Philip Ngare

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Flexible Lévy-based models for time series of count data with zero-inflation, overdispersion, and heavy tails Journal of Probability and Statistics	2024-09-17	Paper
Stochastic optimal control and simulations with application to the cashew nut sector in Senegal Results in Applied Mathematics	2022-05-31	Paper
Mitigating geographical basis risk of weather derivatives using spatial-temporal regime-switching temperature model AIMS Mathematics	2022-04-21	Paper
The log-asset dynamic with Euler-Maruyama scheme under Wishart processes International Journal of Mathematics and Mathematical Sciences	2022-01-19	Paper
European option pricing under Wishart processes Journal of Mathematics	2021-11-08	Paper
A multicurve cross-currency LIBOR market model Journal of Applied Mathematics	2019-11-19	Paper
Lévy process based Ornstein-Uhlenbeck temperature model with time varying speed of mean reversion Advances and Applications in Statistics	2019-08-15	Paper
Regime-switching temperature dynamics model for weather derivatives International Journal of Stochastic Analysis	2019-03-26	Paper
A Poisson-gamma model for zero inflated rainfall data Journal of Probability and Statistics	2018-08-14	Paper
Expansion formulas for European quanto options in a local volatility FX-LIBOR model International Journal of Theoretical and Applied Finance	2018-04-11	Paper
Utility indifference pricing of derivatives written on industrial loss indices Journal of Computational and Applied Mathematics	2016-02-29	Paper
Indifference pricing of contingent claims on NIG Lévy model	2013-05-07	Paper
On modelling and pricing rainfall derivatives with seasonality Applied Mathematical Finance	2011-06-03	Paper

Research outcomes over time

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