Rohana Ambagaspitiya

Rohana Shantha Ambagaspitiya

Contact information

Phone number

Office: +1 (403) 220-7679

Location

Office: MS556

Background

Educational Background

PhD Mathematical Statistics, McMaster University, 1991

MSc Statistics, McMaster University, 1987

BSc (Hons) Mathematics, University of Sri Lanka, 1982

Research

Areas of Research

Renewal risk processes

Courses

Course number Course title Semester
ACSC 437 Actuarial Models Fall
ACSC 527 Life Contingencies III Winter
ACSC 539.6 Special Topics in Actuarial Science (Interest Rate Modelling) Winter
ACSC 627 Advanced Life Contingencies Winter
ACSC 639.6 Conference Course in Actuarial Modelling (Interest Rate Modelling) Winter

More Information

Publications

Journal article

  • Ambagaspitiya, Rohana. "Aggregate survival probability of a portfolio with dependent subportfolios". Insurance: Mathematics \& Economics 32.3 (2003): 431-443. Print.
  • Ambagaspitiya, Rohana. "On the distributions of two classes of correlated aggregate claims". Insurance: Mathematics \& Economics 24.3 (1999): 301-308. Print.
  • Ambagaspitiya, Rohana. "Compound bivariate {L}agrangian {P}oisson distributions". Insurance: Mathematics \& Economics 23.1 (1998): 21-31. Print.
  • Balakrishnan, N. and Ambagaspitiya, Rohana. "Classical classification procedure based on {$k$} dichotomous and one continuous variables". Parisankhyan Samikkha. An International Journal of Statistics 2.1 (1995): 1-11. Print.
  • Ambagaspitiya, Rohana. "A family of discrete distributions". Insurance: Mathematics \& Economics 16.2 (1995): 107-127. Print.
  • Balakrishnan, N. and Ambagaspitiya, Rohana. "A robust method of estimation based on the {MML} estimators for a simple linear regression model". Journal of Statistical Planning and Inference 30.2 (1992): 267-279. Print.
  • Tiku, M. L., Balakrishnan, N. and Ambagaspitiya, Rohana. "Error rates of a robust classification procedure based on dichotomous and continuous random variables". Communications in Statistics. Simulation and Computation 18.2 (1989): 571-588. Print.
  • Balakrishnan, N. and Ambagaspitiya, Rohana. "An empirical power comparison of three tests of exponentiality under mixture- and outlier-models". Biometrical Journal. Journal of Mathematical Methods in Biosciences 31.1 (1989): 49-66. Print.
  • Balakrishnan, N. and Ambagaspitiya, Rohana. "Relationships among moments of order statistics in samples from two related outlier models and some applications". Communications in Statistics. Theory and Methods 17.7 (1988): 2327-2341. Print.

Preprint

  • Ambagaspitiya, Rohana. "On the aggregate survival probability of a portfolio with dependent sub-portifolios.". , (September 2003). Print.