Christophe Groendyke, Ph.D.
Assistant Professor of Actuarial Science (Mathematics)
412-397-6054 phone (M)
John Jay 318
- Ph.D., Statistics, Pennsylvania State University, 2011
- Master of Science, Statistics, Pennsylvania State University, 2008
- Bachelor of Science, Mathematics, University of Texas at Austin, 1997
- Bachelor of Arts, Computer Sciences, University of Texas at Austin, 1997
- Chris worked as an actuary at USAA Life Insurance Company in San Antonio, Texas for over seven years. He worked on the pricing of various life insurance products, as well as asset/liability management, project management, and product management.
- Chris became a Fellow of the Society of Actuaries in 2004 and serves on various committees for the SOA.
Area of Expertise/Research
- Chris has a few different research areas that he is active in. He is interested in the dynamics of disease spread through populations, and in developing methods for using epidemic data to perform statistical inference on network models. He is currently working to apply these methods to biological epidemics as well as contagions within financial networks.
Chris is interested in studying and developing techniques and algorithms to solve computationally intensive statistical inference problems; he has written a software package in R that performs statistical inference for contact networks based on epidemic data, using a Bayesian approach and Markov Chain Monte Carlo methods.
- Hartman, Groendyke. "Model Selection and Averaging in Financial Risk Management;" North American Actuarial Journal (2013).
Tibbits, Groendyke, Haran, Liechty. "Efficient Multidimensional Slice Sampling;" Journal of Computational and Graphical Statistics (2013).
Groendyke, Welch, Hunter. “A Network-based Analysis of the 1861 Hagelloch Measles Data" Biometrics (2012).
Groendyke. Introduction to Life Contingencies. Society of Actuaries (2012).
Groendyke, Welch, Hunter. “Bayesian Inference for Contact Networks Given Epidemic Data”. Scandinavian Journal of Statistics (2011).
- 2013 - "Model Selection in Regime-switching Models of Various Types," Invited Talk, Annual Meeting of the Society of Actuaries
- 2012 - "A Network-based Analysis of the 1861 Hagelloch Measles Data," Invited Talk, Statistical Society of Canada, Guelph.
- 2010 - "Bayesian Inference for Contact Networks Given Epidemic Data," Contributed Talk, International Biometric Society -- Eastern North America Region, New Orleans
- 2008 - "Automated Markov Chain Monte Carlo Based on the Ratio-of-Uniforms Transformation," Contributed Talk, Joint Statistical Meetings, Denver.
Schedule of Courses
Schedule Book for All Active and Available Future Terms, Christophe
|ASCI4110-C1||03:30-04:45 PM|| T R||M||Groendyke||1 (01/13-05/03/14)||4 Seats
|ASCI4300-A||11:00-12:15 PM|| T R||M||Groendyke||1 (01/13-05/03/14)||25 Seats
|ASCI4903-A||-||APPT||M||Groendyke||1 (01/13-05/03/14)||8 Seats