1887

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

Volume 16 Number 1
  • ISSN : 1680-2179

Abstract

Essays on statistical economics with applications to financial market instability, limit distribution of loss aversion, and harmonic probability weighting functions


An assessment of the feasibility of using administrative data in producing mid-year population estimates for South Africa
Compound Lévy random bridges and credit risky asset pricing
Enhanced minimum variance optimisation: a pragmatic approach
Analysing the structure and nature of medical scheme benefit design in South Africa
Understanding the low volatility anomaly in the South African equity market
A framework for regime identification and asset allocation
Low-volatility alternative equity indices
Optimal investment, consumption and life insurance in a Lévy market
Evaluation of the South African equity markets in a value-at-risk framework
Variable annuity guarantees pricing under the variance gamma framework
Conditional large deviations for losses on portfolios with heterogeneity between constituent groups
An application of exponential smoothing methods to weather-related data
Survival analysis of bank loans and credit risk prognosis
Improved confidence intervals for a small area mean under the Fay-Herriot model

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/content/actu/16/1/EJC199791
2016-01-01
2020-12-04

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