Browsing School of Pure and Applied Sciences by Author "Odhiambo, Joab"
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Deep Learning Incorporated Bu¨hlmann Credibility in the Modified Lee–Carter Mortality Model
Odhiambo, Joab (Hindawi, 2023-03)This research study proposes the inclusion of randomness or an error term in the modified Lee–Carter model, which improves the traditional Lee–Carter model for modeling and forecasting mortality risk for years in the ... -
Poisson Incorporated Credibility Regression Modelling of Systematic Mortality Risk for Populations with Finite Data
Odhiambo, Joab; Weke, Patrick; Naryongo, Raphael; Sewe, Stanley (Hindawi, 2021-12-21)This study considered the modeling of systematic mortality risk for populations with finite data using the Poisson incorporated Credibility regression model. For novelty, we have included the credibility regression approach ... -
Pricing of European call options using generalized Wishart processes
Odhiambo, Joab (Mathematics and Systems Science, 2023)This study explores a multiple-security, high-risk pricing model where the implied volatility has been portrayed through Generalized Wishart affine processes. The presence of dual dependency matrices distinctively characterizes ...