Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Title
Now showing items 434-453 of 587
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Panel Analysis of the dynamic relationship between financial development and economic growth in Subsaharan Africa
(Strathmore University, 2015-11)Previous research on the relationship between financial development and economic growth has yielded mixed results. Whereas researchers agree on the presence of a positive relationship between finance and growth, they rarely ... -
Pay-as-you-drive as a pricing alternative in motor insurance
(Strathmore University, 2021)A Pay-As-You-Drive (PAYD) pricing method simulating the replacement of the fixed costs of vehicle ownership and operation, with variable costs. The objective was to estimate the pricin effect of each strategy and deduce ... -
A pension model for the informal sector in Kenya
(Strathmore University, 2021)The purpose of this research paper is to come up with a pension model for the informal sector in Kenya. We develop a pension model that uses pre-retirement mobile phone airtime expenditures through use of Bonga Points ... -
A pension model for the Kenyan youth: use of airtime
(Strathmore University, 2017)The objective of this project is three-fold: first, we develop a model that values a pension fund which uses mobile telephone airtime usage costs to accumulate the funds, with all costs associated with running a pension ... -
Perception of microinsurance as a risk management tool for small holder farmers in Limuru, Kenya
(Strathmore University, 2017)The aim of this study was to determine the perception of small holder farmers in Limuru towards microinsurance as a risk management tool for the risks they face. The purpose is to identify the gap that exists between what ... -
Portfolio diversification fundamental indexing versus cap weighted indexing: a case of Kenya
(Strathmore University, 2017)Indexing is very crucial when it comes to investing. Indexes are believed to be diversified, liquid and transparent and as such, many investors invest in portfolios built on these indexes. Active managers as well seek to ... -
Portfolio optimization in the Kenyan stock market: a comparison between mean-variance optimization and threshold accepting
(Strathmore University, 2017)The Mean-Variance Optimization (MVO) model has been used in asset allocation problems since the inception of Modern Portfolio Theory in 1952. Several improvements and alternatives to MVO have been suggested and used since ... -
Predictability of stock returns at Nairobi Securities Exchange
(Strathmore University, 2021)Stock market is regarded as a leading indicator of all possible changes in the economy as it reflects investors' expectations of future economic conditions. In this regard, stock investors are always concerned about the ... -
Predicting malaria incidence in Kenya using the ARIMA and SARIMA models
(Strathmore University, 2021)Malaria is considered a public health challenge across the world. Approximately 40 percent of the population of the world is at risk of malaria. In this study we will employ time series analysis models to predict malatia ... -
Prediction of student loan default rates
(Strathmore University, 2015-11) -
Prediction of student loan default rates
(Strathmore University, 2015-11)This study focuses on the modeling of the probability of student loan default using certain characteristics of individual students. A generalized linear model is adopted in the rating of students' characteristics to ... -
Predictive modeling of Logistics Performance Index using Sparse Regression Models
(Strathmore University, 2021)The Logistics Performance Index (LPI), developed by The World Bank, is the only interactive benchmarking tool countries use to identify challenges and opportunities in trade logistics. It was developed using Principal ... -
Predictive modelling in credit risk: a survival analysis case
(Strathmore University, 2017)Six survival analysis techniques are accessed by applying the techniques to a dataset consisting of 33,238 active credit facilities from a financial institution operating in Kenya. Namely, the Accelerated Failure Time (AFT) ... -
Predictive models for colorectal cancer: A United Kingdom study
(Strathmore University, 2021)The role ofMachine Learning (ML) and Artificial Intelligence (AI) in healthcare and other aspects of life is growing every day. The purpose ofthis study was to build predictive ML models to determine whether patients with ... -
Price and liquidity effects of stock splits on shares
(Strathmore University, 2018)Fama et al. ( 1969) defined a stock split as an exchange of shares in which at least five shares were distributed for every four formerly outstanding, which means that shareholders get additional shares for every share ... -
The Price-concentration relationship in the banking industry in Kenya
(Strathmore University, 2018)The objective of the study is to examine market structure performance hypothesis in banking industry in Kenya. Specifically, the structure-conduct-performance (SCP) and market efficiency hypotheses were examined to determine ... -
Pricing a post-retirement medical insurance product
(Strathmore University, 2018)Privately purchased medical insurance is very expensive for retirees. In Kenya, some companies even put an age cap restricting on insurance. A post-retirement medical insurance product helps in planning for medical expenses ... -
Pricing an insurance product for the Kenya school of law tuition and bar exam fee
(Strathmore University, 2020)Education insurance is one of the risk mitigation mechanisms adopted by parents and guardians to secure their dependents' future. This approach largely helps guardians against the risk of being unable to pay for the ... -
Pricing health microinsurance using basic actuarial techniques: the Kenyan case
(Strathmore University, 2015)This paper was an attempt to develop a pricing model for health micro insurance in Kenya, in particular Private Medical Insurance (PMI) and Health Cash Plans. It utilized national health statistics from the Kenya National ...
