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Showing 10 out of a total of 21 results for collection: Research Articles (Actuarial Science).
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Why has the equal weight portfolio underperformed and what can we do about it?
Taljaard, Byran Hugo
;
Mare, Eben
(
Routledge
,
2021
)
The Ross recovery theorem with a regularised multivariate Markov chain
Van Appel, Vaughan
;
Mare, Eben
(
Operations Research Society of South Africa
,
2018-11-04
)
The recovery theorem with application to risk management
Van Appel, Vaughan
;
Mare, Eben
(
South African Statistical Association
,
2020
)
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
)
Simulation-based optimisation of the timing of loan recovery across different portfolios
Botha, Arno
;
Beyers, Conrad F.J.
;
De Villiers, Pieter
(
Elsevier
,
2021-09
)
Pricing two-asset rainbow options with the fast Fourier transform
Levendis, Alexis
;
Mare, Eben
(
South African Statistical Association (SASA)
,
2023
)
Price discovery in the cryptocurrency option market : a univariate GARCH approach
Venter, Pierre Johan
;
Mare, Eben
;
Pindza, Edson
(
Cogent OA
,
2020
)
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
)
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
)
Financial contagion in large, inhomogeneous stochastic interbank networks
Walters, Nadine
;
Van Zyl, A.J. (Gusti)
;
Beyers, Frederik Johannes Conradie
(
World Scientific Publishing
,
2019-03
)
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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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Banking regulation (2)
Computable general equilibrium (CGE) (2)
Diversification (2)
Equal weight portfolio (2)
Equities (2)
Fast Fourier transform (FFT) (2)
Option pricing (2)
Ross recovery theorem (2)
Stochastic interest rates (2)
Stochastic portfolio theory (2)
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2020 - 2023 (13)
2011 - 2019 (8)
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