Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Title
Now showing items 463-482 of 587
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Quantification of foreign exchange exposure in insurance companies in Kenya
(Strathmore University, 2018)The study sought to quantify foreign exchange exposure in insurance companies in Kenya. This was achieved through evaluating twenty Kenyan insurers using two main objectives. The first was to establish the statistical ... -
Quantifying idiosyncratic risk in defined benefit pension schemes in Kenya
(Strathmore University, 2014)Pension schemes are prone to numerous risks that could affect the funds resulting in payments different from those that were guaranteed on entrance into the scheme. This study sought to measure the idiosyncratic risk in a ... -
Quantifying premium risk faced by the Kenyan Insurance companies using the solvency 2 directive
(Strathmore University, 2014-03-19)Solvency 2 is an EU Directive that is concerned with the amount of capital that European Insurance Companies must have to reduce the risk of Insolvency. It applies to all European Union insurers and reinsurance companies ... -
A Quantitative analysis of the Kenyan students' loan default
(Strathmore University, 2018)Higher education capacity, quality, and availability has driven more countries to turn to student loan schemes in order to assist students whose families are unable to meet their university costs. Ideally, all students ... -
A quest for a factor model to quantify longevity risk in Kenya
(Strathmore University, 2015)With the advent of advanced medical procedures to manage terminal illnesses and even rectify conditions that would have otherwise been fatal, improved food technology and sanitary conditions allover the world, human mortality ... -
The rate of return of investable assets and economic growth rate in Kenya, 2001 - 2020 .
(Strathmore University, 2021)What is the rate of return of a portfolio .)f investable assets in Kenya and how does it compare with the economic 'growth rate in Kenya? What can we learn about wealth inequality given the rate of return of investable ... -
Recursive modelling in predicting excess returns - case of the Nairobi Securities Exchange
(Strathmore University, 2015-12)The aim of this study was to test the applicability of a recursive modelling approach in modelling stock market returns in the Nairobi Securities Exchange. The dependent variable was the Nairobi Securities Exchange All ... -
Reinsurance spiral and its contagion effect - Kenyan Insurance industry
(Strathmore University, 2015)The purpose of this study is to identify potential reinsurance spirals and the different contagion effects of failed reinsurance covers on the stability of Kenyan insurers. The study looks at the Kenyan insurance market ... -
The relationship between commercial bank’s lending rates and Asset prices in Kenya
(Strathmore University, 2015)The paper evaluates the existence of a relationship between the lending rates and asset prices in Kenya with an aim of improvement in the policy development. The asset classes are divided into two with the Stock prices ... -
The relationship between executive remuneration and credit risk of banks listed in Kenya
(Strathmore University, 2016)The collapse of the financial system in 2008 brought into light the strong impact that executive remuneration had in the management of credit risk in banks is the United States. The relationship of agency looks at executive ... -
The relationship between executive renumeration and credit risk of banks listed in Kenya
(Strathmore University, 2015-11)The collapse of the financial system in 2008 brought into light the strong impact that executive remuneration had in the management of credit risk in banks is the United States. The relationship of agency looks at executive ... -
The relationship between exports and economic growth in Kenya
(Strathmore University, 2016)This paper evaluates the existence of a relationship between the exports and economic growth in Kenya. The study aims to improve and develop the policy in this area. The main variables this study include GOP and exports. ... -
Relationship between external debt and private investments in Kenya
(Strathmore University, 2018)The purpose of this study is to find out the effectiveness of external debt in boosting economic growth in Kenya and its impact on private investment. This study uses an Auto Regressive Distributive Model (ARDL) to estimate ... -
The Relationship between fiscal policy and elections in the East African Community
(Strathmore University, 2018)Incumbent leaders may manipulate fiscal policy in terms of increasing recurrent or capital expenditure to convince voters of their competence in running the government. Financing of the increased expenditure is what leads ... -
The relationship between happiness and income in the East African community
(Strathmore University, 2020)This study aims at determining the impact of income on happiness in the East African Community (EAC). Happiness is measured on a ladder from 0 to 10 where 0 is vety unhappy and 10 is vety happy while income is measured ... -
The relationship between human capital of an individual and pension fund asset allocation
(Strathmore University, 2014-03)There is a worldwide trend toward defined contribution saving plans and growing interest in pension schemes asset allocation. In both environments, individuals are given some responsibility to make their own asset-allocation ... -
The relationship between immigration and the level of prices in Canada
(Strathmore University, 2016)There has been a decline in fertility rates in Canada over the past few years. This has brought about a decrease in the supply of labour in the country. To deal with the shortfall in labour, the Canadian government has put ... -
Relationship between inflation and stock performance: evidence from Kenya
(Strathmore University, 2015)The relationship between inflation and stock performance has been a field of controversial study throughout the years. It was initiated by Fisher (1930) when he hypothesized that ex-ante nominal interest rate should fully ... -
The relationship between life insurance and economic growth - evidence from Kenya (1999 to 2003)
(Strathmore University, 2015-11)The study assesses the development of the life insurance sector in Kenya, in relation to economic growth. The direction of causality is first established and a comprehensive data analysis is carried out on the relationship ... -
The relationship between life insurance and economic growth: Evidence from Kenya (1999 to 2013)
(Strathmore University, 2015-11)The study assesses the development of the life insurance sector in Kenya, in relation to economic growth. The direction of causality is first established and a comprehensive data analysis is carried out on the relationship ...
