# 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

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

Multi-asset option pricing using an information-based model. Scientific African. 10:00564. AbstractWebsite

2020. The Reciprocal Generalized Inverse Gaussian Frailty with Application in Life Annuity Business. Journal of Advances in Mathematics and Computer Science. 35(6):112-131. AbstractWebsite

2020. Modelling of covid-19 transmission in kenya using compound poisson regression model. Journal of Advances in Mathematics and Computer Science. 35(2):101-111. AbstractWebsite

2020. Modeling of Returns of Nairobi Securities Exchange 20 Share Index Using Log-Normal Distribution . Research Journal of Finance and Accounting. 11(8) AbstractWebsite

2020. On Compound Distributions for Natural Disaster Modelling in Kenya. International Journal of Mathematics and Mathematical Sciences. 2020 AbstractWebsite

2020. Kernel density estimation of white noise for non-diversifiable risk in decision making. Journal of Risk Analysis and Crisis Response. 10(1):6-11. AbstractWebsite

2020. Modeling Kenyan economic impact of corona virus in Kenya using discrete-time Markov chains. Journal of Finance and Economics. 8(2):,80-85. AbstractWebsite

2020. Credit Scoring with Ego-Network Data. Journal of Mathematical Finance. 9(3):522-534. AbstractWebsite

2019.
2018.

Construction of moment-matching multinomial lattices using Vandermonde matrices and Gröbner bases. American Institute of Physics. (1):020094. Abstract

2017. Trust Model for Social Network Using Singular Value Decomposition. Interdisciplinary Description of Complex Systems. 14(3):296-302. Abstract

2016. Credit Scoring for M-Shwari Using Hidden Markov Model. European Scientific Journal12. 12(15):176-188. Abstract

2016. Trust and Distrust: A Reputation Ratings Approach. International Advanced Research Journal in Science, Engineering and Technology (IARJSET). 3(2):111-114. Abstract

2016. Consumer Lending Using Social Media Data. International Journal of Scientific Research and Innovative Technology. 3(2):1-8. Abstract

2016. Financial Time Series Modelling of Trends and Patterns in the Energy Markets. Journal of Mathematical Finance. 6:324-337. Abstract

2016. BLUE, ABLE and Simplified Linear Estimation of the Selected Order Statistics from the Logistic Distribution. Far East Journal of Theoretical Statistics.

2016. Cross-Country Spillovers in East Africa: A Global Vector Autoregressive Analysis. American Journal of Theoretical and Applied Statistics. 4(3):125-137. Abstract

2015. Modelling Time Varying Dependence of Financial Time Series: A Copula Approach. International Journal of Statistics and Economics. 16(1):1-15. Abstract

2015. Multistate Modelling Vertical Transmission and Determination of R0 Using Transition Intensities. Applied Mathematical Sciences. 9(79):3941-3956. Abstract

2015.
2014. Modelling Dependence Between the Equity and Foreign Exchange Markets Using Copulas. Applied Mathematical Sciences. 8(117):5813-5822. Abstract

Modelling Stock Returns Volatility on Uganda Securities Exchange. Applied Mathematical Sciences. 8(104):5173-5184. Abstract

2014. Modelling Volatility of Stock Returns: Is GARCH (1,1) Enough? International Journal of Sciences: Basic and Applied Research (IJSBAR). 16(2):216-223. Abstract

2014. Asian Options, Jump-Diffusion Processes on a Lattice and Vandermonde Matrices. Modern Problems in Insurance Mathematics. , London: Springer Abstract

2014. Statistical Properties of the Dorfman-Sterrett Group Screening Procedure with Errors in Decision. South African Statist. J.. 48(2014):1–18. Abstract

2014. Estimating IBNR Claims Reserves for General Insurance Using Archimedean Copulas. Applied Mathematical Sciences: Journal of Theory and Applications. 7(25):1223-1237.Website

2013. A Comparison of the Classical Black-Scholes Model and the GARCH Option Pricing Model for Currency Options. ICASTOR Journal of Mathematical Sciences. 5(2):267-284. Abstract

2011. A Comparison of the Classical Black-Scholes Model and the GARCH Option Pricing Model for Currency Options.. Proceedings of the 4th International Operations Research Society of Eastern Africa (ORSEA) Conference, October 23-24 August 2008, Nairobi, Kenya.. : ORSEA Abstract

2008. Linear Estimation of Scale Parameter for Logistic Distribution Based on Consecutive Order Statistics.. Sankhya: The Indian Journal of Statistics Vol. 69 Part 4, pages 870 . : Sankhya: The Indian Journal of Statistics Abstract

2007. Common Nearly Best Linear Estimates of Location and Scale Parameters: Normal and Logistic Distributions.. Far East J. of Theo. Stat. 18 (2), pp. 161 . 18(2):161-178.: Far East Journal of Theoretical Statistics AbstractWebsite

2006. The Bradley-Terry Model for Handling Categorical Response Variables from Farmer Participatory Trials.. Far East J. of Theo. Stat. . 20(2):163-178.: Far East Journal of Theoretical Statistics AbstractWebsite

2006. Deterministic Claims Reserving in Short-Term Insurance Contracts.. E.A.J. of Statistics, Vol. 1, No. 2: 198 . : East African Journal of Statistics

2006.