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Showing 24 out of a total of 24 results for collection: Research Articles (Actuarial Science).
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The contribution of insurers to systemic risk : a practical framework for regulators
Rusconi, Rob
;
Beyers, Frederik Johannes Conradie
;
Walters, Nadine
(
Actuarial Society of South Africa
,
2023-12
)
Sustainable economic development in Kenya : influence of diaspora remittances, foreign direct investment and imports
Mutai, Noah Cheruiyot
;
Ibeh, Lawrence
;
Nguyen, Manh Cuong
;
Kiarie, Joyce Wangui
;
Ikamari, Cynthia
(
Emerald
,
2024
)
Estimating option-implied distributions in illiquid markets and implementing the Ross recovery theorem
Flint, Emlyn James
;
Mare, Eben
(
Actuarial Society of South Africa
,
2017
)
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
)
Price discovery in the cryptocurrency option market : a univariate GARCH approach
Venter, Pierre Johan
;
Mare, Eben
;
Pindza, Edson
(
Cogent OA
,
2020
)
Regulating South Africa’s retirement funds : the case for clearer objectives
Rusconi, Rob
(
Juta Law
,
2021-11-30
)
Efficient pricing of spread options with stochastic rates and stochastic volatility
Levendis, Alexis Jacques
;
Mare, Eben
(
MDPI
,
2022-11
)
The Ross recovery theorem with a regularised multivariate Markov chain
Van Appel, Vaughan
;
Mare, Eben
(
Operations Research Society of South Africa
,
2018-11-04
)
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
)
Age estimation from anterior cervical vertebral ring apophysis ossification in South Africans
Uys, Andre
;
Bernitz, Herman
;
Pretorius, Samantha
;
Steyn, M.
(
Springer
,
2019-11
)
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
)
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
)
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
)
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
)
An economic scenario generator for embedded derivatives in South Africa
Levendis, Alexis
;
Mare, Eben
(
Actuarial Society of South Africa
,
2022
)
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
)
Financial contagion in large, inhomogeneous stochastic interbank networks
Walters, Nadine Mari
;
Van Zyl, A.J. (Gusti)
;
Beyers, Frederik Johannes Conradie
(
World Scientific Publishing
,
2019-03
)
Determining safe retirement withdrawal rates using forward-looking distributions
Van Appel, Vaughan
;
Mare, Eben
(
Academy of Science of South Africa
,
2022-03
)
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
)
Collateralised option pricing in a South African context : a univariate GARCH approach
Venter, Pierre J.
;
Levendis, Alexis Jacques
;
Mare, Eben
(
Taylor and Francis
,
2022
)
The recovery theorem with application to risk management
Van Appel, Vaughan
;
Mare, Eben
(
South African Statistical Association
,
2020
)
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
)
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
)
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Author
Mare, Eben (11)
Beyers, Frederik Johannes Conradie (4)
Beyers, Conrad F.J. (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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Subject
Systemic risk (3)
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)
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Date Issued
2020 - 2024 (16)
2011 - 2019 (8)
Has File(s)
true (24)