Dr CJ (Calisto) Guambe

Tel: +2712 420-5928
Fax: +2712 420-3893
E-mail: [email protected]
Office: Botany Building 3-1

Position: Lecturer

Publications over the past five years

Guambe C,  Kufakunesu R,  A note on optimal investment-consumption-insurance in a Levy market.  Insurance: Mathematics and Economics, 65(2015), 30–36
Guambe C, Kufakunesu R, Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach. Optimization 67(4)(2018) 457-473

Guambe C, Kufakunesu R Optimal investment-consumption and life insurance with capital contraints. Communications in Statistics – Theory and Methods 49(3)(2020) 648–669

Guambe C, Kufakunesu R Optimal investment-consumption and life insurance with an embedded American option. To appear in Lithuanian Mathematical Journal

Kufakunesu R, Guambe C, Van Zyl G, Beyers C Optimal asset allocation for a DC plan with partial information under inflation and mortality risks. To appear in Communications in Statistics – Theory and Methods

Mabitsela L, Kufakunesu R, Guambe C A note on the representation of BSDE-based dynamic risk measures and dynamic capital allocations. To appear in Communication Statistics - Theory and Methods

Published by Annel Smit

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