Results for Division of Actuarial Science

Results for Division of Actuarial Science Showing 1 - 50 results of 105 Laminas_Feed_Writer 2 (https://getlaminas.org) https://search.frelip.org/Search/Results?sort=last_indexed+desc&limit=50&lookfor=Division+of+Actuarial+Science&type=Publisher&lng=en 105 0 50 An Empirical investigation of the value of High and Low price data to Modern Portfolio Theory Wed, 10 Jun 2026 12:53:27 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F5808 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F5808 MacDevette, Ciaran Thesis 2014 MacDevette, Ciaran 0 Measuring hospital efficiency using DEA an investigation into the relationship between scale and efficiency within the South African private hospital environment Wed, 10 Jun 2026 12:53:15 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F5811 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F5811 Linden, Andrew Thesis 2014 Linden, Andrew 0 Information theoretic measure of complexity and stock market analysis : using the JSE as a case study Wed, 10 Jun 2026 12:52:52 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F10967 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F10967 Oyenubi, Adeola Thesis 2015 Oyenubi, Adeola 0 Trolle-Schwartz HJM interest rate model Wed, 10 Jun 2026 12:52:22 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F23030 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F23030 Schumann, Gareth William Thesis 2017 Schumann, Gareth William 0 Robust portfolio construction using sorting signatures Wed, 10 Jun 2026 12:51:28 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8527 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8527 Kasenene, Lillian Thesis 2014 Kasenene, Lillian 0 Statistical arbitrage in South Africa Wed, 10 Jun 2026 12:51:19 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F18603 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F18603 Duyvené de Wit, Jean-Jacques Thesis 2016 Duyvené de Wit, Jean-Jacques 0 Compositional observations and their role in regression Wed, 10 Jun 2026 12:51:09 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F28125 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F28125 Spracklen, Callum Thesis 2018 Spracklen, Callum 0 The professional commitment of actuaries Wed, 10 Jun 2026 12:50:57 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F30321 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F30321 Mokonyane, Priscilla Onkgodisitse Thesis 2019 Mokonyane, Priscilla Onkgodisitse 0 Modelling stochastic multi-curve basis Wed, 10 Jun 2026 12:50:56 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F27102 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F27102 Dalton, Rowan Thesis 2018 Dalton, Rowan 0 A comparative analysis of non-linear techniques in South African stock selection Wed, 10 Jun 2026 12:50:31 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F15732 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F15732 Hutheram, Nikhil Arnaidas Thesis 2015 Hutheram, Nikhil Arnaidas 0 Pricing a Bermudan option under the constant elasticity of variance model Wed, 10 Jun 2026 12:48:57 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F27374 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F27374 Rwexana, Kwaku Thesis 2018 Rwexana, Kwaku 0 Analysis of fertility estimates in Zimbabwe : A comparison of the census and DHS data Wed, 10 Jun 2026 12:47:54 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F13122 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F13122 Madari, Zvikomborero T R Thesis 2015 Madari, Zvikomborero T R 0 Stable processes: theory and applications in finance Wed, 10 Jun 2026 12:46:27 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F27069 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F27069 Kateregga, Michael Thesis 2018 Kateregga, Michael 0 Low-rank completion and recovery of correlation matrices Wed, 10 Jun 2026 12:45:53 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F31080 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F31080 Ramlall, Chetan K Thesis 2020 Ramlall, Chetan K 0 On improving the forecast accuracy of the hidden Markov model Wed, 10 Jun 2026 12:45:51 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F22977 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F22977 Rooney, Thomas J A Thesis 2017 Rooney, Thomas J A 0 Multi-curve bootstrapping and implied discounting curves in illiquid markets Wed, 10 Jun 2026 12:45:34 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F25447 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F25447 Sender, Nina Alexandra Thesis 2017 Sender, Nina Alexandra 0 Old age mortality in South Africa, 1985-2011 Wed, 10 Jun 2026 12:44:42 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F27486 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F27486 Richman, Ronald David Thesis 2018 Richman, Ronald David 0 Inflation modelling for long-term liability driven investments Wed, 10 Jun 2026 12:44:38 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F18602 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F18602 De Kock, Justin Thesis 2016 De Kock, Justin 0 Estimation of Shadow-Rate Term Structure Models Near the Zero-Lower Bound Wed, 10 Jun 2026 12:44:25 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F31152 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F31152 Esmail, Shabbirhussein Thesis 2020 Esmail, Shabbirhussein 0 Pricing index-linked catastrophe bonds via Monte Carlo simulation Wed, 10 Jun 2026 12:44:20 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F20647 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F20647 Van der Merwe, Justin Thesis 2016 Van der Merwe, Justin 0 Stochastic time-changed Lévy processes with their implementation Wed, 10 Jun 2026 12:42:35 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F13156 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F13156 Sihlobo, Odwa Thesis 2015 Sihlobo, Odwa 0 Value-add in technical analysis on the JSE Bond Market Wed, 10 Jun 2026 12:42:22 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F26864 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F26864 Haddad, Zavier Thesis 2018 Haddad, Zavier 0 A stochastic asset-liability model using stable distributions Wed, 10 Jun 2026 12:41:44 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F21338 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F21338 Finkelstein, Gary Steele Thesis 2016 Finkelstein, Gary Steele 0 Realised volatility estimators Wed, 10 Jun 2026 12:41:22 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8526 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8526 Königkrämer, Sören Thesis 2014 Königkrämer, Sören 0 Monte Carlo methods for the estimation of value-at-risk and related risk measures Wed, 10 Jun 2026 12:40:12 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F10966 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F10966 Marks, Dean Thesis 2015 Marks, Dean 0 Portfolio constuction using robust weight functions Wed, 10 Jun 2026 12:38:59 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F5807 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F5807 Mvubu, Thokozani Thesis 2014 Mvubu, Thokozani 0 Modelling illiquid volatility skews Wed, 10 Jun 2026 12:38:26 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8529 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8529 Crowther, Servaas Marcus Thesis 2014 Crowther, Servaas Marcus 0 Adjoint Venture: Fast Greeks with Adjoint Algorithmic Differentiation Wed, 10 Jun 2026 12:36:35 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F25412 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F25412 McPetrie, Christopher Lindsay Thesis 2017 McPetrie, Christopher Lindsay 0 Robust portfolio construction controlling the alpha-weight angle Wed, 10 Jun 2026 12:36:30 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F5812 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F5812 Bailey, Geraldine Thesis 2014 Bailey, Geraldine 0 Beta, size and value effects on the JSE Securities Exchange, 1994-2007 Wed, 10 Jun 2026 12:35:22 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F5806 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F5806 Strugnell, Dave Thesis 2014 Strugnell, Dave 0 The interaction between HIV and other sexually transmitted infections in South Africa: a model-based evaluation Wed, 10 Jun 2026 12:34:52 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F14809 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F14809 Johnson, Leigh F Thesis 2015 Johnson, Leigh F 0 The detection of phase transitions in the South African market Wed, 10 Jun 2026 12:34:38 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F20483 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F20483 Van Gysen, Michael Thesis 2016 Van Gysen, Michael 0 Stock price fragility in an emerging market Wed, 10 Jun 2026 12:34:36 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F10728 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F10728 Nairac, Jean-Michel Thesis 2014 Nairac, Jean-Michel 0 Functional quantization-based stratified sampling Wed, 10 Jun 2026 12:34:32 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F27105 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F27105 Platts, Alexander Thesis 2018 Platts, Alexander 0 Analysis of equity and interest rate returns in South Africa under the context of jump diffusion processes Wed, 10 Jun 2026 12:34:28 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F16600 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F16600 Mongwe, Wilson Tsakane Thesis 2016 Mongwe, Wilson Tsakane 0 Efficient Monte Carlo simulations of pricing captions using Libor market models Wed, 10 Jun 2026 12:34:25 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F9114 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F9114 Mkhwanazi, MA (Mpendulo Armstrong) Thesis 2014 Mkhwanazi, MA (Mpendulo Armstrong) 0 Flaws, approximations and uncertainties in the estimation of the exposed-to-risk Wed, 10 Jun 2026 12:34:14 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8372 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8372 Slawski, J K Thesis 2014 Slawski, J K 0 Two dimensional COS method for pricing early-exercise and discrete barrier options under the Heston Model Wed, 10 Jun 2026 12:34:10 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8520 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8520 Moir, Richard Thesis 2014 Moir, Richard 0 Hawkes processes and some financial applications Wed, 10 Jun 2026 12:34:00 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8523 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8523 Lapham, Brendon M Thesis 2014 Lapham, Brendon M 0 Interaction effects within factor investing in a South African context Wed, 10 Jun 2026 12:33:54 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F25531 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F25531 Varejes, Luc Thesis 2017 Varejes, Luc 0 Levels and Determinants of age at first marriage in Namibia Wed, 10 Jun 2026 12:33:51 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F40781 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F40781 Amutenya, Loide T A Thesis 2024 Amutenya, Loide T A 0 Exposure modelling under change of measure Wed, 10 Jun 2026 12:33:49 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F25413 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F25413 Roberts, Christopher Thesis 2017 Roberts, Christopher 0 The cost of using misspecified models to exercise and hedge American options on coupon bearing bonds Wed, 10 Jun 2026 12:33:48 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F20532 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F20532 Welihockyj, Alexander Thesis 2016 Welihockyj, Alexander 0 Alternative distributions in the Black-Litterman model of asset allocation Wed, 10 Jun 2026 12:33:45 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F13426 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F13426 Mbofana, Stewart Thesis 2015 Mbofana, Stewart 0 Hedging performance of interest-rate models Wed, 10 Jun 2026 12:33:45 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F20482 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F20482 Ziervogel, Graham Thesis 2016 Ziervogel, Graham 0 Calibrating the LIBOR market model to swaptions with an extension for illiquidity in South Africa Wed, 10 Jun 2026 12:33:43 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F20346 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F20346 Moodliyar, Leenesh Thesis 2016 Moodliyar, Leenesh 0 Finite activity jump models for option pricing Wed, 10 Jun 2026 12:33:41 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F9115 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F9115 Koimburi, Mercy Muthoni Thesis 2014 Koimburi, Mercy Muthoni 0 Portfolio selection using Random Matrix theory and L-Moments Wed, 10 Jun 2026 12:33:37 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F16921 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F16921 Ushan, Wardah Thesis 2016 Ushan, Wardah 0 An evaluation of the proposed IFRS 4 Phase II measurement methodology: the impact of South African life insurers Wed, 10 Jun 2026 12:33:35 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8522 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F8522 Marszalek, Szymon Thesis 2014 Marszalek, Szymon 0 An investigation into the use of the Black-Scholes model for pricing long term options, for the purpose of costing maturity guarantees Wed, 10 Jun 2026 12:33:28 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F17475 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F17475 Gamerov, Steven Thesis 2016 Gamerov, Steven 0