Browsing by Author "Witbooi, Peter J."
Now showing items 1-20 of 24
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Discrete and continuous time methods of optimization in pension fund management
Muller, Grant Envar (2010)Pensions are essentially the only source of income for many retired workers. It is thus critical that the pension fund manager chooses the right type of plan for his/her workers.Every pension scheme follows its own set of ... -
Discrete time methods of pricing Asian options
Dyakopu, Neliswa B. (University of Western Cape, 2014)This dissertation studies the computation methods of pricing of Asian options. Asian options are options in which the underlying variable is the average price over a period of time. Because of this, Asian options have a ... -
A mathematical model for managing equity-linked pensions
Julie, Elmerie (University of the Western Cape, 2007)Pension fund companies manage and invest large amounts of money on behalf of their members. In return for their contributions, members expect a benefit at termination of their contract. Due to the volatile nature of returns ... -
A mathematical model for studying the impact of climate variability on malaria epidemics in South Africa
Abiodun, Gbenga Jacob (University of the Western Cape, 2017)Malaria is most prevalent in tropical climates, where there are sufficient rainfall for mosquitoes to breed and conducive temperatures for both the mosquito and protozoa to live. A slight change in temperature can ... -
Mathematical model of performance measurement of defined contribution pension funds
Kelekele, Liloo Didier Joel (University of the Western Cape, 2015)The industry of pension funds has become one of the drivers of today’s economic activity by its important volume of contribution in the financial market and by creating wealth. The increasing importance that pension funds ... -
Mathematical modeling and analysis of HIV/AIDS control measures
Gbenga, Abiodun J. (University of the Western Cape, 2012)In this thesis, we investigate the HIV/AIDS epidemic in a population which experiences a significant flow of immigrants. We derive and analyse a math- ematical model that describes the dynamics of HIV infection among the ... -
Mathematical modeling in the sustainable use of natural resources.
Mthombeni, Lestinah (University of the Western Cape, 2015)The sustainable use of natural resources is of utmost importance for every community. In particular, it is important for every given generation to plan in such a way that proper provision is made for future generations. ... -
Mathematical modeling of an epidemic under vaccination in two interacting populations
Ahmed, Ibrahim H.I. (University of the Western Cape, 2011)In this dissertation we present the quantitative response of an epidemic of the so-called SIR-type, in a population consisting of a local component and a migrant component. Each component can be divided into three classes, ... -
A mathematical modeling of optimal vaccination strategies in epidemiology
Nemaranzhe, Lutendo (University of the Western Cape, 2010)We review a number of compartmental models in epidemiology which leads to a nonlinear system of ordinary differential equations. We focus an SIR, SEIR and SIS epidemic models with and without vaccination. A threshold ... -
A mathematical modeling of optimal vaccination strategies in epidemiology
Nemaranzhe, Lutendo (2010)We review a number of compartmental models in epidemiology which leads to a nonlinear system of ordinary differential equations. We focus an SIR, SEIR and SIS epidemic models with and without vaccination. A threshold ... -
Mathematical modeling of population dynamics of HIV with antiretroviral treatment and herbal medicine
Mukhtar, Abdulaziz. Y.A. (University of Western Cape, 2014)Herbal medicines have been an important part of health and wellness for hundreds of years. Recently the World Health Organization estimated that 80% of people worldwide rely on herbal medicines. Herbs contain many ... -
Mathematical modeling of the population dynamics of tuberculosis
Adebiyi, Ayodeji O. (University of the Western Cape, 2016)Tuberculosis (TB) is currently one of the major public health challenges in South Africa, and in many countries. Mycobacterium tuberculosis is among the leading causes of morbidity and mortality. It is known that tuberculosis ... -
Mathematical modelling of HIV/AIDS with recruitment of infecteds
Seatlhodi, Thapelo (University of the Western Cape, 2015)The influx of infecteds into a population plays a critical role in HIV transmission. These infecteds are known to migrate from one region to another, thereby having some interaction with a host population. This interactive ... -
Mathematical modelling of the HIV/AIDS epidemic and the effect of public health education
Vyambwera, Sibaliwe Maku (University of Western Cape, 2014)HIV/AIDS is nowadays considered as the greatest public health disaster of modern time. Its progression has challenged the global population for decades. Through mathematical modelling, researchers have studied different ... -
Mathematical models of credit management and credit derivatives
Khatywa, Thembalethu (2010)The first two chapters give the background, history and overview of the dissertation, together with the necessary mathematical preliminaries. Thereafter, the next four chapters deal with credit risk and credit derivatives.The ... -
A model for managing pension funds with benchmarking in an inflationary market
Nsuami, Mozart (University of the Western Cape, 2011)Aggressive fiscal and monetary policies by governments of countries and central banks in developed markets could somehow push inflation to some very high level in the long run. Due to the decreasing of pension fund benefits ... -
A model of pension portfolios with salary and surplus process
Mtemeri, Nyika (University of the Western Cape, 2010)Essentially this project report is a discussion of mathematical modelling in pension funds, presenting sections from Cairns, A.J.D., Blake, D., Dowd, K., Stochastic lifestyling: Optimal dynamic asset allocation for defined ... -
Modelling of asset allocation in banking using the mean-variance approach
Kaibe, Bosiu C. (University of the Western Cape, 2012)Bank asset management mainly involves profit maximization through invest- ment in loans giving high returns on loans, investment in securities for reducing risk and providing liquidity needs. In particular, commercial ... -
The non-cancellation groups of certain groups which are split extensions of a finite abelian group by a finite rank free abelian group
Mkiva, Soga Loyiso Tiyo (University of the Western Cape, 2008)The groups we consider in this study belong to the class X0 of all nitely generated groups with nite commutator subgroups. We shall eventually narrow down to the groups of the form T owZn for some n 2 N and some nite ... -
Optimal asset allocation and capital adequacy management strategies for Basel III compliant banks
Muller, Grant Envar (University of the Western Cape, 2015)In this thesis we study a range of related commercial banking problems in discrete and continuous time settings. The first problem is about a capital allocation strategy that optimizes the expected future value of a commercial ...