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Research 

Welcome to our research page. Below you can find recent publications and presentations by the Department staff.

Barclays Africa Chair in Actuarial Science

 

Publications

Keough, Natalie, Ericka Noelle L’Abbé, M. Steyn, and S. Pretorius. Assessment of skeletal changes after post-mortem exposure to fire as an indicator of decomposition stage. Forensic science international 246: 17-24, 2015

Steyn, M; Scholtz, Y; Botha, D; Pretorius, S; The changing face of tuberculosis: Trends in tuberculosis-associated skeletal changes, Tuberculosis 93: 467-474, 2013

Du Plessis, HLM, The actuary acting as an expert witness in cases involving compensation for loss of future earnings: some guidelines from South African law
Presented at the Actuarial Society of South Africa's 2012 Convention, 16-17 October 2012, CTICC
(PDF)

du Plessis, HLM, The divergent approaches of English and South African courts, when considering actuarial expert testimony in the matter of an award for damages for future loss of earnings after a damage-causing event, 2011, Annals of Actuarial Science, 6 : 5-22. Copyright Institute and Faculty of Actuaries. (PDF)

Beyers C, Duvenhage R, Ströh A The Szemeredi property in ergodic W*-dynamical systemsJournal of Operator Theory. Volume 64, Issue 1, Summer 2010 pp. 35-67. 

Beyers C, Duvenhage R, Ströh A.  A van der Corput lemma and weak mixing over groups. Technical report (2006) /arxiv.org/abs/math/0512059

Technical Reports

A method of parameterising a feed forward multi-layered perceptron artificial neural network, with
reference to financial markets by ML Smith, FJC Beyers and JP de Villiers.

Conditional large deviations for losses on portfolios with heterogeneity between constituent groups by NM Walters, FJC Beyers and AJ Van Zyl.

The effect of observation errors on the assessment of insurance losses as a result of seismic activity
by S Pretorius, A Kijko and FJC Beyers.

Presentations

N Walters, Conditional large deviations for portfolios. Presented at the 5th International Conference: Mathematics in Finance, Skukuza, Kruger National Park, 24 -29 August 2014.

FJC Beyers, Truncation and tempering techniques in extreme risk deviation. Presented at the 5th International Conference: Mathematics in Finance, Skukuza, Kruger National Park, 24 -29 August 2014.

S Pretorius, The effect of observaton errors on the assessment of insurnace losses due to seismic activity with an application in South Africa. Presented at the International Congress of Actuaries, 2 April 2014, Washington DC, USA. www.ica2014.org

M Smith, An introduction to artificial neural networks. Presented at the Actuarial Society of South Africa Convention on 31 October and 1 November 2013. Presentation

Dr FJC Beyers, Operational risk modelling: Threshold detection and worst-case scenarios. North West University BMI-ABSA-DTI seminar.Potchefstroom. 2012.

Dr FJC Beyers, The Szemeredi property for compact C*-dynamical systems. South African Mathematical Society. Grahamstown. 2009.

Dr FJC Beyers, Noncommutative dynamical systems. South African Academy of Science and Arts. Pretoria. 2008.

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Last edited by Samantha PretoriusEdit