| Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model FE Benth, M Groth, R Kufakunesu Applied Mathematical Finance 14 (4), 347-363, 2007 | 63 | 2007 |
| A note on optimal investment–consumption–insurance in a Lévy market C Guambe, R Kufakunesu Insurance: Mathematics and Economics 65, 30-36, 2015 | 22 | 2015 |
| Pricing of exotic energy derivatives based on arithmetic spot models FE Benth, R Kufakunesu International Journal of Theoretical and Applied Finance 12 (04), 491-506, 2009 | 11 | 2009 |
| Quantification of VaR: A note on VaR valuation in the South African equity market L Mabitsela, E Maré, R Kufakunesu Journal of Risk and Financial Management 8 (1), 103-126, 2015 | 10 | 2015 |
| Optimal asset allocation for a DC plan with partial information under inflation and mortality risks C Guambe, R Kufakunesu, G Van Zyl, C Beyers Communications in Statistics-Theory and Methods 50 (9), 2048-2061, 2021 | 7 | 2021 |
| Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach C Guambe, R Kufakunesu Optimization 67 (4), 457-473, 2018 | 6 | 2018 |
| A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations L Mabitsela, C Guambe, R Kufakunesu Communications in Statistics-Theory and Methods 51 (6), 1791-1810, 2022 | 3 | 2022 |
| Pricing variable annuity guarantees in South Africa under a variance-gamma model AM Ngugi, E Mare, R Kufakunesu South African Actuarial Journal 15 (1), 131-170, 2015 | 3 | 2015 |
| The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE Approach R Kufakunesu Quaestiones Mathematicae 34 (2), 147-174, 2011 | 3 | 2011 |
| Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model C Guambe, R Kufakunesu, G Van Zyl, C Beyers Japan Journal of Industrial and Applied Mathematics 39 (1), 119-143, 2022 | 2 | 2022 |
| Optimal investment-consumption and life insurance with capital constraints C Guambe, R Kufakunesu Communications in Statistics-Theory and Methods 49 (3), 648-669, 2020 | 2 | 2020 |
| Optimal investment models with stochastic volatility: the time inhomogeneous case R Kufakunesu Quaestiones Mathematicae 38 (2), 237-255, 2015 | 2 | 2015 |
| On the sensitivity analysis of energy quanto options R Kufakunesu, FJ Mhlanga, C Guambe Stochastic Analysis and Applications 40 (6), 1104-1125, 2022 | 1 | 2022 |
| An ergodic BSDE risk representation in a jump-diffusion framework C Guambe, L Mabitsela, R Kufakunesu International Journal of Theoretical and Applied Finance 24 (03), 2150015, 2021 | 1 | 2021 |
| On the optimal investment-consumption and life insurance selection problem with an external stochastic factor R Kufakunesu, C Guambe arXiv preprint arXiv:1808.04608, 2018 | 1 | 2018 |
| Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory C Guambe, R Kufakunesu, L Mabitsela American Institute of Mathematical Sciences, 2024 | | 2024 |
| Application of deep reinforcement learning in asset liability management TA Wekwete, R Kufakunesu, G van Zyl Intelligent Systems with Applications 20, 200286, 2023 | | 2023 |
| Optimal Investment-Consumption-Insurance with Partial Information and Correlation Between Assets Price and Factor Process W Apollinaire, R Kufakunesu, J Esunge arXiv preprint arXiv:2304.11825, 2023 | | 2023 |
| A Stochastic Water-Market Pricing Model for an Emerging City in the Case of South Africa M Fowlds PQDT-Global, 2021 | | 2021 |
| Optimal investment-consumption and life insurance with capital constraints R Kufakunesu, C Guambe arXiv preprint arXiv:1808.04613, 2018 | | 2018 |
