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Showing 5 out of a total of 45 results for collection: Department of Statistics & Actuarial Science.
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Tracing the evolution and charting the future of geothermal energy research and development
Rohit R.V.
;
Vipin Raj R.
;
Kiplangat, Dennis C.
;
Veena R.
;
Rajan Jose
;
A.P. Pradeepkumar
;
K. Satheesh Kumar
(
2023-07-14
)
A Jump Diffusion Model with Fast Mean-Reverting Stochastic Volatility for Pricing Vulnerable Options
Nthiwa, Joy K.
;
Kube, Ananda O.
;
Omari, Cyprian O.
(
Discrete Dynamics in Nature and Society
,
2023-09
)
Hierarchical Logistic Regression Model for Multilevel Analysis on the Uptake of Health Insurance in Nouakchott, Mauritania
Tourad, Tourad Cheikh
;
Ngunyi, Antony
;
Imboga, Herbert
(
International Journal of P2P Network Trends and Technology
,
2022-05
)
Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing
Odin, Matabel
;
Aduda, Jane Akinyi
;
Omari, Cyprian Ondieki
(
2023-11
)
A hybrid neural network model based on transfer learning for Arabic sentiment analysis of customer satisfaction
Bakhit, Duha Mohamed Adam
;
Nderu, Lawrence
;
Ngunyi, Antony
(
2024-02
)
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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)