Research Papers/Topics in Actuarial Science

Speciation Of Cadmium And Lead In Soils From Open-Air Motor Vehicle Workshop In Nairobi And Levels In Nearby Vegetables And Stream

ABSTRACTThe presence of toxic metals such as lead and Cadmium in the environment has been a source of worry to environmentalists, government agencies and health practitioners. This is mainly due to their health implications since they are non-essential metals. Heavy metals are associated with various soil components in various ways and the various associations can determine the reactivity, mobility and bioavailability of the metals. The primary objective of the present study was to determine ...

Distorted Wave Method Applied To Elastic Scattering Of Electrons By Magnesium Atom

AbstractKnowledge of differential and integral cross sections for electron-atom or electron-ion collision is very important in the study of astrophysics, plasma physics and laser development. So it is essential to make studies of differential and integral cross sections for electron atom collision either experimentally or theoretically. In this study the Distorted Wave Method has been applied to calculate the differential and integral cross sections for elastic scattering of electrons by a ma...

In Vitro Response Of Phomopsis Theae To The Products Of Azadirachta Indica And Extracts Of Warburgia Ugandensis

ABSTRACTTea is one of the major cash crops in Kenya and a means of livelihood to people living around the region where it is grown. Branch and collar canker disease is among the many diseases which affect the crop hence reducing its production. Methods used to control the disease mainly involve the use of chemical fungicides which are toxic and not environmentally friendly. This study was therefore done to determine the use of plant products and extracts to manage the disease. Among the produ...

Application Of Auxiliary Variables In Two-Step Semi-Parametric Multiple Imputation Procedure In The Estimation Of Population Mean

ABSTRACT Multiple imputation procedure is used in handling of item non-response. The imputation procedure is affected by model misspecification and leads to loss in efficiency and biased results. The inclusion of auxiliary variables in the sampling design helps to avoid sensitivity of inference to model misspecification and improves the precision of estimate of population mean. The main aim of this study was to incorporate auxiliary variables in the Multiple Imputation to improve the accu...

Analysis Of Amaranthus Oil From Selected Agro-Ecological Zones In Kenya

ABSTRACTAmaranthus is a pseudocereal that has its origin in Mexico, South America. It is commonly known as ‘terere’ in Kenya and is mostly used as leaf vegetable. It is fast gaining interest in Kenyan population as a grain due to its ability to adapt to different environments thus can be grown in semi-arid areas, its fast maturity time of 45-75 days, its high economic value and its vital nutrient composition. Amaranth is found to flourish in hot and dry climates where other cereals are di...

On-Host Behavioural Interactions Between Adult Rhipicephalus Appendiculatus And Characterisation Of The Mediating Pheromones

ABSTRACTRhipicephalus appendiculatus (Brown Ear tick) is an efficient vector of Theileria parva the aetiological agent of East Coast fever (ECF) in cattle. Currently, ECF threatens about 28 million cattle in eastern, central and southern Africa. Control of this tick has largely depended on synthetic acaricides. The use of these chemicals for tick control has however, been compromised by increased cases of tick resistance, high cost of the acaricides and concerns over environmental pollution a...

Projecting fertility by educational attainment: Proof of concept of a new approach.

ABSTRACTThe United Nations Population Division publishes fertility projections for all countriesin the World Population Prospects (WPP). These are the most widely used projectionsfor planning and policy implementation. Despite a substantial body of literature thatsuggests education has a significant impact on fertility, these projections do notincorporate changes in the composition of the population by level of education. Wetherefore propose and implement a method that incorporates edu...

Variation in diet of the West coast rock lobster (Jasus lalandil): influence of rock-lobster sex, size and food environment.·

AbstractFew studies of rock-lobster diet have included analyses of mature females or juveniles ofeither sex. This study focused on the diet of male and female West Coast rock lobsters(Jasus lalandil) in three size classes (viz.: 10 - 35 mm CL (carapace length) - small,40 - 59 mm CL - medium and 70 - 85 mm CL - large), using visual analyses of stomachcontents. The principle aims were to examine potential differences in diet between:(1) male and female rock lobsters; (2) changes in diet w...

Application Of Discrete And Continous Time Models In Valuation Of Credit Insurance For Asset-Based Lending Companies

ABSTRACTAsset-based lending companies and other loan providers are exposed to risk of loandefaults by borrowers. To reduce this risk, these companies acquire credit insurance. Thuswhen the borrower defaults in payment, the insurance company covers a percentage of theoutstanding balance which generates a way to lessen and spread credit risk that the lenderincurs. Therefore there are a number of methods put in place such as frequency-serverityand hazard rate models used to value credit insuranc...

Statistical Approach To Prediction Of Financial Distress Of Listed Firms In The Nairobi Securties Exchange

ABSTRACTThis research project examined the phenomenon of bankruptcy prediction from a developing economyperspective using the Altman Z-score models. These models rank among the bankruptcy models,whose main purpose is to detect the impending bankruptcy in good time. Drawing an empiricaldata from audited financial statements of firms listed in Nairobi Security Exchange in Kenya, the authortested Altman original Z-score (1968)and the Emerging Markets (1993) models using the datasetof the years e...

Marshall–Olkin Power Lomax Distribution For Modeling Of Wind Speed Data

Accurate collection of wind speed records is significant for numerous wind power applications. The present investigation aims to highlight the use of the Marshall–Olkin Power Lomax (MOPLx) distribution for wind speed data. We examine the actual wind speed records gathered from three stations Bahawalpur, Gwadar, and Haripur. The dataset is demonstrated by using MOPLx distribution and compare its modeling performance with renowned probability distributions, for example, Weibull– Lomax,...

The Influence Of Microeconomic Variables On Stock Prices Of Companies Listed On Ghana Stock Exchange

ABSTRACTThis study examines the long-run equilibrium relationship and the direction of causality between stock prices at Ghana Stock Exchange (GSE) and a set of five stock market oriented factors technically can be defined as microeconomic variables. The study employs time series data comprising of the stock prices of listed companies for the period spanning from April 1998 to April, 2013 and key microeconomic variables, benchmarks of corporate performance, obtained from the annual financial ...

Analysing The Effects Of Macroeconomic Variables On Inflation In Ghana Using Distributed Lag Models.

The study examines the relation between inflation and some key macroeconomic variables such as money supply, interest rate, exchange rate, and GDP in Ghana. These macroeconomic variables are obtained from the Bank of Ghana spanning through January 1990 to December 2014. Data obtained were on monthly basis. However, it is only the GDP which was an annual data but had been transformed into monthly data. We use the Augmented Dickey-Fuller (ADF) technique; the Granger Cau...

Performance Measurement Of Probability Distributions In Modelling Non-life Insurance Claims

In this thesis, we model non-life insurance claims by using the two-parameter Negative Binomial (NB) and three-parameter Discrete Generalised Pareto (DGP) distributions. Data from National Insurance Commission (NIC) on Reported and Settled Claims counts for the period 2012 - 2016 were considered. The maximum likelihood estimation (MLE) was adopted to fifit Negative Binomial and Discrete Generalised Pareto to the count data. In the latter case, the estimation involved ...

Modelling Asset Returns In A Portfolio Using Ornstein-Uhlenbeck Stochastic Proce

ABSTRACT The study explores the modelling of asset returns in portfolio as a stochastic process which exhibits mean reversion towards the long-term stationary mean. This can be thought of as if an asset return is connected to its long-run mean with a spring which pulls the asset return towards the long-run mean. The study investigates the stochastic nature of two assets returns by use of autoregressive and Ornstein-Uhlenbeck (OU) processes to illustrate the features of the assets weekly...


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