Browsing BBSA Research Projects (2016) by Issue Date
Now showing items 1-20 of 26
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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 ... -
Assessing the determinants of public pension system reform in Kenya
(Strathmore University, 2015-11)In recent years many countries around the world have either undertaken or are seriously considering a pension reform due to various factors. This study was done to tty and establish the key factors Kenya should consider ... -
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 ... -
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 ... -
Inter - sector volatility spillover among equities on the Nairobi Stock Exchange
(Strathmore University, 2015-11)This paper investigates the existence and magnitude of volatility spillovers among equities on the Nair obi Securities Exchange. The multivariate VARMA - GARCH model is used to test for spillover effects between four broad ... -
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 ... -
A short - Term Now - Casting model for Kenyan's Quarterly GDP - the dynamic factor model approach
(Strathmore University, 2015-11)This research study, A Short-Term Now-Casting Model for Kenyan's Quarterly GDP: The Dynamic Factor Model Approach, was carried out with the need to: establish a set of common factors explaining variations in macroeconomic ... -
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. ... -
Determinants of insurance penetration and density in under - developed, developing and developed countries
(Strathmore University, 2015-11)The need for greater Insurance penetration in both life and non-life segments has been underscored by economic surveys. Insurance penetration has remained low not only in Kenya but in Africa as a whole and other under ... -
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 ... -
Factors influencing time to death after retirement in Kenya
(Strathmore University, 2015-11)The study on the time to death after retirement has been done previously, specifically in developed countries. Studies on the average age of survival postretirement and determinants of time to death have however not been ... -
A generalized linear model for rating the premiums of a Micro Health Insurance Policy
(Strathmore University, 2015-11)This study focuses on the modeling of a risk premium for a micro health insurance policy. It was carried out as a response to the gap highlighted by scholars and industry players which relates to the difficulty in developing ... -
The viability of insuring outpatient care for a micro health insurance scheme
(Strathmore University, 2015-11)Outpatient care is not widely insured due to demand side moral hazard. This is compounded by the fact that there is very high out-of-pocket expenditure especially for the poor. Micro Insurance firms cater for the needs of ... -
Developing capital charges for the general insurers under the non life underwriting risk module in Kenya
(Strathmore University, 2015-11)Financial institutions are in the business of accepting risk from their clients and also managing risk exposure from within. Hence it is essential for financial institutions to have safe and sound risk management systems. ... -
The impact of corporate governace on working capital management efficiency of Kenyan listed firms
(Strathmore University, 2015-11)This paper analyzes the impact of corporate governance on working capital management efficiency of Kenyan listed firms. The sample size was 27 firms within 5 of the sectors in the Kenyan economy for the period 2009-2014. ... -
Determination of Key parameters in Generalized Linear Models for claim reserving - General Insurance
(Strathmore University, 2015-11)Based on Generalized Linear Models, we are able to establish the key parameters to be used for determining the future claim frequency through the adoption of appropriate logical variable selection method given various ... -
A comparison of Mean - variance and mean - semi variance optimization on the Nairobi Stock Exchange.pdf
(Strathmore University, 2015-11)The main objectives of this paper were to measure and compare the portfolio performance of portfolios weighted through the mean variance and semi variance approach in the Kenyan context and to compare portfolio performance ... -
Foreign exchange rate modeling for the Kenyan market - half - life model approach
(Strathmore University, 2015-12)This study is a comparative test of the forecasting ability of the half-life purchasing power parity model and the portfolio-hybrid model used for forecasting exchange rates in Kenya. The United States Dollar and Ugandan ... -
Public domestic debt optimization and the term structure of interest rates - Dynamic Nelson Siegel Approach
(Strathmore University, 2015-12)In this study, Markowitz's mean-variance optimization approach is applied to Kenya's public debt portfolio to identify the optimal domestic debt portfolio. The study first adopts the Dynamic Nelson Siegel model to parameterize ... -
Application of the Gumbel Copula for Economic Risk Aggregation - a case of Kenyan Banks
(Strathmore University, 2015-12)Commercial banks are some of the most heavily regulated institutions, not only in Kenya but also in other parts of the world. Increasingly, the Basel Accords have been revised to require banks to set aside enough funds to ...
