Economic capital and capital allocaton modeling

The International Association of Insurance Supervisors, of which Canada is a member, has recently introduced the notions of Enterprise Risk Management (ERM) and Own Risk and Solvency Assessment (ORSA), as two key components of its regulatory reform. Loosely speaking, the ERM identifies, measures and monitors insurer risks while the ORSA manages them.

Mathematical and Computational Techniques for Cytotoxicity

The study of toxicity is to investigate the adverse effects of chemical and physical agents on living organisms and biological systems, and it is an important topic in the health and environmental sciences. In recent years, Alberta researchers has made great progress and contribution towards developing an innovative toxicity profiling program, and tremendous data sets have been obtained through numerous experimental studies.

Impact of early vaccination during influenza outbreaks

Vaccination is an important preventive measure against influenza infection during both seasonal epidemics and pandemic outbreaks. This research aims to understand the effect of early vaccination during influenza outbreaks. The objectives are to measure the effectiveness of early vaccination in terms of reducing disease burden (e.g., infection, hospitalization). We apply an important methodology, namely mathematical and computational techniques, to achieve our objectives.

Évaluation statistique et prévision de la performance de gestionnaires d’actif

Ce projet porte sur l’évaluation de la performance de gestionnaires de fonds de placement. Plus spécifiquement, dans ce projet on cherche à développer des outils qui permettront à la compagnie de déterminer, à partir de données sur ses rendements passés et sur le rendement d’indices de marché appropriés, si un gestionnaire d’actif a été significativement plus performant dans ses placements que l’indice de marché en question.

The Characterization and Simulation of Futures Markets

Current financial models do an inadequate job of capturing the nuances of actual market movements and often exclude the characteristics that would differentiate the resulting data from randomly generated data. The project will identify the key market characteristics that encompass actual market movements by extending current pricing models to encompass those characteristics that are deemed to be important from the perspective of a market participant.

Evolution of digital access modes in Employee and Family Assistance Programs

Shepell·fgi is a leading provider of Employee and Family Assistance Programs (EFAPs) for domestic and global clients. As digital technology and online social networks became increasingly important, Shepell·fgi added new digital services (First Chat, Video Counselling, Online Access, and other online programs) other than the traditional delivery channels (telephone and in-person appointments). Many recent studies focus on analyzing the clinical and monetary effectiveness of these online programs, however, rarely do they focus on user demographics.

The impact of PCV13 vaccine program discontinuation on herd immunity decay and serotype replacement: a mathematical modeling study

The clinical and cost effectiveness of immunizing children WIth PCV7 and PCV13 is well established in the scientific literature. However the success of pneumococcal conjugate vaccines in children has given rise to questions from payers regarding whether continued investment in PCV13 for children is needed. The proposed research project undertaken by the intern will help the partner organization to quantitatively determine: 1) What is the optimal percentage of the children population that needs to be vaccinated to incure herd immunity in the rest of the population?

Improving efficiency and safety in aviation industry using big data analytics

In aviation industry a large flow of data including thousands of parameters are registered by FDRs (Flight Data Recorders). The objective of this project is to use this big data to improve the efficiency and safety of flights. The data is collected and segmented from the raw datasets and then proper data cleaning methods are used to preprocess data. Then, by the help of analytical models we define a baseline for different registered parameters and compare individual flights against the baseline to detect anomalies.

Exploitation of special functions orthogonal on finite domains of 2D and 3D lattices-Fourier expansions of functions sampled on lattices

The advantages of digital data (signal functions) processing have made this technique a standard for processing real world analog data in many areas of life, from music industry to seismology. Stored digitally, the data also become less sensitive to physical limitations than their analog counterparts. Other advantages include straightforward low frequency filtering procedures (e.g. as required in seismology, oceanography and other environmental monitoring), as well as frequency bounding (e.g. in telecommunications, sending large bandwidth signals over a narrow bandwidth).

Evaluate the impact on transmission dynamics and cost-effectiveness of pertussis booster vaccine for Canadian adolescents and adults

Pertussis or whooping cough is caused by the strict human pathogen B. pertussis or Bordetella parapertussis and is a highly contagious, potentially life-threatening respiratory tract illness when it occurs in unprotected infants. Despite the introduction of acellular pertussis (aP) vaccines and great initial success of the immunization program, pertussis outbreaks were reported in adolescents and adults in Canada since 1993. This trend was demonstrated as shift in pertussis epidemiology from infants and young children.