PROF.WEKE PATRICK GUGE O

BSc, MSc, (Nairobi), MSc (Act. Sci.), City, UK, PhD (HIT, China) Applied Actuarial Statistics

School of Mathematics, University of Nairobi, Kenya. +254 (20) 4445751 pweke@uonbi.ac.ke 

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Publications

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  • : Discrete-Time Markov Chains (1)
  • Bayesian inference (1)
  • ComonotonicityInformation-based modelBlack-Scholes modelMulti-asset optionEuropean call option (1)
  • compound poison process (1)
  • contact persons (1)
  • Covid-19 (2)
  • Curve estimation (1)
  • Daily Returns (1)
  • eciprocal inverse Gaussian distribution (1)
  • Economic Recession (1)
  • Frailty model (1)
  • GDP (1)
  • generalized inverse Gaussian distribution (1)
  • generalized linear regression (1)
  • harmonic distribution (1)
  • Healthy-Tailed Distribution (1)
  • life annuity insurance. (1)
  • Log-normal Distribution (1)
  • non-diversifiable risk (1)
  • NSE-20 Share Index (1)
  • positive hyperbolic distribution (1)
  • probability estimates (1)
  • random variable (1)
  • Steady State (1)
  • stochastic modeling (1)
  • Volatility (1)

Recent Publications

  • Multi-asset option pricing using an information-based model
  • The Reciprocal Generalized Inverse Gaussian Frailty with Application in Life Annuity Business
  • Modelling of covid-19 transmission in kenya using compound poisson regression model
  • Modeling of Returns of Nairobi Securities Exchange 20 Share Index Using Log-Normal Distribution
  • On Compound Distributions for Natural Disaster Modelling in Kenya
  • Kernel density estimation of white noise for non-diversifiable risk in decision making
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