Position/Status

Associate Professor in Actuarial Science

E-mail Address

rsimwa@kcau.ac.ke

Academic Qualification

• PhD.( Applied Statistics-1998 )_DAAD Scholar-Makerere/Tuebingen University(Ger)
• MSC( Math. Stat.-1989)_DAAD Scholar-University of Nairobi
• PGDip ( Actuarial Science-1991)-British Council Scholarship-University of London (UK)
• BSC(Double Mathematics -1987 ) – University of Nairobi

Membership of Professional Bodies or Associations

Profile

Prof. Simwa is a Lecturer and Researcher in Actuarial Science and Statistics. He is a Pioneer lecturer in Actuarial Science both locally and regionally. Through PhD and MSC theses supervisions, Prof. Simwa has participated in many research undertakings leading to PhD and MSC degree awards to the student participants, and the publication of several articles in peer-reviewed journals. Current research undertaking includes research on models for Stock Returns at Security Exchange Markets, Financial Ruin Theory and Stochastic models for HIV/AIDs State specific transition hazard rates.

Research Interest

Selected Publications(Books, Refereed publications & Non Refereed publications)

• Kalove,S., Mwaniki, J.I. & Simwa,R.O.(2020a). Modelling Stock Returns and Trading Volume in Regime Switching World. Financial Mathematics and Applications. ISSN: 2217-7795. URL: www.ILIRIAS.com/FMAA. Vol.6(1). P.1-4
• Odiwour,C. ,Onyango, F. & Simwa, R.O.(2020). Approximation of ruin probabilities under Financial Constraints. Applied Mathematical Sciences. Vol.14, No.7, pp301-310
  https://www.researchgate.net/publication/341449073_Approximations_of_ruin_probabilities_under_financial_constraints
• Kalove,S., Mwaniki, J.I. & Simwa,R.O.(2020b). On Stock Return Volatility and Trading Volume of Nairobi Security Exchange. Research in Mathematics and Statistics Journal. Vol. 8, No.1. p 1-10.
  https://repository.kcau.ac.ke/handle/123456789/811
• Kamun, S., Simwa,R.O. & Sewe, W.(2021a). On Derivation of the Semi-Parametric Weighted Likelihood Estimator SPW, and the Weighted Conditional Pseudo Likelihood Estimator , WPCE. Far East Journal of Theoretical Statistics. Vol.62(2), p81-90
  https://www.researchgate.net/publication/354702948_ON_DERIVATION_OF_THE_SEMI-PARAMETRIC_WEIGHTED_LIKELIHOOD_ESTIMATOR_SPW_AND_THE_WEIGHTED_CONDITIONAL_PSEUDO_LIKELIHOOD_ESTIMATOR_WCPE
• Kamun,S., Simwa, R.O. & Sewe, W.(2021b). Comparison of the New Estimators: The Semi-Parametric Likelihood Estimator, SPW and the Conditional Weighted Pseudo Likelihood Estimator, WPCE. American Journal of Theoretical and Applied Statistics. Vol.10(4) p.202-207
  https://www.sciencepublishinggroup.com/journal/paperinfo?journalid=146&doi=10.11648/j.ajtas.20211004.14
• Simwa, R. O.(2018a). On the Variation of the Probability Distribution of Future Life-Time: a case of Kenyan Mortality Experience. Biometrics and Biostatistics International Journal. Vol. 7( 2) 141-145
  https://repository.kcau.ac.ke/handle/123456789/671
• Simwa, R. O. (2018 b). On Unemployment Insurance Assuming Non-Zero Mortality with Application to USA Economy. European Journal of Statistics and Probability, Vol.6(2)1-11
  https://eajournals.org/ejsp/vol-6-issue-2-may-2018/
• Kikechi C. B., Simwa, R.O. and Pokhariyal, G.P. (2018). On Local Linear Regression Estimation of Finite Population Total in Model Based Surveys. American Journal of Theoretical and Applied Statistics. Vol. 7(3) 92-101
  http://erepository.uonbi.ac.ke/handle/11295/106944
• Ondieki, I. O. and Simwa , R.O.( 2017). Modelling of Volatility of Interest Rates and Treasury Bill Rates using ARCH/GARCH family Models and their Effect on Pension Fund. International Journal of Engineering , Sciences and Management Research. Vol. 4(11) 81-101.
• Kikechi, C. B., Simwa, R.O. and Pokhariyal, G.P. (2017). On Local Linear Regression Estimation in Sampling Surveys. Far East Journal of Theoretical Statistics, Vol. 53(5) 291-311.
  https://www.academia.edu/42092568/ON_LOCAL_LINEAR_REGRESSION_ESTIMATION_IN_SAMPLING_SURVEYS
• Simwa, R. O. Muhati, N. and Chikamai, L.(2017). On Derivation of the Probability of Infection in the Presence of Treatment. Science Journal of Applied Mathematics and Statistics. Vol. 5, 169-173.
  https://www.academia.edu/80890132/On_Derivation_of_the_Probability_of_Occurrence_of_an_Epidemic_with_Application_to_HIV_AIDS_Spread_Given_Tuberculosis_Co_infections_in_the_Presence_of_Treatment
• Simwa, R.O.(2017). On the Determination and Distribution of the Basic Reproduction Number for HIV Pandemic with Tuberclosis Co-Infections in the Presence of Treatment. ICASTOR Journal of Mathematical Sciences. Vol. 11(1)1-13.
• Ndung’u M. R., Pokhariyal, G.P. and Simwa, R. O.(2017). Mathematical Model for the Transmission of Endemic Malaria under Periodically varying Climatic Conditions. Asian Journal of Mathematics and Computer Research. Vol. 16( 2)113-128
  https://www.ikprress.org/index.php/AJOMCOR/article/view/833
• Ndung’u M. R., Pokhariyal, G.P. and Simwa, R. O.(2016). Modelling the Effects of Periodic Temperature on Malaria Transmission Dynamics. Asian Journal of Mathematics and Computer Research. Vol. 13 (2) 91-105
  https://www.ikprress.org/index.php/AJOMCOR/article/view/657
• Simwa, R.O., Kithinji, M.M and Otieno J.A.M (2016). Application of Burr XII Mixture Distributtios to Model Unemployment Duration in Pricing Unemployment Duration Assuming USA Data. International Journal of Statistical Distributions and Applications. Vol. 2( 3) Page 27-34.
  https://profiles.uonbi.ac.ke/joseph_otieno/publications/application-burr-xii-mixture-distributions-model-unemployment-duration-pr
• Odundo F., Simwa R.O. and Ongati, O.(2013). Mathematical Modeling of HIV infection. International Journal of Mathematical Archives Vol 4 (12), 62 – 72.
  http://erepository.uonbi.ac.ke/handle/11295/73802
• Kwach, B., Ongati, O. and Simwa, R.O. (2011). Mathematical model for Detecting Diabetes in the Blood. Applied Mathematical Sciences, Vol.5( 6) 279-286.
  http://erepository.uonbi.ac.ke/handle/11295/56926
• Akwimbi, J. and Simwa, R.O. (2014). Text Book: Modelling thegrowth of Pension Funds: Using generalized linear model; Gamma Regression. LAMBERT Academic Publication, Saarbrucken, Deutschland.ISBN:978-3-659-63963-0