School of Mathematics, Statistics, Actuarial and Finance Division, University of Nairobi, Nairobi, Kenya - Articles

Modeling Returns and Unconditional Variance in Risk Neutral World for Liquid and Illiquid Market (Articles)

Ivivi Joseph Mwaniki

Journal of Mathematical Finance Vol.5 No.1，January 28, 2015

DOI: 10.4236/jmf.2015.51002 3,187 Downloads 4,157 Views Citations
Stop-Loss Reinsurance Threshold for Dependent Risks (Articles)

Agnella Nemuo Mandia, Patrick Guge Oloo Weke, Joseph Kyalo Mung’atu

Journal of Mathematical Finance Vol.13 No.3，August 11, 2023

DOI: 10.4236/jmf.2023.133019 106 Downloads 612 Views Citations
Convergence of a Randomised Change Point Estimator in GARCH Models (Articles)

George Awiakye-Marfo, Joseph Mung’atu, Patrick Weke

Journal of Mathematical Finance Vol.11 No.2，May 12, 2021

DOI: 10.4236/jmf.2021.112013 322 Downloads 855 Views Citations
Financial Time Series Modelling of Trends and Patterns in the Energy Markets (Articles)

Jane Aduda, Patrick Weke, Philip Ngare, Joseph Mwaniki

Journal of Mathematical Finance Vol.6 No.2，May 23, 2016

DOI: 10.4236/jmf.2016.62027 2,908 Downloads 4,616 Views Citations
A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices (Articles)

Jane Aduda, Patrick Weke, Philip Ngare

Journal of Mathematical Finance Vol.8 No.2，May 31, 2018

DOI: 10.4236/jmf.2018.82030 893 Downloads 2,061 Views Citations
ANN-Time Varying GARCH Model for Processes with Fixed and Random Periodicity (Articles)

Elias K. Karuiru, John Mwaniki Kihoro, Thomas Mageto, Anthony Gichuhi Waititu

Open Journal of Statistics Vol.11 No.5，October 8, 2021

DOI: 10.4236/ojs.2021.115040 168 Downloads 861 Views Citations
ANN-Time Varying GARCH Model: Simulations and Application in Modelling Temperature for Weather Derivatives (Articles)

Elias K. Karuiru, John Mwaniki Kihoro, Thomas Mageto, Anthony Gichuhi Waititu

Open Journal of Statistics Vol.12 No.3，June 30, 2022

DOI: 10.4236/ojs.2022.123027 235 Downloads 864 Views Citations
A Spatial-Nonparametric Approach for Prediction of Claim Frequency in Motor Insurance (Articles)

Gideon Kipngetich, Ananda Kube, Thomas Mageto

Open Journal of Statistics Vol.11 No.4，August 13, 2021

DOI: 10.4236/ojs.2021.114031 237 Downloads 977 Views Citations
This article belongs to the Special Issue on Spatial Statistics and Its Applications
Positive Stable Frailty Approach in the Construction of Dependence Life-Tables (Articles)

Onchere Walter, Weke Patrick, Joseph Ottieno, Ogutu Carolyne

Open Journal of Statistics Vol.11 No.4，August 16, 2021

DOI: 10.4236/ojs.2021.114032 219 Downloads 868 Views Citations
Estimation of Aggregate Losses of Secondary Cancer Using PH-OPPL and PH-TPPL Distributions (Articles)

Cynthia Mwende, Patrick Weke, Davis Bundi, Joseph Ottieno

Open Journal of Statistics Vol.11 No.5，October 19, 2021

DOI: 10.4236/ojs.2021.115049 169 Downloads 657 Views Citations
A Finite Mixture of Generalised Inverse Gaussian with Indexes -1/2 and -3/2 as Mixing Distribution for Normal Variance Mean Mixture with Application (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Open Journal of Statistics Vol.11 No.6，December 10, 2021

DOI: 10.4236/ojs.2021.116056 134 Downloads 731 Views Citations
A Special Weight for Inverse Gaussian Mixing Distribution in Normal Variance Mean Mixture with Application (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Open Journal of Statistics Vol.11 No.6，December 10, 2021

DOI: 10.4236/ojs.2021.116057 144 Downloads 721 Views Citations
Value at Risk and Expected Shortfall for Normal Variance Mean Mixtures of Finite Weighted Inverse Gaussian Distributions (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Journal of Mathematical Finance Vol.12 No.1，February 16, 2022

DOI: 10.4236/jmf.2022.121010 194 Downloads 963 Views Citations
A Normal Weighted Inverse Gaussian Distribution for Skewed and Heavy-Tailed Data (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Applied Mathematics Vol.13 No.2，February 21, 2022

DOI: 10.4236/am.2022.132013 177 Downloads 873 Views Citations
A Bayesian Approach for Penalized Splines with Hierarchical Penalty (Articles)

Anne Wanjira Ndung’u, Samuel Musili Mwalili, Leo Odongo

Open Journal of Statistics Vol.12 No.5，October 14, 2022

DOI: 10.4236/ojs.2022.125037 99 Downloads 580 Views Citations
Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model (Articles)

Charity Wamwea, Philip Ngare, Martin Le Doux Mbele Bidima, Susan Mwelu

Journal of Mathematical Finance Vol.9 No.4，October 30, 2019

DOI: 10.4236/jmf.2019.94036 896 Downloads 1,976 Views Citations
Applying Multivariate Multilevel Models to Explore Arable Land Quality in Sub-Saharan Africa: A Case Study in Kenya (Articles)

Davies D. Onduru, Fred Onyango

Open Journal of Statistics Vol.7 No.6，December 13, 2017

DOI: 10.4236/ojs.2017.76069 805 Downloads 1,553 Views Citations
This article belongs to the Special Issue on Computational Statistics and Data Analysis
Consistency of the φ-Divergence Based Change Point Estimator (Articles)

Mwelu Susan, Anthony G. Waititu, Peter N. Mwita, Charity Wamwea

Open Journal of Statistics Vol.10 No.5，October 27, 2020

DOI: 10.4236/ojs.2020.105048 291 Downloads 877 Views Citations
Limit Distribution of the φ-Divergence Based Change Point Estimator (Articles)

Mwelu Susan, Anthony G. Waititu, Peter N. Mwita, Charity Wamwea

Open Journal of Statistics Vol.11 No.3，May 10, 2021

DOI: 10.4236/ojs.2021.113020 265 Downloads 876 Views Citations
Machine Learning Approaches for Classifying the Distribution of Covid-19 Sentiments (Articles)

M. Kuyo, S. Mwalili, E. Okang’o

Open Journal of Statistics Vol.11 No.5，September 30, 2021

DOI: 10.4236/ojs.2021.115037 284 Downloads 1,506 Views Citations

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