CUFinder

Ivivi Joseph Mwaniki

About Ivivi Joseph Mwaniki

Ivivi Joseph Mwaniki, With an exceptional h-index of 4 and a recent h-index of 4 (since 2020), a distinguished researcher at University of Nairobi, specializes in the field of Option pricing, modeling returns, probability modeling, computational methods.

His recent articles reflect a diverse array of research interests and contributions to the field:

CONTINUOUS ERLANG MIXED DISTRIBUTIONS AND THEIR PROPERTIES

Cosine Fréchet Loss Distribution: Properties, Actuarial Measures and Insurance Applications

On regime-switching European option pricing

On a robust estimation of option-implied interest rates and dividend yields

A new family of F-Loss distributions: Properties and applications

Actuarial Measures, Estimation and Applications of Sine Burr III Loss Distribution

ON STOCK MARKET ASYMMETRIC VOLATILITY AND TRADING VOLUME

Sine F-Loss Family of Distributions: Properties and Insurance Applications

Ivivi Joseph Mwaniki Information

University

Position

Lecturer School of Mathematics

Citations(all)

42

Citations(since 2020)

31

Cited By

23

hIndex(all)

4

hIndex(since 2020)

4

i10Index(all)

0

i10Index(since 2020)

0

Email

University Profile Page

Google Scholar

Ivivi Joseph Mwaniki Skills & Research Interests

Option pricing

modeling returns

probability modeling

computational methods

Top articles of Ivivi Joseph Mwaniki

CONTINUOUS ERLANG MIXED DISTRIBUTIONS AND THEIR PROPERTIES

Far East Journal of Theoretical Statistics

2024/3/23

Cosine Fréchet Loss Distribution: Properties, Actuarial Measures and Insurance Applications

Computational Journal of Mathematical and Statistical Sciences

2024/4/1

On regime-switching European option pricing

Cogent Economics & Finance

2023/12/31

On a robust estimation of option-implied interest rates and dividend yields

Cogent Economics & Finance

2023/10/9

A new family of F-Loss distributions: Properties and applications

Advances and Applications in Statistics

2023/4/22

Actuarial Measures, Estimation and Applications of Sine Burr III Loss Distribution

2023

ON STOCK MARKET ASYMMETRIC VOLATILITY AND TRADING VOLUME

Far East Journal of Theoretical Statistics

2022/9/23

Sine F-Loss Family of Distributions: Properties and Insurance Applications

Appl. Math. Inf. Sci

2022

Modeling stock returns and trading volume in regime switching world

Finan. Math. Appl

2021

On stock returns volatility and trading volume of the nairobi securities exchange index

RMS: Research in Mathematics & Statistics

2021/1/1

See List of Professors in Ivivi Joseph Mwaniki University(University of Nairobi)