| dc.contributor.author | Were, Joshua | |
| dc.contributor.author | Oduor, Brian | |
| dc.contributor.author | Nyakinda, Joseph | |
| dc.date.accessioned | 2024-04-29T14:56:38Z | |
| dc.date.available | 2024-04-29T14:56:38Z | |
| dc.date.issued | 2024-03-11 | |
| dc.identifier.uri | https://repository.maseno.ac.ke/handle/123456789/6082 | |
| dc.description | Journal homepage: https://ssarpublishers.com/ssarjms/ | en_US |
| dc.description.abstract | In this paper, we focus on establishing optimization conditions for the extended
binomial Cox-Ross-Rubinstein (CRR)model, particularly in the context of managing portfolios in life insurance under varying noise conditions. We also give the convergence analysis of the model. | en_US |
| dc.publisher | SSAR Publishers | en_US |
| dc.subject | CRR model, Portfolio, Optimization, Convergence | en_US |
| dc.title | Portfolio optimization for extended (p, q) –binomial cox –ross- rubinstein model | en_US |
| dc.type | Article | en_US |
