ANNUAL REPORT 2011/2012

 

UNIVERSITY OF NAIROBI

COLLEGE OF BIOLOGICAL & PHYSICAL SCIENCES

SCHOOL OF MATHEMATICS

 

ANNUAL REPORT 2011/2012

 

1.0       INTRODUCTION

The School of Mathematics is one of the largest Schools in the University of Nairobi. It was established in 2005 during the restructuring from the then departments of Mathematics at CBPS and CEES. It has forty five (45) members of teaching staff and six (6) non-teaching members of staff. The students enrolled in the School  are 940; 823 of these are undergraduate students while 118 are postgraduate students  of whom 16 are PhD. The School offers service teaching to over 1500 students in various Colleges and Schools of the University of Nairobi.

 

The School of Mathematics offers specialized training in Pure Mathematics, Applied Mathematics, Statistics, Biometry, Actuarial Science, Modelling and Operations Research.  Members of the School are actively involved in advanced and applied research of problems that arise in such diverse fields as mathematical biology, AIDS testing and control, vector control, agricultural pest control, educational and manpower planning, mathematical economics, wind energy analysis, analysis of entropy of African languages, survival analysis.

 

The School of Mathematics provides a lively environment for both undergraduate and postgraduate studies, and many opportunities for extra-curricular activities exist, both social and academic.  The social side includes parties and various competitive events organized in collaboration with student associations.

 

The School invites outside speakers to present seminars to staff and students as well as arranging internal research seminars. The National Group of the International Biometric Society (IBS-Gke) has its secretariat in the school and the Group holds its monthly seminar meetings in the school.  The school is also the current overall coordinating center the East African Universities Mathematics Programme (EAUMP) that aims at promoting teaching and research in Mathematics in the region in collaboration with the International Science Programme in Mathematics ISPM based in Uppsala, Sweden.

 

The School’s organizational structure comprises of four divisions. These include the division of Pure Mathematics, Applied and Industrial Mathematics, Statistics and Operations Research and Actuarial and Financial Mathematics. These divisions are headed by a senior member of staff, in the relevant disciplines, who are charged with the key responsibility of providing subject leadership in the relevant area.  Each staff member belongs to one or more of the subject areas. In addition, the School has a coordinator based at CEES who manages the teaching of mathematics for the Bachelor of Education students based in Kikuyu campus.

 

Graduates from the School of Mathematics find employment in many varied fields of the economy such as government departments, financial institutions, agricultural and medical research organizations, Universities, Schools and Colleges, Computing and I.T. Industry, Manufacturing Industry, Accounting and Auditing, Research and Consultancy and so on.

 

 

2.0 PROGRAMMES OFFERED

The School offers courses at undergraduate and postgraduate levels

2.1 UNDERGRADUATE PROGRAMMES

B.Sc. Actuarial Science

B.Sc. Mathematics

B.Sc. Statistics

                                     2.2 POSTGRADUATE  PROGRAMMES

                                          Doctor of Philosophy

PhD. Mathematical Statistics

PhD. Biometry

PhD. Social Statistics

PhD. Pure Mathematics

PhD. Applied Mathematics

PhD. Operation Research

PhD. Actuarial Science  & Financial Mathematics

      Master of Science  

M.sc. Actuarial Science

M.sc. Biometry

M.sc. Social Statistics

M.sc. Statistics

M.sc. Applied Mathematics

M.sc. Pure Mathematics

               Postgraduate Diploma

PGD Actuarial Science

                                                              

3.0 ENROLLED STUDENTS IN UNDERGRADUATE AND POSTGRADUATE

       ROGRAMMES

 

                         3.1      UNDERGRADUATE PROGRAMMES

 

B.SC. ACTUARIAL SCIENCE

     

 

             

 

 

YEAR

FEMALE

MALE

TOTAL

   

 

 

1

40

71

111

   

 

 

2

35

72

107

   

 

 

3

45

76

121

   

 

 

4

56

104

160

   

 

 

TOTAL

 

 

499

   

 

             

 

 

B.SC.  MATHEMATICS

         

 

 

YEAR

FEMALE

MALE

TOTAL

   

 

 

1

7

24

31

   

 

 

2

10

20

30

   

 

 

3

8

29

37

   

 

 

4

5

27

32

   

 

 

TOTAL

 

 

130

   

 

             

 

 

 

 

         

 

 

B.SC. STATISTICS

       

 

             

 

 

YEAR

FEMALE

MALE

TOTAL

   

 

 

1

14

33

47

   

 

 

2

17

33

50

   

 

 

3

14

30

44

   

 

 

4

14

39

53

   

 

 

TOTAL

 

 

194

   

 

             

 

 

GRAND TOTAL

 

823

   

 

             
                                                         

 

3.2 POSTGRADUATE PROGRAMMES

PHD STUDENTS

 

       

 

 

YEAR

FEMALE

MALE

TOTAL

 

 

1

3

3

6

 

 

2

4

1

5

 

 

3

1

4

5

 

 

TOTAL

 

 

16

 

 

       

 

 

 

 

 

     

 

 

       

 

 

       

 

 

       

 

 

       

 

 

       

 

 

 

 

MASTERS  STUDENTS

 

 

MSC. APPLIED MATHEMATICS

       
               
 

YEAR

FEMALE

MALE

TOTAL

     
 

1

2

1

3

     
 

2

 

4

4

     
 

TOTAL

 

 

7

     
       

 

 

 

     
 

MSC PURE MATHEMATICS

       
 

YEAR

FEMALE

MALE

TOTAL

     
 

1

 

1

1

     
 

2

 

4

4

     
 

TOTAL

 

 

5

     
 

 

 

 

 

MSC  STATISTICS

         
 

YEAR

FEMALE

MALE

TOTAL

     
 

1

4

7

11

     
 

2

4

6

10

     
 

TOTAL

 

 

21

     
               
               
 

MSC SOCIAL STATISTICS

       
               
 

YEAR

FEMALE

MALE

TOTAL

     
 

1

3

10

13

     
 

2

8

20

28

     
 

TOTAL

 

 

41

     
               
 

 

 

 

MSC ACTUARIAL

         
               
 

YEAR

FEMALE

MALE

TOTAL

     
 

          1

 

3

3

     
 

         2

4

6

10

     
 

TOTAL

 

 

13

     
               
 

 

MSC BIOMETRY

         
               
 

YEAR

FEMALE

MALE

TOTAL

     
 

         1

 

3

3

     
 

         2

3

5

8

     
 

TOTAL

 

 

11

     
               
 

 

 

 

 

 

 

 

POSTGRADUATE DIPLOMA

 

PGD ACTUARIAL SCIENCE

         
 

YEAR

FEMALE

MALE

TOTAL

     
 

       1

 

4

4

     
 

TOTAL

 

 

4

     
               
 

GRAND TOTAL

 

102

     
             
                                   

 

4.0 INTERNATIONAL STUDENT COMPONENT

                        The School has three foreign students from the East African Region.

 

5.0 RESEARCH ACTIVITIES UNDERTAKEN  2011/2012

5.1 COMPLETED RESEARCH ( THESIS)

S/no

Reg.no

Names

Degree

Title

Supervisor

  1.  

I80/8200/2003

Mr. John M. Ndiritu

PhD in Mathematical Statisticsl

Mathematical and Statistical Population Models: Elephants Population Modeling”

 

1Prof.  Manene

2. Prof. Porkariyal

  1.    

I80/80982/2009

Dr. Josephine Kagunda

PhD in Applied Mathematical

Mathematical analysis and Dynamical Systems: Modeling of Highland Malaria in Western Kenya

1.Prof. Ogana

2.Dr. Nyandwi

 

 

 

 

 

5.2   MASTERS  (PROJECTS)  2011/2012 ACADEMIC YEAR

S/n1o

Reg. No.

Names

Degree

Title

Supervisor

Year

 

  1.  

I56/63964/2010

Simiyu ,Innocent

Msc. Actuarial

Optimal Pricing of Health Insurance  pPolicies Using Credibility Theory.

1.Prof.P.G.O Weke  2.Prof.Jam Otieno

2012

 

  1.  

I56/65850/2010

Chebor, Symon Kipyator

Msc. Actuarial

Modeling the Term Structure of Interest rates in Kenya

1.Prof.P.G.O Weke 2. Dr. Joseph Ivivi Mwaniki

2012

 

  1.  

I56/62912/2010

Kirong’o, Martin Njogu

Msc. Social Statistics

Species Distribution Model

John M. Ndiritu

2012

 

  1.  

I56/63752/2010

Murutu, Ali

Msc.Pure Maths

On Some Transforms of Linear Operators in a Hilbert Space

Dr.Benard Nzimbi

2012

 

  1.  

I56/64577/2010

Macharia, James Kairanga

Msc. Social Statistics

Churn Prediction in Mobile Telecomunications Industry.

Dr. Kipchirchir I.C

2012

 

  1.  

I56/78050/2009

Simba ,Jeliah Nyanduku

 

Msc. Social Statistics

Revenue Forecasting

1.John M. Ndiritu

2. Dr. Joseph Ivivi

2012

 

  1.  

I56/64660/2010

Mutua ,Onesmus

Msc. Social Statistics

A Statistical Approach in Modeling Maize Prices Volatility.

1.Dr. Philiph Ngare

2.Mr.John Ndiritu

2012

 

  1.  

I56/65621/2010

Oga, Ruth Rachel

Msc. Mathematical Statistics

Binomial Mixtures with Continuous Mixing Priors

Prof. Jam Otieno

2012

 

  1.  

I56/78242/2009

Ngumo, Reuben Gachanja

Msc. Biometry

A multilevel Combined analysis for a Repeated Data in Two Seasons on Dry Matter Yields of Common Fodder Grasses.

1.Mr. James Ngugi

2.Prof.Manene

2012

 

  1.  

I56/64618/2010

Njatha, Moses

Msc. Social Statistics

Iterative Principal Factor Analysis.

Mrs. Ann Wangombe

2012

 

  1.  

I56/64862/2010

Omayo, John Oriema

Msc. Social Statistics

Behavioral Credit Scoring Model for Credit Cardholders

Dr.Ivivi  Mwaniki

2012

 

  1.  

I56/64424/2010

Godwin ,Violet

Msc. Applied Mathematics

Development of Special and General Theories of Relativity and their Applications.

Dr. Moindi Kibet

2012

 

  1.  

I56/76585/2009

Nzioka, Nicholas Musau

Msc. Social Statistics

Use of Logistic Regression Model to Determine the Key Contaminants of Water

Dr. Kipchirchir I.C

2012

 

  1.  

I56/63751/2010

Njoroge, Peter

Msc. Social Statistics

Modeling Satisfaction Among Call Center Agents

1.Dr. Philiph Ngare

2.Mr.John Ndiritu

2012

 

  1.  

I56/63611/2010

Opondo, Muhua

 

Evaluation of Survival Rates of Patients on Art in Kibera Slums.

Prof. Jam Ottieno

2012

 

  1.  

I56/72790/2008

Kennedy Omugah

Msc. Social Statistics

Modeling the Determinant of Fertility in Kenya Using the Kenya Demographic Health Survey

Mrs. Anne Wang’ombe

2012

 

  1.  

I56/78050/2009

Simba, Jeliah

Msc. Social Statistics

Revenue Forecasting

Mrs. Anne Wang’ombe

2012

 

  1.  

I56/64862/2010

Omanyo ,John  Oriema

Msc. Social Statistics

Behavioral Credit Scoring Model for Credit Cardholders.

Dr. Ivivi Mwaniki

2012

 

  1.  

I56/7918/2003

Kabuu, John Njoroge

Msc. Social Statistics

Modeling Income Distribution of Households in Mwea

Mr. John Ndiritu

2012

 

  1.  

I56/64264/2010

Halima, Ali

Msc. Social Statistics

Hierarchical  Linear Modeling of Student and School Effect on Academic Achievement.

1.John M. Ndiritu

2. Dr. Joseph Ivivi Mwaniki

2012

 

  1.  

I56/65870/2010

Waihenya ,Stephen Kamau

Msc. Pure math

On Quasimilarity Almost Similarity And  Metric Equivalence Of Some Operators In Hilbert Spaces.

Prof. Khalagai J.M

2012

 

  1.  

I56/63935/2010

Kibet , Cheruiyot

Msc. Biometry

A Multivariate Adaptive Regression Splines Approach To Predict The Treatment Outcomes Of Tuberculosis Patients.

Prof. Manene

2012

 

  1.  

I56/64215/2010

Chikamai ,Gideon

Msc. Social Statistics

Social-Economic Determinants Of Disability in Kenya.

 

Prof. Manene

    2012

 

  1.  

I56/65124/2010

Muriithi, Titus

Msc. Social Statistics

Species Distribution Model

Mr. John Ndiritu

2012

 

  1.  

I56/65128/2010

Sichangi, Michael

Msc. Social Statistics

Prediction  of Housing Prices.

Dr. Kipchirchir I.C

2012

 

  1.  

I56/66226/2010

Sarguta ,Rachel Jelagat

Msc. Statistics

On The Construction Of Mixed Poiscon Distributions

Prof. J.A.M Ottieno

2012

 

  1.  

I56/64140/2010

Mbugua E. Wainaina

Msc. Social Statistics

Multivariate Analysis for A Split Plot Design With Lovariate to Determine the Effects Of Different Fertilizers Levels for Three Potato Varieties

1. Prof. Manene

2.Mr.John Ndiritu

2012

 

  1.  

I56/64618/2010

Njatha ,Moses Mwangi

Msc. Social Statistics

Iterative Principal Factor Analysis

Mrs. Anne Wangombe

2012

 

  1.  

I56/6088/2010

Akinyi ,Joyce

Msc. Biometry

Multivariate Data Reduction

Dr. Nelson Awuor

2012

 

  1.  

I56/64100/2010

Ndirangu, Christopher

Msc. Biometry

Determinants of Contraceptive Discontinuation

Mrs. Anne Wangombe

2012

 

 

 

5.3 POSTGRADUATE DIPLOMA IN ACTUARIAL SCIENCE PROJECTS 2011/2012 ACADEMIC YEAR

 

  1.  

I46/68948/2011

Bahati, Agostine

PGD. Actuarial Science

Equity Insurance In Kenya

Mr. C .Achola

2012

  1.  

I46/65536/2010

Ondari,  Kerubo

PGD. Actuarial Science

Nairobi Securities Exchange.

Prof. P.G.O Weke

2012

  1.  

I46/68173/2011

Kyalo, Jones

PGD. Actuarial Science

A Comparison of the moving Average, Garch(1,1),and Arch volatility Models as Measure of Votality of Returns.

Dr.Ivivi  Mwaniki

2012

  1.  

I46/67865/2011

Omolo, Sylvia Otieno

PGD. Actuarial Science

The Link Between Exchange Rates and Interest Rates

Carol Ogutu

2012

  1.  

I46/69894/2011

Gitonga, Barbara Daisy

PGD. Actuarial Science

Micro-crediting for Low Income Earners

Prof. P.G.O Weke

2012

  1.  

I46/68046/2011

Ondimu, Josphat

Pgd. Actuarial Science

Asset Growth effect on Stock Returns.

Prof. R.O Simwa

2012

                       

 

 

                        6.0 INTERNATIONAL LINKS AND COLLABORATIONS

  1. The Eastern Africa University Mathematics Programme (EAUMP). 
  2. Mathematical Modeling of Vector – Borne Diseases: Africa University Partnership Programme Bilateral Agreement Mathematics Programme: Joint grant under the Kenyan – South African Research.

 

                        7.0 PUBLICATIONS FOR THE YEAR  2012

1.         Okwoyo, James. “Extension of the Renormalization Method  to Systems with Delay”.  Far East Journal of Dynamical Systems  Nov. 2012.

2.         Danson musyoki, Ganesh P. Pokhariyal Moses Pundo(2012), “Exchange Rate Volatility in Kenya, Journal of Emerging Trends” in Economics and Management Science, vol 3(2) pp 117-122.

3.         Danson Musyoki, Ganesh P. Pokhariyal, Moses Pundo (2012), “Real Exchange Rate Volatility in Kenya”. Journal of Business Studies Quarterly vol 3(4) pp 24-42

4.         Danson Musyoki, Ganesh P. Pokhariyal, Moses Pundo (2012),”Impact of Real exchange Rate Volatility on Economic Growth; Kenyan Evidence”. Journal of Business Economic Horizons vol 7(1)

5.         Damian Maingi. “Monads on a Multi-purpose Space” in International Mathematics Forum September, 2012

6.         Musiga L.A Owino J.O and Weke P.G.O  “Modelling a Hierarchica System with a Single Absorbing state”.  Kenya Journal of Sciences Series A, 2012.

7.         Musiga L.A Owino J.O and Weke P.G.O “Modelling a Hierarchical System with Double Absorbing States”.  Kenya Journal of Sciences Series A, 2012.

8.         Musiga L.A Owino J.O and Weke P.G.O” Modelling on Hierarchical System with Multiple Absorbing States”. Kenya Journal of Sciences Series A, 2012

           9.           Ngare, Philip. "Indifference Pricing of Contingent Claims on NIG Lévy
                                   Model." Applied Mathematical Sciences 6, no. 47 (2012): 2315-2326.
                     10.         Ngare Philip and Leobacher, Gunther. "On Modelling and Pricing
                       Rainfall Derivatives with Seasonality." Applied Mathematical Finance 18,no. 
                       1 (2011): 71-91

 

                        8.0 CONSULTANCIES

  1. To verify internally displaced persons (IDPS) – Ministry of Special Programmes
  2. Actuarial Valuation of the Kenya Bureau Staff Retirement Benefits Scheme
  3. Actuarial Review of the Blue Shield Medical Products.
  4. Actuarial Study on Motor Insurance Industry of Kenya as Commissioned by the Association of Kenya Insurers (Report led to review of motor insurance rates).
  5. Actuarial Study for the Design and Setup of a Pension Scheme for Delmonte (K) Seasonal Employees.
  6. Actuarial Study for the Design of a Post Retirement Medical Scheme for University of Nairobi Lectures and Staff.

 

 

 

 

9.0 NUMBER   OF STAFF MEMBERS AND THEIR DESIGNATIONS

 

 

Designation

Number

 

Professor

   3

 

Associate Professor

   6

 

Senior lecturer

   8

 

Lecturers

 16

 

Assistant lecturer

   1

 

Tutorial Fellow

 10

 

Graduate Assistant

   1

 

Assistant Registrar

   1

 

 Technologist

   2

 

Secretary

   2

 

Messenger

    1

 

TOTAL

 51

 

 

       
                  10.0 NUMBER OF GRADUANDS 2011/2012 ACADEMIC YEAR 
   

PROGRAMME

TOTAL

B.Sc. Actuarial Science

110

B.Sc. Mathematics

23

B.Sc. Statistics

21

M.sc. Actuarial Science

3

M.sc. Biometry

7

M.sc. Social Statistics

17

M.sc. Statistics

2

M.sc. Applied Mathematics

2

M.sc. Pure Mathematics

1

PGD Actuarial Science

9

PhD.

-

 

                   GRAND TOTAL

195

     

               

 

  1.  PAPERS PRESENTED  AT CONFERENCES - 2012

 

  1. Prof Wandera Ogana. “Epidemic Potential for Malaria in Epidemiological Zones in Kenya” Arusha EAUMP conference

                 22nd - 25th August  2012.

  1. Prof. Patrick G. O. Weke, “Linear Estimation of Location and Scale Parameters for Logistic Distribution Based

                             on Consecutive Order Statistics” Arusha EAUMP conference  22nd -25th August  2012.

  1. Prof. Patrick G.O. Weke “Estimation of IBNR Claims Reserves Using Linear Models” Arusha EAUMP conference 

                  22nd -25th August  2012.

  1. Lydia Musiga ”A Stochastic Model for Planning a Compartmental Education System

 and     Supply of Manpower”. Arusha

            EAUMP conference  22nd -25th August  2012.

                        5.  Emma Anyika and Patrick Weke   “Financial Sector Performance Enhancers”.

     Arusha EAUMP conference  22nd -25th

                  August  2012.

  1.  Dr Philip O. Ngare “On Modeling and Pricing Index Linked Catastrophe Derivatives”. Arusha EAUMP conference  22nd -25th    August  2012.
  2. Kiplangat Benard Kipchumba “Comparative Study of the Distributions Used to Model Dispersion”. Arusha EAUMP conference   22nd -25th August  2012.

 

 

 

 

 

REPORT COMPILED BY THE ASSISTANT REGISTRAR, SOM

 

APPROVED…………………………………… DATE…………………….

DIRECTOR, SOM

 

 

Type: 
Other
Year: 
2012:00

Message From the Director

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School of Mathematics, CBPS College.

P. O. Box 30197 - 00100
Tel: 254-02-4445751.

Mobile no :0780-834766.
Email: maths@uonbi.ac.ke.

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