Research Areas

Dr. Robert Andersen Adjunct Faculty (Dean of Social Science)
  • Applied statistics (especially to social science data)
  • Survey Design
  • Graphical methods
Dr. David R. Bellhouse Professor Emertus
  • History of probability, statistics and actuarial science
  • Survey sampling design and estimation
  • Analysis of complex survey data
Dr. Matt Davison Professor (Director-School of Mathematical & Statistical Sciences, Canada Research Chair)
  • Energy finance
  • Options pricing
  • Portfolio optimization
  • Real options (with application in Defence and Medicine)

Dr. Charmaine Dean Professor

  • Longitudinal and Life-History Analysis
  • Derivation of Methods for Mapping Disease/Mortality Rates
  • Long- and Short- term Survival after Coronary Bypass Surgery
  • Climate Change Impacts on Forest Fires
  • Forests, Fires, and Stochastic Modelling

Jörn Diedrichsen (Western Research Chair)

  • Spatio-temporal models of neural activity  
  • Analysis of brain imaging data
  • Computational Neuroscience
  • Bayesian analysis

Dr. Marcos Escobar-Anel Associate Professor

  • Stochastic Processes: Multivariate, Stochastic Covariance, First passage time
  • Financial Mathematics: Pricing exotic products, Dynamic portfolio optimization
  • Statistics: Estimation stochastic processes. Biostatistics
Dr. Wenqing He Professor
  • Multivariate lifetime data analysis
  • Gene expression data analysis
  • Analysis of longitudinal data
  • Analysis of missing data
  • Data mining
  • Biostatistics
Mr. Harold Hugel Sessional Lecturer
  • Managing investment portfolios
  • Asset liability management
  • Investor behaviour
Dr. Bruce Jones Professor
  • Actuarial Applications of Multi-State Models
  • Applications of Credibility Theory
  • Insured Lives Mortality
Dr. Reg Kulperger Professor
  • Inference for stochastic processes, interacting particle systems, point process
  • Bootstrapping techniques
  • Smoothing techniques
  • Asymptotic methods in statistics
Dr. Xiaoming Liu Associate Professor
  • Actuarial Science
  • Mathematical Finance
  • Stochastic Processes
Dr. Ian B. MacNeill Professor Emertus
  • Time series analysis and forecasting
  • Changepoint and changeboundary problems
  • Limit theory for partial sum sequences and for iterated partial sum sequences
  • Modeling and forecasting rates of morbidity and mortality of chronic diseases
  • Monitoring methods for early detection of outbreaks of infections
  • Forecasting the extent of detected outbreaks of infections
Dr. Rogemar Mamon Professor (Department Chair and Faculty Scholar)
  • Quantitative finance
  • Applications of stochastic processes to financial and actuarial modelling
  • Optimal estimation of Markov-modulated models: filtering, smoothing and prediction
Dr. Ian McLeod Professor
  • Time Series analysis
  • Wavelet methods for time series
  • Data visualization
  • Massive datasets and data mining
  • Neural networks for forecasting
  • Statistical computing
  • Bayesian analysis
  • Statistical software development
Dr. Duncan Murdoch Professor Emeritus
  • Applied Statistics
  • Bayesian Methods
  • Statistical computing
  • Statistical graphics
  • Statistics of orientation data
Dr. Serge B. Provost Professor
  • Multivariate statistical analysis
  • Probabilistic models in environmental sciences
  • Serial correlation
  • Inference with incomplete data
  • Distribution theory, special functions
  • Quadratic forms, theory and applications
  • Functional linear models
  • Iterative techniques in actuarial science
  • Tests of exponentiality
Dr. Mark Reesor Associate Professor at Wilfred Laurier University
  • Financial Mathematics - credit risk management and pricing
Dr. Jiandong Ren Associate Professor
  • Insurance
  • Actuarial Science
  • Risk management
Dr. Hristo S. Sendov Associate Professor
  • Mathematics
Dr. Kristina Paskova Sendova Associate Professor (Graduate Chair)
  • Ruin theory
  • Risk theory
  • Actuarial applications of reliability theory
Dr. Lars Stentoft Associate Professor (Canada Research Chair)
  • Computational Finance
  • Finance
  • Financial Econometrics
  • Option Pricing
  • Simulation Methods
Dr. Douglas Woolford Associate Professor
  • Environmetrics
  • Forest fire science / wildland fire science
  • Forest fire management / wildland fire management
  • Forest fire occurrence prediction / wildland fire occurrence prediction
  • Risk assessment and risk modelling
  • Stochastic models, statistical models
  • Data science, data analytics
Dr. Hao Yu Professor
  • Statistical Computing, Parallel Programming and Rmpi
  • Financial Time Series
  • Stochastic Modeling and Residual Analyses
  • Approximation in Statistics and Probability
Dr. Ricardas Zitikis Associate Professor
  • Stochastic modelling in economics
  • Actuarial science
  • Time series analysis
  • Stochastic processes