4 articles in this issue
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CJ van der Merwe,WJ Conradie
Extra premiums can be charged to a client to guarantee a minimum payout of a contract on a portfolio that gets rebalanced on a regular basis back to fixed proportions. The valuation of this premium can be changed to that of the pricing of a European put o... see more
DG Kourie
This case study involves an analysis of firmware that controls explosions in mining operations. The purpose is to estimate the probability that external disruptive events (such as electro-magnetic interference) could drive the firmware into a state which ... see more
MB Hasan
This paper investigates ways to deal with the uncertainties in fishing trawler scheduling and production planning in a quota-based integrated commercial fishery. A commercial fishery faces uncertainty mainly from variation in catch rate, which may be due ... see more