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Showing 10 out of a total of 45 results for collection: Department of Statistics & Actuarial Science.
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Modeling USD/KES Exchange Rate Volatility using GARCH Models
Omari, Cyprian Ondieki
;
Mwita, Peter Nyamuhanga
;
Waititu, Antony Gichuhi
(
IOSR Journal of Economics and Finance (IOSR-JEF)
,
2017-02
)
Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian
(
Scientific Research Publishing Inc.
,
2019-10-17
)
Deterministic prediction of surface wind speed variations
Drisya, G. V.
;
Kiplangat, Dennis Cheruiyot
;
Asokan, K.
;
Kumar, K. Satheesh
(
Annales Geophysicae
,
2014-11-19
)
Determinants That Influence Household Food Security In the Lake Victoria Basin
Ngunyi, Anthony
(
2014
)
Residential insurance market responses after earthquake: A survey of Christchurch dwellers
Mumo, Richard
;
Watt, Richard
(
International Journal of Disaster Risk Reduction
,
2019-04-27
)
Empirical estimation of return period and distribution of duration of wind speed exceedances
Kiplangat, Dennis Cheruiyot
;
Asokan, K.
;
Drisya, G. V.
;
Kumar, K. Satheesh
(
Recent Advances in Intelligent Computational Systems (RAICS)
,
2018-12-08
)
Forecasting Value-at-Risk of Financial Markets under the Global Pandemic of COVID-19 Using Conditional Extreme Value Theory
Cyprian Omar
;
Simon Mundia
;
Immaculate Ngina
(
Journal of Mathematical Finance
,
2020-10
)
Inter-Arrival Time Modeling of Threshold Scores in Mathematics Among School Pupils; A Case of Acacia Crest School, Kenya
Ngunyi, Anthony
;
Stella Mutahi
;
Thomas Mageto
(
International Journal of Data Science and Analysis
,
2020-12
)
Modeling Zero Inflation and Over-Dispersion in Domestic Package Insurance Claims Portfolio: A Case of Madison Insurance Company-Kenya
Ngunyi, Anthony
;
Thomas Mageto
;
Stella Mutahi
(
Science Publishing Group
,
2020-12
)
Post-Harvest Loss Modeling of Maize Produce in Kenya
Ngunyi, Anthony
;
Julius Sang
;
Anthony Wanjoya
(
2575-1891
,
2020-10
)
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Author
Ngunyi, Anthony (15)
Omari, Cyprian Ondieki (9)
Kiplangat, Dennis Cheruiyot (5)
Kumar, K. Satheesh (5)
Waititu, Antony Gichuhi (5)
Asokan, K. (4)
Drisya, G. V. (4)
Mwita, Peter Nyamuhanga (4)
Ogutu, Keroboto B. Z. (4)
Mageto, Thomas (3)
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Subject
Actuarial Modeling, Claim Frequency, Claim Severity, Goodness-of-Fit Tests, Maximum Likelihood Estimation (MLE), Loss Distributions (1)
Backtesting (1)
Backtesting, Copulas, Currency Exchange Rate, Dependence Modelling, GARCH-EVT-Copula Model, Portfolio Risk, Value-at-Risk (1)
Backtesting, Extreme Value Theory (EVT), Financial Risk Management (FRM), GARCH Models, Peak-Over-Threshold (POT) and Value-at-Risk (VaR) (1)
backtesting, generalized autoregressive conditionally heteroscedastic (GARCH) models, Value-at-Risk (VaR), volatility clustering, Conditional and Unconditional Coverage Tests (1)
Bayesian, remittance, household credit (1)
Bitcoin, (1)
Christchurch earthquakes Residential property insurance Disaster risk Insurance demand (1)
Copula; regular vines; C-Vine, D-Vine; currency exchange rates; tail dependence; pair-copula constructions. (1)
Cryptocurrencies (1)
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Date Issued
2018 (8)
2023 (7)
2020 (6)
2017 (5)
2014 (4)
2019 (4)
2022 (4)
2015 (3)
2016 (2)
2021 (1)
Has File(s)
Yes (45)