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    • Research Articles (Statistics and Actuarial Science)
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    Browsing Research Articles (Statistics and Actuarial Science) by Title

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    Now showing items 3-22 of 33

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        Calculation aspects of the European rebalanced basket option using Monte Carlo methods : valuation 

        Van der Merwe, C. J.; Conradie, W. J. (Operations Research Society of South Africa, 2012)
        Extra premiums can be charged to a client to guarantee a minimum payout of a contract on a portfolio that gets rebalanced on a regular basis back to fixed proportions. The valuation of this premium can be changed to that ...
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        Catastrophe modelling : deriving the 1-in-200 year mortality shock for a South African insurer’s capital requirements under solvency assessment management 

        Plantinga, A. A.; Corubolo, D. J.; Clover, R. J. (Actuarial Society of South Africa, 2015)
        This paper investigates catastrophe risk for South African life insurers by considering the additional deaths that could arise from a 1-in-200 year mortality shock. Existing South African academic research on catastrophic ...
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        Changes in mortality of people living with HIV in South Africa and their potential implications for life assurers 

        Strydom, M. L.; Corubolo, D.; Nel, C. (Actuarial Society of South Africa, 2016)
        This research investigates the impact of improved (and improving) mortality experience in South Africa as a result of the increased (and increasing) access to antiretroviral treatment on South African life assurers, the ...
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        An easy and low cost option for economic statistical process control using Excel 

        Van Deventer, P. J. U.; Manna, Z. G. (Operations Research Society of South Africa, 2009)
        ENGLISH SUMMARY : In this paper, a user-friendly, Excel program is developed to search for the optimal values of the parameters in minimizing the total cost function in both economic and economic statistical designs of the ...
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        Equity- and entity-based multiples in emerging markets : evidence from the JSE Securities Exchange 

        Nel, W. S.; Bruwer, B. W.; Le Roux, N. J. (Clute Institute, 2013-05)
        Analysts typically distinguish between equity- and entity-based approaches when employing the free cash flow model to perform equity valuations. However, when multiples are used to perform equity valuations, analysts ...
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        Extending a scatterplot for displaying group structure in multivariate data : a case study 

        Gardner, S.; Le Roux, N. J.; Rypstra, T.; Swart, J. P. J. (Operations Research Society of South Africa, 2005)
        ENGLISH SUMMARY : The power of canonical variate analysis (CVA) biplots, when regarded as extensions of or- dinary scatterplots to describe variation and group structure in multivariate observations, is demonstrated by ...
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        Fermentation-derived aroma compounds in varietal young wines from South Africa 

        Louw, L.; Tredoux, A. G. J.; Van Rensburg, P.; Kidd, M.; Naes, T.; Nieuwoudt, Helene (SASEV, 2010-09)
        The volatile composition of 925 single cultivar young Sauvignon blanc, Chardonnay, Pinotage, Merlot, Shiraz and Cabernet Sauvignon wines of vintages 2005 to 2007, was determined using gas chromatography-flame ionisation ...
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        Flexible graphical assessment of experimental designs in R : the vdg package 

        Schoonees, Pieter; Le Roux, Niel; Coetzer, Roelof (Foundation for Open Access Statistics, 2016-10)
        The R package vdg provides a flexible interface for producing various graphical summaries of the prediction variance associated with specific linear model specifications and experimental designs. These methods include ...
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        Historic bells in Moravian Missions in South Africa's Western Cape 

        De Wet, Tertius; Teugels, Jef L.; Van Deventer, Pieta (Historical Association of South Africa, 2014-11)
        The Moravian Church was the first denomination to begin with missionary work among the indigenous people in South Africa and today the church still has a very strong presence in the country. After opening their first mission ...
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        HIV-exposure, early life feeding practices and delivery mode impacts on faecal bacterial profiles in a South African birth cohort 

        Claassen-Weitz, Shantelle; Gardner-Lubbe, Sugnet; Nicol, Paul; Botha, Gerrit; Mounaud, Stephanie; Shankar, Jyoti; Nierman, William C.; Mulder, Nicola; Budree, Shrish; Zar, Heather J.; Nicol, Mark P.; Kaba, Mamadou (Nature Research, 2018)
        There are limited data on meconium and faecal bacterial profiles from African infants and their mothers. We characterized faecal bacterial communities of infants and mothers participating in a South African birth cohort. ...
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        Host markers in Quantiferon supernatants differentiate active TB from latent TB infection : preliminary report 

        Chegou, Novel N.; Black, Gillian F.; Kidd, Martin; Van Helden, Paul D.; Walzl, Gerhard (BioMed Central, 2009-05)
        Background: Interferon gamma release assays, including the QuantiFERON® TB Gold In Tube (QFT) have been shown to be accurate in diagnosing Mycobacterium tuberculosis infection. These assays however, do not discriminate ...
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        Identifying secondary series for stepwise common singular spectrum analysis 

        Viljoen, H.; Steel, S. J. (Operations Research Society of South Africa, 2013)
        Common singular spectrum analysis is a technique which can be used to forecast a primary time series by using the information from a secondary series. Not all secondary series, however, provide useful information. A first ...
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        The impact of behavioural economics and finance on retirement provision 

        Van Zyl, N.; Van Zyl, D. J. J. (Actuarial Society of South Africa, 2016)
        The significant shift from defined benefit to defined contribution retirement funds in South Africa has led to many fund members bearing responsibility for a range of risks. Many of these risks, such as those related to ...
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        The impact of industry classification on the valuation accuracy of multiples in the South African capital market 

        Nel, Soon; Bruwer, Wilna; Le Roux, Niel (The Clute Institute, 2013-01)
        Although multiples are used extensively in practice, empirical guidance in emerging markets is limited in this regard. In terms of valuation accuracy, the impact of peer group selection by way of industry classification ...
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        Interpretable multi-label classification by means of multivariate linear regression 

        Bierman, Surette (South African Statistical Association, 2019)
        In this paper, the potential of using a multivariate regression approach in order to obtain interpretable output in a multi-label classification problem is investigated. We focus in our analysis on extensions of ordinary ...
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        An investigation into the prescribing of analgesics 

        Truter, I.; Kotze, T. J. Van Wyk (Health & Medical Publishing Group, 1996)
        To investigate the prescribing of analgesic agents in a defined South African patient population. Design: Retrospective drug utilisation study. Setting: Prescribing behaviour of a sample of 50 dispensing doctors in Port ...
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        Monitoring gender remuneration inequalities in academia using biplots 

        Walters, I. S.; Le Roux, N. J. (Operations Research Society of South Africa, 2008)
        ENGLISH SUMMARY : Gender remuneration inequalities at universities have been studied in various parts of the world. In South Africa, the responsibility largely rests with individual higher education institutions to establish ...
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        Obsessive-compulsive disorder and trichotillomania : a phenomenological comparison 

        Lochner, Christine; Seedat, Soraya; Du Toit, Pieter L.; Nel, Daniel G.; Niehaus, Dana J. H.; Sandler, Robin; Stein, Dan J. (BioMed Central, 2005-01)
        Background: Similarities between obsessive-compulsive disorder (OCD) and trichotillomania (TTM) have been widely recognized. Nevertheless, there is evidence of important differences between these two disorders. Some authors ...
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        Optimizing 16S rRNA gene profile analysis from low biomass nasopharyngeal and induced sputum specimens 

        Claassen-Weitz, Shantelle; Gardner-Lubbe, Sugnet; Mwaikono, Kilaza S.; Du Toit, Elloise; Zar, Heather J.; Nicol, Mark P. (BMC (part of Springer Nature), 2020-05-12)
        Background: Careful consideration of experimental artefacts is required in order to successfully apply highthroughput 16S ribosomal ribonucleic acid (rRNA) gene sequencing technology. Here we introduce experimental design, ...
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        Plasma sarcosine does not distinguish early and advanced stages of prostate cancer 

        Bohm, L.; Serafin, A. M.; Fernandez, P.; Van der Watt, G.; Bouic, P. J. D.; Harvey, J. (Health and Medical Publishing Group (HMPG), 2012-08)
        Introduction. Diagnosis of prostate cancer by prostate specific antigen (PSA) is error-prone and cannot distinguish benign prostatic hyperplasia (BPH) from malignant disease, nor identify aggressive and indolent types. ...

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