dc.contributor.author | Oburu, Jeffar | |
dc.contributor.author | Were, Joshua | |
dc.contributor.author | Oduor, Brian | |
dc.contributor.author | Nyakinda, Joseph | |
dc.date.accessioned | 2024-04-29T15:02:49Z | |
dc.date.available | 2024-04-29T15:02:49Z | |
dc.date.issued | 2023-12-01 | |
dc.identifier.uri | https://repository.maseno.ac.ke/handle/123456789/6083 | |
dc.description.abstract | In this paper, we develope a (pq)-binomial extension of the
Cox-Ross-Rubinstein (CRR) model thereby enhancing its ap
plicability in optimizing life insurance portfolios amidst noisy
observations. We utilize mathematical constructs designed to
mitigate the impact of nancial perturbations, thereby enrich
ing the existing model and laying a robust foundation for nav
igating uncertainties. | en_US |
dc.publisher | International Journal of Open Problems in Computer Science & Mathematics | en_US |
dc.subject | (pq)-binomial extension, CRR model, Beta distribution, Risk. | en_US |
dc.title | On (P, Q)-Binomial Extension of Cox-Ross-Rubinstein Model in Skorohod Spaces. | en_US |
dc.type | Article | en_US |