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Showing 38 out of a total of 38 results for community: Actuarial Science.
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Research Articles (Actuarial Science)
[21]
Theses and Dissertations (Actuarial Science)
[15]
Items matching your query
Time-varying volatility models and indices : a GARCH option pricing approach
Unknown author
(
University of Pretoria
,
2022
)
The divergent approaches of English and South African courts, when considering actuarial expert testimony in the matter of an award for damages for future loss of earnings after a damage-causing event
Du Plessis, Hendrik Lourens Marthinus
(
Cambridge University Press
,
2011-08-31
)
A method of parameterising a feed forward multi-layered perceptron artificial neural network, with reference to South African financial markets
Smith, M.L. (Mattie)
;
Beyers, Frederik Johannes Conradie
;
De Villiers, Johan Pieter
(
Actuarial Society of South Africa
,
2016
)
Top-down stress testing of the largest full service South African banks
Unknown author
(
University of Pretoria
,
2020
)
Price discovery in the cryptocurrency option market : a univariate GARCH approach
Venter, Pierre Johan
;
Mare, Eben
;
Pindza, Edson
(
Cogent OA
,
2020
)
Investigating the threshold of event detection with application to earthquake and operational risk theory
Unknown author
(
University of Pretoria
,
2013
)
The recovery theorem with application to risk management
Van Appel, Vaughan
;
Mare, Eben
(
South African Statistical Association
,
2020
)
Collateralised option pricing in a South African context : a univariate GARCH approach
Venter, Pierre J.
;
Levendis, Alexis Jacques
;
Mare, Eben
(
Taylor and Francis
,
2022
)
Efficient pricing of spread options with stochastic rates and stochastic volatility
Levendis, Alexis Jacques
;
Mare, Eben
(
MDPI
,
2022-11
)
Age estimation from anterior cervical vertebral ring apophysis ossification in South Africans
Uys, Andre
;
Bernitz, Herman
;
Pretorius, Samantha
;
Steyn, M.
(
Springer
,
2019-11
)
Quantitative topics in portfolio and risk management
Unknown author
(
University of Pretoria
,
2019
)
A computable general equilibrium model for banking sector risk assessment in South Africa
Beyers, Conrad F.J.
;
De Freitas, Allan
;
Essel-Mensah, Kojo Amonkwandoh
;
Seymore, Reyno
;
Tsomocos, Dimitrios P.
(
Springer
,
2020-06
)
A framework for modelling losses arising from natural catastrophes in South Africa
Unknown author
(
University of Pretoria
,
2003-05-15
)
Hattendorff’s theorem and Thiele’s differential equation generalized
Unknown author
(
University of Pretoria
,
2007-02-20
)
Determining safe retirement withdrawal rates using forward-looking distributions
Van Appel, Vaughan
;
Mare, Eben
(
Academy of Science of South Africa
,
2022-03
)
The Ross recovery theorem with a regularised multivariate Markov chain
Van Appel, Vaughan
;
Mare, Eben
(
Operations Research Society of South Africa
,
2018-11-04
)
25-hydroxyvitamin D deficiency : impacting deep-wound infection and poor healing outcomes in patients with diabetes
Smart, Hiske
;
AlGhareeb, Ahmed Mohamed
;
Smart, Sally-Anne
(
Lippincott, Williams and Wilkins
,
2019-07
)
Estimating age and the probability of being at least 18 years of age using third molars : a comparison between Black and White individuals living in South Africa
Uys, Andre
;
Bernitz, Herman
;
Pretorius, Samantha
;
Steyn, M.
(
Springer
,
2018-09
)
Improving our understanding of the equal weighted portfolio
Unknown author
(
University of Pretoria
,
2022
)
Financial contagion in large, inhomogeneous stochastic interbank networks
Walters, Nadine
;
Van Zyl, A.J. (Gusti)
;
Beyers, Frederik Johannes Conradie
(
World Scientific Publishing
,
2019-03
)
Modelling South African social unrest between 1997 and 2016
Unknown author
(
University of Pretoria
,
2019
)
Optimal asset allocation for a DC plan with partial information under inflation and mortality risks
Guambe, Calisto
;
Kufakunesu, Rodwell
;
Van Zyl, A.J. (Gusti)
;
Beyers, Conrad F.J.
(
Taylor and Francis
,
2021
)
Estimating option-implied distributions in illiquid markets and implementing the Ross recovery theorem
Flint, Emlyn James
;
Mare, Eben
(
Actuarial Society of South Africa
,
2017
)
Artificial neural networks and their application to modelling South African market returns
Unknown author
(
University of Pretoria
,
2014
)
Modelling of financial risk using forward-looking distributions derived from contingent claims
Unknown author
(
University of Pretoria
,
2022
)
If the equal weighted portfolio is so great, why isn’t it working in South Africa?
Taljaard, Byran Hugo
;
Mare, Eben
(
NISC Pty (Ltd) and Informa Limited (trading as Taylor and Francis Group)
,
2021
)
A computable general equilibrium model as a banking sector regulatory tool in South Africa
Beyers, Frederik Johannes Conradie
;
De Freitas, Allan
;
Essel-Mensah, Kojo Amonkwandoh
;
Seymore, Reyno
;
Tsomocos, Dimitrios P.
(
Wiley
,
2022-03
)
Network structure indirect losses and financial contagion in inhomogeneous stochastic interbank networks
Unknown author
(
University of Pretoria
,
2019
)
Risk evaluation techniques in a general insurance environment
Unknown author
(
University of Pretoria
,
2005-11-01
)
An economic scenario generator for embedded derivatives in South Africa
Levendis, Alexis
;
Mare, Eben
(
Actuarial Society of South Africa
,
2022
)
Why has the equal weight portfolio underperformed and what can we do about it?
Taljaard, Byran Hugo
;
Mare, Eben
(
Routledge
,
2021
)
Pricing two-asset rainbow options with the fast Fourier transform
Levendis, Alexis
;
Mare, Eben
(
South African Statistical Association (SASA)
,
2023
)
Die wanbetaling van lewensversekering : ‘n analise van die redes, die gevolge vir die versekeraar, kliënt, bemarker en remediërende optrede (Afrikaans)
Unknown author
(
University of Pretoria
,
2011-04-07
)
An analysis of the determinants of sovereign credit ratings
Unknown author
(
University of Pretoria
,
2018
)
The effect of observation errors on parameter estimates applied to seismic hazard and insurance risk modelling
Unknown author
(
University of Pretoria
,
2014-04-30
)
Simulation-based optimisation of the timing of loan recovery across different portfolios
Botha, Arno
;
Beyers, Conrad F.J.
;
De Villiers, Johan Pieter
(
Elsevier
,
2021-09
)
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Author
Mare, Eben (11)
Beyers, Conrad F.J. (3)
Beyers, Frederik Johannes Conradie (3)
Van Appel, Vaughan (3)
Bernitz, Herman (2)
De Freitas, Allan (2)
Essel-Mensah, Kojo Amonkwandoh (2)
Levendis, Alexis (2)
Levendis, Alexis Jacques (2)
Pretorius, Samantha (2)
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UCTD (15)
Diversification (3)
Risk management (3)
South Africa (3)
Stochastic portfolio theory (3)
Banking regulation (2)
Computable general equilibrium (CGE) (2)
Density forecasting (2)
Equal weight portfolio (2)
Equities (2)
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2020 - 2023 (17)
2010 - 2019 (16)
2003 - 2009 (3)
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