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Browsing Department of Statistics & Actuarial Science by Author

Browsing Department of Statistics & Actuarial Science by Author "Omari, Cyprian Ondieki"

Now showing items 1-9 of 9

Title: A Comparative Performance of Conventional Methods for Estimating Market Risk Using Value at Risk Author: Omari, Cyprian Ondieki Date: 2017
Title: Conditional Dependence Modelling with Regular Vine Copulas Author: Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Waititu, Antony Gichuhi Date: 2019-01-01
Title: Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model Author: Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Gichuhi, Antony W. Date: 2018-05-31
Title: Modeling the Frequency and Severity of Auto Insurance Claims Using Statistical Distributions Author: Omari, Cyprian Ondieki; Nyambura, Shalyne Gathoni; Mwangi, Joan Martha Wairimu Date: 2018-02-26
Title: Modeling USD/KES Exchange Rate Volatility using GARCH Models Author: Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Waititu, Antony Gichuhi Date: 2017-02
Title: Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs Author: Matabel Odin; Jane Akinyi Aduda; Omari, Cyprian Ondieki Date: 2023-02
Title: Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model Author: Odin, Matabel; Aduda, Jane Akinyi; Omari, Cyprian Ondieki Date: 2022-10
Title: Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing Author: Odin, Matabel; Aduda, Jane Akinyi; Omari, Cyprian Ondieki Date: 2023-11
Title: Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates Author: Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Waititu, Antony Gichuhi Date: 2017-11-02

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Browsing Department of Statistics & Actuarial Science by Author "Omari, Cyprian Ondieki"

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