Mathematical Statistics and Actuarial Science
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Quantile regression analysis of modifiable and non-modifiable predictors of stroke among adults in South Africa
(Bentham Open, 2021)Background: Stroke is the second largest cause of mortality and long-term disability in South Africa (SA). Stroke is a multifactorial disease regulated by modifiable and non-modifiable predictors. Little is known about ... -
Soil fertilization synergistically enhances the impact of pollination services in increasing seed yield of sunflower under dryland conditions
(Cambridge University Press, 2021)To exploit the potential of ecological intensification during sunflower cropping, it is crucial to understand the potential synergies between crop management and ecosystem services. We therefore examined the effect of ... -
Modelling international tourist arrivals volatility in Zimbabwe using a GARCH process
(AfricaJournals, 2021)The aim of the paper was to develop bootstrap prediction intervals for international tourism demand and volatility in Zimbabwe after modelling with an ARMA-GARCH process. ARMA-GARCH models have better forecasting power and ... -
Exotic equity derivatives: a comparison of pricing models and methods with both stochastic volatility and interest rates
(University of the Free State, 2017-05)The traditional Black Scholes methodology for exotic equity option pricing fails to capture the features of latent stochastic volatility and observed stochastic interest rate factors exhibited in financial markets today. ... -
Actuarial risk management of investment guarantees in life insurance
(University of the Free State, 2010-11)Investment guarantees in life insurance business have generated a lot of research in recent years due to the earlier mispricing of such products. These guarantees generally take the form of exotic options and are therefore ... -
Parametric and nonparametric Bayesian statistical inference in animal science
(University of the Free State, 2000-11)Chapter 1 illustrated an extension of the Gibbs sampler to solve problems arising in animal breeding theory. Formulae were derived and presented to implement the Gibbs sampler where-after marginal densities, posterior ... -
Aspects of Bayesian change-point analysis
(University of the Free State, 2000-11)English: In chapter one we looked at the nature of structural change and defined structural change as a change in one or more parameters of the model in question. Bayesian procedures can be applied to solve inferential ... -
A Bayesian analysis of multiple interval-censored failure time events with application to AIDS data
(University of the Free State, 2003-05)English: The measure of time to event (failure) for units on longitudinal clinical visits cannot always be ascertained exactly. Instead only time intervals within which the event occurred may be recorded. That being the ... -
Bayesian control charts based on predictive distributions
(University of the Free State, 2016-01)English: Control charts are statistical process control (SPC) tools that are widely used in the monitoring of processes, specifically taking into account stability and dispersion. Control charts signal when a significant ... -
A survey on participation and attitude to sports among undergraduate students in junior residences at the University of the Free State
(University of the Free State, 2016-01)The main objective of this study is to assess and quantify participation in sporting activities by students and to determine the factors influencing students’ intentions to participate or not to participate in sports at ... -
Second-order estimation procedures for complete and incomplete heavy-tailed data
(University of the Free State, 2016)This thesis investigates the second-order re ned peaks over threshold model called the Extended Pareto Distribution (EPD) introduced by Beirlant et al. (2009). Focus is placed on estimation of the Extreme Value Index ... -
Performance of first-year accounting students: does time perspective matter?
(University of the Free State, 2013)English: Academic failure of first-year accounting students is a national and international problem. Existing research is inconclusive regarding the causes for the failure and does not make provision for the possible ... -
On some methods of reliability improvement of engineering systems
(University of the Free State, 2015-08)The purpose of this thesis was to study some methods of reliability improvement of engineering systems. The reason for selecting the theme “reliability improvement of engineering systems” was first to explore traditional ... -
On the use of extreme value theory in energy markets
(University of the Free State, 2007-05-09)English: The thesis intent is to provide a set of statistical methodologies in the field of Extreme Value Theory (EVT) with a particular application to energy losses, in Gigawatt-hours (GWh) experienced by electrical ... -
Bayesian inference for linear and nonlinear functions of Poisson and binomial rates
(University of the Free State, 2012)This thesis focuses on objective Bayesian statistics, by evaluating a number of noninformative priors. Choosing the prior distribution is the key to Bayesian inference. The probability matching prior for the product of ... -
Modelling electricity demand in South Africa
(University of the Free State, 2014-01)English: Peak electricity demand is an energy policy concern for all countries throughout the world, causing blackouts and increasing electricity tariffs for consumers. This calls for load curtailment strategies to either ... -
Regularised iterative multiple correspondence analysis in multiple imputation
(University of the Free State, 2013-07)English: Non-responses in survey data are a prevalent problem. Various techniques for the handling of missing data have been studied and published. The application of a regularised iterative multiple correspondence analysis ... -
Hierarchical Bayesian modelling for the analysis of the lactation of dairy animals
(University of the Free State, 2006-03)English: This thesis was written with the aim of modelling the lactation process in dairy cows and goats by applying a hierarchical Bayesian approach. Information on cofactors that could possibly affect lactation is included ... -
Bayesian non-linear models for the bactericidal activity of tuberculosis drugs
(University of the Free State, 2015-05)Trials of the early bactericidal activity (EBA) of tuberculosis (TB) treatments assess the decline, during the first few days to weeks of treatment, in colony forming unit (CFU) count of Mycobacterium tuberculosis in the ... -
The capability approach and measurement: operationalizing capability indicators in higher education
(University of the Free State, 2015-01)The thesis contributes to work in the field of operational measurement of Human Capabilities. Although a number of studies have examined the challenges posed in the measurement of Human Capabilities, there has not been a ...
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