Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Title
Now showing items 48-67 of 587
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Calculating risk based capital requirement using correlation method
(Strathmore University, 2018)Kenya has 49 insurers, five re-insurers and almost 200 brokers in a country where about 3 percent of the population has cover. A lack of proper risk management has seen many insurers in Africa become insolvent. Kenya, for ... -
Calibration of rainfall in weather index - based micro - insurance for agriculture
(Strathmore University, 2015-11)This project presents the calibration of rainfall in weather index-based micro-insurance for agriculture in Kenya. It simply seeks to determine if rainfall alone is a significant factor in order to use it as an index that ... -
Calibration of vasicek model in a hidden markov context: the case of Kenya
(Strathmore University, 2017)This dissertation calibrates the Vasicek term-structure model to the evolution of interest rate dynamics in Kenya. This is done for both a single-state and a multi-state model using state estimated under a Hidden Markov ... -
Callibration of a multi - factor weather index to determine the trigger event of claim payments on crop micro insurance in Eastern Kenya
(Strathmore University, 2015-11)In 2014, among the seven companies that offer agricultural insurance in Kenya, only two of the companies reported a profit. The shared characteristic between these two companies is that they both used index-based insurance. ... -
Can consumer debt burden adequately explain slowdowns in Kenya’s economic growth?
(Strathmore University, 2021)This study set to examine the relationship between consumer debt burden and economic growth. The prior specification was that consumer debt burden causes a slowdown in economic growth. The analysis makes use of Kenyan time ... -
Capital adequacy requirements for Kenyan banks
(Strathmore University, 2014-03)This research sought to analyze the relationship between Kenyan bank performance and levels of capital held. Using cross sectional data from bank annual reports and the Nairobi Securities Exchange (NSE) Handbook from ... -
Capital market integration in EAC progress ahead of the monetary union formation
(Strathmore University, 2014-11)The East African Community countries Kenya, Uganda, Tanzania, Rwanda and Burundi have increased efforts towards achieving regional integration which is expected to address the liquidity and capitalization challenges and ... -
Capital structure and stock returns - evidence from the Nairobi Securities Exchange
(Strathmore University, 2014-03-24)Capital structure and stock return are important aspects in financial management. This study examines how debt ratios move in relation with movement in stock prices for listed firms in Kenya. The Fama-Macbeth regression ... -
The causal relationship between the stock market and foreign direct investments - evidence from Kenya
(Strathmore University, 2015-11)The paper aims at investigating the nature of the causal relationship between Foreign Direct Investments and the Stock Market index in Kenya. The relationship has proved to be significant enough to solicit an empirical ... -
Chronic disease management programs on health insurance profitability in Kenya
(Strathmore University, 2017)Chronic diseases have been a real problem in Kenya and in the entire world. Most of these diseases are non-communicable and affect the population towards old age. This chronic diseases if not well managed may lead to acute ... -
Classification of X-rays images using Deep Convolutional Neural Network: COVID-19
(Strathmore University, 2021)The increased amount of labeled X-ray image archives has triggered increased research work in the application of statistics, machine learning, deep learning, and computer vision across the different domains. The fresh ... -
The Co - movement of Stock and Bond Returns - a comparison between the U.S and U.K.
(Strathmore University, 2014-03-27)Stocks and bonds are the most invested assets in the world. This paper analyzes these two assets in terms of how their returns comove in the U.K. and U.S. Using annual stock and bond returns for the past 27 years (1985-20 ... -
Commodity diversification: How Kenya can exploit commodities for diversification.
(Strathmore University, 2015)Investment in commodities dates back to the age of barter trade and has continually evolved to form an investmentwith substantial diversification benefits to investors · {Vrugt, Bauer, Steenkamp, & Molenaar, 2004). Commodity ... -
A comparative analysis of the level of risk in investment financing between Islamic and conventional banks in Kenya
(Strathmore University, 2015)This study investigates whether Islamic banks are more risky in terms of their business model than Conventional banks in Kenya and the impact of these risks in the business model on both banking systems. A sample offour ... -
A comparative event study on mergers and acquisitions vs corporate bond issuance on the value of banks in Kenya
(Strathmore University, 2017)Banks play a crucial role in propelling the entire economy of a nation. African bond markets have been steadily growing in recent years as the numbers of mergers and acquisitions also rise. This study takes on an event ... -
A Comparative modelling of price dynamics of Certified Emission Reductions using diffusion processes: a case study of the European Energy Exchange
(Strathmore University, 2021)In this study, the price dynamics of Certified Emission Reductions were forecasted by comparing and acquiring the most consistent and accurate forecast model using the diffusion processes: Geometric Brownian Motion, Vasicek ... -
A Comparative Study of Crank-Nicolson scheme and Monte-Carlo Option Pricing
(Strathmore University, 2017)This study examines the rate of convergence and the accuracy of the two primary option pricing methods used currently by professionals; Monte-Carlo and Crank-Nicolson scheme using the Black-Scholes price as the benchmark ... -
A comparative study of football prediction models
(Strathmore University, 2021)This study investigates the effect of tiers on football prediction models. The tiers in this study are grouped according to the value of the teams. Many football prediction models do not take tiers as a factor when making ... -
A comparative study of the day of the week effect in the emerging and frontier markets in Africa
(Strathmore University, 2015-11)The study focuses on comparing the daily share prices of five major stock markets in Africa comprising of the emerging and frontier markets in Africa. The study uses daily share prices of stock market indices of Botswana, ... -
A Comparative study on mathematical models for interest rate dynamics: a Kenyan case study
(Strathmore University, 2021)This dissertation calibrates equilibrium one-factor short-term interest rate models to the evolution of interest rate dynamics in Kenya. The aim of the study is to find out which one-factor short-rate model best captures ...
