Argan Wekesa

  • Personal Info

  • Dr. Argan Wekesa

  • Contact & Designation

  • MATHEMATICAL SCIENCES
  • Senior Lecturer
  • owekesa@cuk.ac.ke
  • +254722836593
  • Wednesday 7am to 2pm, Friday 7am to 11am

  • Education

    • Level Qualification Institution Year

    PhD

    PhD in Applied Statistics (Risk Modelling)

    Jomo Kenyatta University of Agriculture and Technology

    2014

    Post Graduate Diploma

    PGD in Actuarial Science

    University of Nairobi

    2010

    Masters

    M.Sc in Finance

    Kenyatta University

    2005

    Bachelors

    B.Ed in Mathematics

    Kenyatta University

    2000
    Level Qualification Institution Year

    Professional course

    CPA (K)

    KASNEB

    2004

    Professional course

    CCP - Certified Credit Professional

    KASNEB

    2006

    Professional course

    CIFA - Certified Investment and Financial Analyst

    KASNEB

    2007

    Short Course

    Panel Data Analysis Training Course

    Kenya School of Monetary Studies

    2017

    Short Course

    Time Series Econometric Training Course

    Strathmore University

    2019

  • Work Experience

    • Period Institution Position

    July 2016 to date

    The Co-operative University of Kenya

    Senior Lecturer

    October 2016 to July 2016

    The Co-operative University of Kenya

    Lecturer

    November 2011 to October 2016

    The Co-operative University College of Kenya

    Lecturer

    September 2009 to November 2011

    The Co-operative College of Kenya

    Lecturer I

    September 2008 to September 2009

    Catholic University of East Africa

    Tutorial Fellow

    September 2006 to September 2008

    Kenya School of Professional Studies (KSPS)

    Lecturer

    July 2002 to September 2006

    Vision Institute of Professionals

    CPA Lecturer

    January 2000 to July 2002

    DIMA College

    Accountant

  • Research Statement

    • General statement on area(s) of research

    Interested in Financial risk modelling, Derivatives pricing, Financial mathematics and international finance.

  • Research Project

    • Title Area(geographic) Funding Body Date

    Gender parity and age structure in the Kenyan SACCO subsector: A baseline survey

    Nakuru, Kiambu, Machakos and Nairobi Counties

    CUK

    2015

    Risk modelling for motor vehicle insurance

    Kenya

    CUK, AKI

    2016

    Modeling the impact of status testing on HIV infection risk: Case of Busia County, Kenya.

    Busia County

    Consortium for National Health Research (CNHR)

    2016

  • Grants and Projects

    • Project / Programme Title Partner / Agency Dates

  • Publications

    • Journal Title/Name Date of Publication Volume and Pages Internet Link

    Modelling Credit Risk for Personal Loans using Product-Limit Estimator. International Journal of Financial Research.Siedu Press. Canada

    Modelling Credit Risk for Personal Loans: a cox proportional hazards model approach. Far East Journal of Theoretical Statistics. Pushpa Publishing House. India

    Using Poisson Gamma and Exponential Mixtures in Estimating Automobile Insurance Premiums. Far East Journal of Mathematical Sciences. Submitted in September 2016, Accepted in June 2017.

    Effect of Macroeconomic Variables on the Net Asset Values of Equity: Empirical Evidence From Pension Funds In Kenya. International Journal of Accounting, Finance and Risk Management. Submitted in February 2017, Accepted in June 2017.

    Calendar Anomalies and Stock Price Volatility Using GARCH Models: Evidence From Nairobi Securities Exchange. International Journal of Quantitative Finance. Submitted in January 2017, Accepted in June 2017.

    Gender Parity and Age Structure in The Kenyan Savings and Credit Co-operatives Sub Sector: A Baseline Survey. International Review of Management and Business Research. Submitted June 2017, Accepted July 2017.
    Title/Book or Chapter Publication and/or Publisher Editor Date of Publication Page Numbers
    Title Conference Date

  • Courses Taught

    • Name Description Period

    Financial Derivatives

    Derivative pricing, Analysis and Risk management applications

    current

  • Postgraduate Student Supervision

    • Name Institution Qualification Title of Dissertation Period

  • Professional Affiliations

    • Organisation Role Period

    ICPAK

    Member

    2004 to date

    TASK (The Actuarial Society of Kenya)

    Member

    2010 to date

    CFA Society East Africa

    Faculty Adviser, Member

    2013 to date

  • Other Contributions

    • Other Contributions

    Reviewer, Journal of applied statistics, International Journal of quantitative finance,