steve Drekic

Steve Drekic's Google Scholar profile

Research interests

Professor Drekic has co-authored over 40 articles, and has published in key journals across several disciplines, including actuarial science, operations research, and statistics. His work has garnered particular attention in the fields of applied probability, insurance risk/ruin theory, and queueing theory. Professor Drekic's expertise lies in the use of probabilistic/stochastic techniques with advanced computational methods to analyze mathematical problems arising in several different application areas.

Joel Dubin

Joel Dubin

Professor

Contact Information:
Joel Dubin

​Health Data Science Lab (HDSL) Lead:

HDSL Website 

Research interests

My primary research interest is in the area of methodological development in longitudinal data analysis, including for multivariate longitudinal data, where more than one outcome, (e.g., systolic and diastolic blood pressure) are each followed for individuals over time. Methods pursued for this type of data include the correlation of different longitudinal outcomes over time using curve-based methods, and incorporating lags and derivatives of the curves. I am also interested in change point and latent response models for longitudinal data, as well as prediction models, including the consideration of similarity to improve prediction accuracy.

Ben Feng

Ben Feng

Assistant Professor

Contact Information:
Ben Feng

Ben's personal website
Ben's Linkedin page

Research Interests

Professor Feng’s research interests include quantitative risk management, financial engineering, Monte Carlo simulation design and analysis, and nonlinear optimization.

Professor Feng is particularly interested in the intersection of these fields such as statistical machine learning, portfolio optimization, efficient simulation algorithms for risk management, etc. My professional background in actuarial science guides my research towards applying advanced theoretical methodologies to solve complex practical problems.

Lucy Gao

Lucy Gao

Assistant Professor
 

Contact information:

Lucy Gao

Lucy Gao personal website

Research interests 

I develop methods for answering scientific questions in biology and public health, using tools from high-dimensional statistics, statistical learning, and selective inference. Another area of my ongoing research is the optimal design of experiments. While I am primarily motivated by applications and collaborations in biology and public health, I am enthusiastic about interesting data problems in any field.

Ali Ghodsi

Ali Ghodsi

Professor

Contact Information:
Ali Ghodsi

Ali Ghodsi's personal website

Research interests

Professor Ghodsi's research interests lie at the interface of statistics and computer science. They span a variety of areas in computational statistics particularly in the areas of machine learning and probabilistic modelling.

Mario Ghossoub

Mario Ghossoub

Assistant Professor

My research is mainly concerned with model uncertainty and the modern theory of choice under uncertainty and ambiguity, and with their use and applications in insurance, risk measurement and management, quantitative behavioral finance, and the theory of risk sharing.

More information on my personal webpage.

Mary Hardy

Mary Hardy

Professor

Contact Information:
Mary Hardy

Research:

My research focuses on risk management strategies for long term contingent risks. The work is problem-driven, using theory and methodology from financial engineering, statistics and actuarial science. Much of my current research seeks to measure and promote fairness, efficiency and transparency in the design and implementation of insurance and pension risk solutions.

Marius Hofert

Marius Hofert

Associate Professor

Contact Information:
Marius Hofert

Marius Hofert's personal website

Research interests

Marius Hofert's research interests are Computational Statistics and Data Science, Dependence Modeling with Copulas and Quantitative Risk Management.  Furthermore, he is an active developer, contributor and maintainer of statistical software in R.

Aukosh Jagannath

Aukosh Jagannath

Assistant Professor

Contact Information:
Aukosh Jagannath

Research Interests

I am a mathematician working at the interface of mathematical physics, mathematical data science, optimization, and high-dimensional statistics. There are deep connections and analogies arising at the interface of these four fields. The common threads tying them together are fundamental problems in mathematics. The goal of my research is to understand the statistical properties of high-dimensional, complex energy landscapes and how these properties affect the behaviour of algorithms and dynamical systems on these landscapes. I first began studying these questions from the perspective of statistical physics, with an emphasis on analyzing glassy systems. More recently, I have turned to analyzing the average case behaviour of optimization and sampling problems arising in combinatorics, data science, and high-dimensional statistics.

Adam Kolkiewicz

Adam Kolkiewicz

Associate Professor

Contact Information:
Adam Kolkiewicz

Research interests

Professor Kolkiewicz's research interests are primarily in the areas of statistics and financial mathematics. In statistics, he has focused on statistical tools for time series analysis, robust methods of estimation, and asymptotic methods of inference.

David Landriault

David Landriault

Professor

Canada Research Chair, Risk Theory

Contact Information:
David Landriault

Research interests

Actuarial Science, Quantitative Risk Management, Applied Probability, Stochastic Process, Risk and Ruin Theory, Stochastic Control Problems in Insurance and Finance, Stochastic Modelling in Insurance

Christiane Lemieux

Christiane Lemieux

Professor

Contact Information:
Christiane Lemieux

Christiane Lemieux's personal website

Research interests

Professor Lemieux is interested in quasi-Monte Carlo methods and their applications. These methods can be thought of as deterministic versions of the well-known and highly used Monte Carlo method. They are designed to improve upon the performance of Monte Carlo by replacing random sampling by a more uniform sampling mechanism based on low-discrepancy point sets. A major goal of Professor Lemieux's research is to improve the applicability of quasi-Monte Carlo methods to a wide variety of practical problems.

Bin Li

Bin Li

Associate Professor

Contact Information:
Bin Li

Personal website

Research interests

Stochastic control (dynamic optimization) problems in insurance, and finance, and economics.

Johnny Li

Johnny Li

Professor - Munich Re Chair

Contact Information:
Johnny Li

Munich Re Chair

Research interests

Professor Li's research interests encompass the fields of stochastic mortality modeling, longevity risk securitization and financial risk management. In particular, he focuses on the technical issues entailed in the development of markets for longevity risk transfers, the measurement of uncertainty involved in estimating future mortality, and the demographic and financial risks associated with products such as reverse mortgages. He also works in the area of actuarial applications in law courts.

Pengfei Li

Pengfei Li

Professor

Contact Information:
Pengfei Li

Pengfei Li's personal website

Research interests

Professor Li's research interests concern some areas of statistics, including finite mixture model, asymptotic theory, empirical likelihood, inference with constraints, experimental design, and smoothing technique.

Fangda Liu

Assistant Professor

Contact Information:
Fangda Liu

Research Interests

Dr. Liu’s research interests lie in actuarial science and quantitative risk management. Her recent research focuses on the study of model uncertainty in (re-)insurance design problems and risk aggregation problems.

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