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 Emeritus
  • History of probability, statistics and actuarial science
  • Survey sampling design and estimation
  • Analysis of complex survey data
Dr. Simon Bonner - Assistant Professor, Joint with the Department of Biology
  • Statistical ecology
  • Mark-recapture methodology
  • Bayesian inference and Markov chain Monte Carlo Sampling
  • Applied statistics

Dr. Matt Davison - Professor (Dean of Science)

  • Energy finance
  • Options pricing
  • Portfolio optimization
  • Real options (with application in Defence and Medicine)
Dr. Charmaine Dean - Professor Emeritus (Vice President - University Research - University of Waterloo)
  • 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
Dr. Camila de Souza - Assistant Professor
  • Latent variable modelling
  • Functional data analysis
  • Nonparametric regression
  • Genomics
  • Biostatistics

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 (Graduate Chair)

  • Stochastic Processes: Multivariate, Stochastic Covariance, First passage time
  • Financial Mathematics: Pricing exotic products, Dynamic portfolio optimization
  • Statistics: Estimation stochastic processes. Biostatistics
Dr. Katsuichiro Goda - Associate Professor (Joint with the Department of Earth Sciences Canada Research Chair in Multihazard Risks)
  • Catastrophe modelling for natural disasters
  • Risk financing for natural disasters
  • Insurance and reinsurance
  • Catastrophe bonds and alternative risk transfer
Dr. Hyukjun Gweon - Assistant Professor
  • Nonparametric classification
  • Multi-label data analysis
  • Text data analysis
  • Classification model evaluation
  • Active and semi-supervised learning

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 Emeritus
  • Inference for stochastic processes, interacting particle systems, point process
  • Bootstrapping techniques
  • Smoothing techniques
  • Asymptotic methods in statistics
Dr. Shu Li - Assistant Professor
  • Risk Theory
  • Ruin Theory
  • Stochastic Modeling in Actuarial Science
  • Applications of Insurance Risk Processes
Dr. Xiaoming Liu - Associate Professor
  • Actuarial Science
  • Mathematical Finance
  • Stochastic Processes
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
  • Ruin theory
  • Risk theory
  • Actuarial applications of reliability theory
Dr. Dave Stanford - Professor
  • Queueing Systems (especially priority queues)
  • Matrix Analytic Methods for Markov Chains
  • Healthcare Waiting Times, especially for Emergency Departments
  • Optimal Allocation of Transplanted Organs for Fair Access by ABO Blood Type
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 (Associate Chair)
  • 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