Statistics and Actuarial Science: Recent submissions
Now showing items 1-20 of 30
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Asset Liability Management (ALM) In Determining Solvency and Profitability: A Case Study of CIC Life Assurance
(Maseno university, 2024)The aim of this research was to analyze the practices of asset Liability Management( ALM) at CIC Life Assurance. The study was significant because it analyzed how ALM practices at CIC Life assurance determined its solvency ... -
Quantitative analysis of credit default risk Assessment using black-scholes-merton Model: a case study of the Kenyan Manufacturing industry
(Maseno university, 2024)The Kenyan manufacturing industry is a major contributor of the country’s economy, contributing significantly to GDP growth, job creation, and export opportunities. However, despite its undeniable significance, the Kenyan ... -
A comparative study of cox-ingersoll-ross and Vasicek models: a case study of the 91-day treasury Bill rate in Kenya
(Maseno university, 2024)Interest rates is an important factor in the operation of any financial market, with different interest rates having different effects on investment decisions. As such, understanding how interest rates move across different ... -
Interest rate risk modeling using semi-heavy tail Distributions of normal variance-mean mixtures: Central bank of Kenya interest rates
(Maseno university, 2024)Derivative prices such as options and bond prices as well as swaps depend on the distributional assumptions of the underlying economic variables, normally, interest rates. The risk associated with changes in interest rates ... -
Approximations of ruin probabilities under financial constraints.
(Maseno University, 2022)This thesis studies the approximate ruin probabilities under financial constraints which in- clude the rate of inflation, constant interest rate, and taxation. When the surplus falls below zero, the insurance company is ... -
Forecasting Kenya’s inflation rate using a Varma for price of imported crude oil and Kenya’s previous inflation rate time series
(Maseno university, 2021)Inflation is the persistent rise in the prices of selected goods and services over time. The rate of inflation measures economic performance of a country and is an important economic indicator to economists of any given ... -
A correlation study on the effect of Non-conditional cash transfer on poverty Alleviation among older persons in Emuhaya sub- county, Kenya
(Maseno university, 2021)The world is experiencing growth in the number of older persons with those aged 60 years and above projected to double from 1.4 billion in 2015 to 2.8 billion in 2050. According to the Kenya Population and Housing Census, ... -
Simplifying the markov chain analysis of rainfall Data using genstat
(Maseno university, 2011)Despite the rapid development of statistical packages, a lot of climatic data still remain unanalyzed due to lack of specialized routines in most of the packages, One package has a climatic menu though with limitation ... -
Deterministic modelling of tuberculosis and Hiv/aids
(Maseno university, 2010)The human immunodeficiency virus (HIV) pandemic presents ~ massive challenge to the control of recurrent diseases like tuberculosis (TB) at all levels. Tuberculosis is also one of the most common causes of morbidity and ... -
Efficiencies of reinforced bib and augmented· Block designs in sugarcane test families’ vs Controls experiments
(Maseno university, 2010)The designs used for experimentation generally require making all the possible paired comparisons among the treatments but in plant breeding selection programmes the comparison of interest is usually a subset of all the ... -
Non-parametric regression estimation of a finite Population total in the presence of Heteroscedasticity
(Maseno university, 2010)Non parametric regression provides computationally intensive estimation.of unknown finite population quantities. Such estimation is usually more flexible and robust than inferences tied to design - probabilities (in ... -
The Use of Cast Tests and Exercises to Improve The Learning of Statistics at Tertiary Level of Education
(Maseno university, 2012)Statistics as a course has become a computerised teaching subject due to the changing needs of the students who often use computers to process, and analyse various data sets. Recent technological developments have led ... -
Analysis of seasonal time series with Missing observations: A case of harvesting of fish in Lake Victoria Kenya.
(Maseno University, 2013)ABSTRACT Time series is a measured observation recorded with time. This statistical procedure is applicable in many fields of study including engineering and economics. The process of collecting data sometimes faces a ... -
Multilevel Analysis Applied to Binary Data: Malaria Prevalence in Sauri Millenium Village, Kenya
(Maseno University, 2014)Millennium Villages Project is an initiative that is meant to demonstrate that the millennium development goals could be achieved in an integrated approach in putting a combination of interventions in place. Among these ... -
Analysis of young people’s career by use of Markov chains: case study of Kisumu city
(Maseno University, 2017)It is the desire of every person to have a career. Not much thought has been taken by young people on how they can arrive at their future careers. The reason is mainly because they are not aware. As much as many people ... -
Application of Markov chain Model in transition of girls in Public secondary schools; a case Study of Kisumu west sub-county, Kenya
(Maseno University, 2017)Transition is a very important factor in determining success of a student in secondary school. It forms a basis for implementing poverty reduction strategy by the government through acquisition of basic literal skills ... -
Knowledge, attitudes, practices and prevention of malaria: a statistical perspective of Kabras north division, Kakamega county, Kenya
(Maseno University, 2017)An elaborate understanding of the Knowledge, Attitudes and Practices (KAP) of particular community can inform the design of Behaviour Change Communication (BCC) campaigns to influence acceptance and use of Malaria control ... -
Hierarchical logistic regression model for Multilevel analysis: an application on use of Contraceptives among women in Reproductive age in Kenya
(Maseno University, 2017)Contraception allows women and couples to have the number of children they want, when they want them. This is everybody's right according to the United Nations Declaration of Human Rights. Use of Contraceptive also reduces ... -
Statistical approach to prediction of financial distress Of listed firms in the Nairobi Securties exchange
(Maseno University, 2017)This research project examined the phenomenon of bankruptcy prediction from a developing economy perspective using the Altman Z-score models. These models rank among the bankruptcy models, whose main purpose is to detect ... -
Unsteady MHD heat and mass transfer over an infinite Porous flat plate with convective surface boundary Conditions
(Maseno University, 2018)Unsteady MHD heat and mass transfer over an infinite flat plate with convective surface boundary condition problems have received little attention yet they are of great importance in many scientific and engineering fields. ...