n South African Actuarial Journal - Abstracts of recent theses and dissertations at South African universities

Volume 1, Issue 1
  • ISSN : 1680-2179


An Investigation into the Suitability of Using Garch Processes for Pricing Options on the SAFEX All Share Index Futures Contracts by S Miller for MBusSc at the University of Cape Town. Bond Indices in South Africa by Y Stander for MSc at the University of the Witwatersrand. A Framework for Modelling Insurance Losses arising from Natural Catastrophes in South Africa by RR Grobler for MSc at the University of Pretoria.

Loading full text...

Full text loading...


Article metrics loading...


This is a required field
Please enter a valid email address
Approval was a Success
Invalid data
An Error Occurred
Approval was partially successful, following selected items could not be processed due to error