MSc.SS Theses and Dissertations (2017)

Determine the breaking point of Kenya debt an application of extreme value theory

Mathenge, Jacqueline Wachuka (Strathmore University, 2017)

The aim of the study is to determine the breaking point of Kenyan public debt through the use of Extreme Value Theorem (EVT). EVT focuses on the tail end of distributions to be able to identify maxima and minima points. ...
Developing pediatric prognostic model using finite mixture models

Ogero, Morris Ondieki (Strathmore University, 2017)

Background: World Health Organization (WHO) guidelines recommend early identification of patients who have emergency features for early medical intervention with the aim of reducing child mortality and morbidity. Prognostic ...
Modelling the structure of dependence of stock markets in BRICS & KENYA: Copula GARCH approach

Otieno, Kevin Omondi (Strathmore University, 2017)

Background: Dependence structure is used widely to describe relationships between risks and provides estimation of risks for risk management purposes. Modeling dependence structure of stock returns is a difficult task ...
Predictive modelling in credit risk: a survival analysis case

Omoga, Allan Anyona (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) ...