# 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

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

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

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

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

"Multi-asset option pricing using an information-based model." *Scientific African*. 2020;10:00564. AbstractWebsite

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

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

"Credit Scoring with Ego-Network Data." *Journal of Mathematical Finance*. 2019;9(3):522-534. AbstractWebsite

"A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices." *journal of mathematical finance*. 2018;8(2):478-496. AbstractA Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices

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

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

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

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

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

"Trust Model for Social Network Using Singular Value Decomposition." *Interdisciplinary Description of Complex Systems*. 2016;14(3):296-302. Abstract

"Cross-Country Spillovers in East Africa: A Global Vector Autoregressive Analysis." *American Journal of Theoretical and Applied Statistics*. 2015;4(3):125-137. Abstract

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

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

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

Modelling Stock Returns Volatility on Uganda Securities Exchange." *Applied Mathematical Sciences*. 2014;8(104):5173-5184. Abstract

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

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

"Estimating IBNR Claims Reserves for General Insurance Using Archimedean Copulas." *Applied Mathematical Sciences: Journal of Theory and Applications*. 2013;7(25):1223-1237.Website

"A Comparison of the Classical Black-Scholes Model and the GARCH Option Pricing Model for Currency Options." *ICASTOR Journal of Mathematical Sciences*. 2011;5(2):267-284. Abstract

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

"Common Nearly Best Linear Estimates of Location and Scale Parameters: Normal and Logistic Distributions." *Far East J. of Theo. Stat. 18 (2), pp. 161 *. 2006;18(2):161-178. AbstractWebsite

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