A confident, hard–working, independent and motivated Senior Lecturer with good inter–personal skills, enabling me to work on my own and also in teams to handle responsibilities. A confident presenter at conferences and able to explain complex information to audiences at all levels. Possesses exemplary organization, planning and administrative skills and can manage demanding workloads with confidence.

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Walter Onchere, Weke P, Ottieno J, Ogutu: C.  2021.  Graduation of Term Assurance Data using Frailty Approach. Afrika Statistika. 16(3):2805–2817.
Walter Onchere, Weke P, Ottieno J, Ogutu C.  2021.  Positive Stable Frailty Approach in the Construction of Dependence Life–Tables. s,Open Journal of Statistics. 11( 1):506–523,.
Walter Onchere, Weke P, Ottieno J, Ogutu: C.  2021.  Non Central Gamma Frailty with Application to Life Term Assurance Data. Advances and Applications in Statistics. 67( 2):237–253.
Walter Onchere, Weke P, Ottieno J, Ogutu C.  2021.  Shared Frailty Model with Application in Joint–Life Annuity Assurance. Advances and Applications in Statistics. 68( 1):23–42.
Mamadou Alieu Jallow, Weke Patrick, Lukman Abiodun Nafiu, Ogutu C.  2021.  Application of a Discrete time Semi–Markov Model to the Stochastic Forecasting of Capital Assets as Stock. Far East Journal of Theoretical Statistics, . 63(1):1–18.


Edouard Singirankabo, Ngare P, Ogutu C.  2020.  Pricing Lookback Option Using Multinomial Lattices. Communications of Mathematical Finance, . 9(1, ):1–12,.
Antony Rono, Ogutu C, Weke P.  2020.  On Compound Distributions for Natural Disaster Modeling in Kenya. International Journal of Mathematics and Mathematical Sciences. 2020 AbstractWebsite

Kenyan communities are exposed to natural disasters by an amalgamation of factors such as poverty, aridity, and settlements in areas susceptible to natural disasters or in areas with poor infrastructure. This is expected to increase due to the effects of climate change. In an attempt to explain some of these variabilities, we model the extreme damages from natural disasters in Kenya by developing a compound distribution that takes into account both the frequency and the severity of the extreme events. The resulting distribution is based on a threshold model and compound extreme value distribution. For frequency of events exceeding a threshold of 150,000, we found that it follows a negative binomial distribution, while severity of exceedance follows a generalized Pareto distribution. This distribution fits the data well and is found to be a better model for natural disasters in Kenya than the traditional extreme value threshold model.


Edouard Singirankabo, Ngare P, Ogutu C.  2019.  Moment–Matching Technique and General Mean Model in pricing Lookback Options. Communications of Mathematical Finance. 8(1):123–145.


Davis B. Ntwiga, Ogutu C, Kirumbi M.  2018.  Inclusion of Peer Group and Individual Low–Income Earners in M-Shwari micro–credit Lending: A Hidden Markov Model. International Journal of Electronic Finance. 9(2):121-133.
Ogutu, C, Canhanga B, Biganda P.  2018.  Modelling Exchange Rate Volatility Using APARCH Models. Journal of the Institute of Engineering. 14(1):96-106.
Ntwiga, DB, Ogut C.  2018.  Interaction Dynamics in a Social Network Using Hidden Markov Model. Social Networking. 2018(7):147-155.
Ntwiga, DB, Ogutu C, Kirumbi M, Weke P.  2018.  A Hidden Markov Model of Risk Classification among the Low Income Earners,. Journal of Finance and Economics. 6(6):242-249.


Lundengård, K, Ogutu C, Silvestrov S, Weke P.  2017.  : Construction of Moment Matching Multinomial Lattices Using Vandermonde Matrices and Gröbner Base. AIP Conference Proceedings,.
Ogutu, C.  2017.  On Construction of Multinomial Lattices for Option Pricing. Licentiate Dissertation, Mälardalen University, Västerås, Sweden.


Lundengård, K, Ogutu C, Silvestrov S, Weke P.  2016.  Moment Matching Multinomial Lattices using Vandermonde Matrices for Option Pricing. Stochastic and Data Analysis Methods and Applications in Statistics and Demography, ISAST. :15-29.
Patrick G.O. Weke, Ogutu C, Odwesso G.  2016.  BLUE, ABLE and Simplified Linear Estimation of the Selected Order Statistics from the Logistic Distribution. Far East Journal of Theoretical Statistics. 52(3):149-234.


Lundengard Karl, Ogutu C, Silvestrov S, Weke P.  2015.  Construction of moment– matching multinomial lattices for pricing of Asian Options under a Jump–Diffusion Process. New Trends in Stochastic Modeling and Data Analysis, ISAST. :211-220.


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