A system dynamics model of the continuum of care for HIV

Operations Research — often referred to as the “Science of Better” — uses Mathematics to improve the efficiency of everything from the operation of airlines to hospitals. In collaboration with the BC Centre for Excellence in HIV/AIDS at St. Paul’s Hospital and Merck Frosst, this project will use Operations Research to improve the treatment and care of HIV/AIDS patients in British Columbia. The delivery of care to HIV/AIDS patients is a complex process.

Risk minimizing hedging strategy of variable annuity guarantees under stochastic interest rates

A hedge is an investment position intended to offset potential losses, or in our case to pay off potential liabilities. Interest rates play an important role in hedging strategies and risk management for variable annuities and other long-term products. Financial institutions have an urgent need for practical and affordable dynamic hedging strategies. We propose a realistic interest rates model and the so-called risk minimization hedging strategy.

Parameter Uncertainty and Model Adequacy for GLMs Applied to Property/Casualty Insurance Data

Accurate forecasting is of crucial importance in managing insurance risks and ensuring a solvent and profitable operation. In recent years the property/Casualty insurance industry has adopted generalized linear models (GLMs) to improve the fit and prediction accuracy of their insurance portfolio models. Yet, the interdependence between the different insurance covers included in packaged products, such as car insurance, need to be explained in the GLM in order to include them in the predictive process.

Regression Models for Credit Card Strategies

ATB Financial is a large Alberta based full service financial institution. The Card Services department was formed 5 years ago and is growing rapidly. The Card Strategy team within Card Services is developing models and processes to manage marketing campaigns, credit risk management, collections and fraud effectively. The intern will support the team by providing expertise and assistance with model specification and estimation, model validation and management reporting. These duties require advanced knowledge of statistical regression models and their applications.

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