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  • iconChirunga-Zomba, Malawi
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Nelson Dzupire

Senior Lecturer, Mathematical Sciences https://orcid.org/0000-0002-7074-0608
  • 248
    Citations
  • 8
    h-index
  • based on Google Scholar
Calculated based on number of publications stored in Pure and citations from Scopus

Expertise related to UN Sustainable Development Goals

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Brief profile


  • I have done my PhD studies in Financial Mathematics and have a passion for weather derivatives that can be used to hedge against risks due to climatic factors. Recently I have also developed passion in modeling credit risks especially with the mushrooming of village banks vs the conventional banking.

Research fields of focus

No research fields of focus available

Education/Academic Qualification


  • Jomo Kenyatta University of Agriculture and Technology

  • Qualification
    PhD Mathematics (Finance Option) (Pan African University)
  • Start year - Award year
    2016 - N/A
  • Address
    Nairobi, Nairobi, KE

  • Nelson Mandela African Institute of Science and Technology

  • Qualification
    Masters degree in computational Mathematics and Applied sciences (The School of Computational and Communication Sciences and Engineering )
  • Start year - Award year
    2012 - 2014
  • Address
    Arusha, Arusha, TZ

  • African Institute for Mathematical Sciences

  • Qualification
    Postgraduate Diploma in Mathematical Sciences (Mathematics)
  • Start year - Award year
    2011 - 2012
  • Address
    Muizenberg, ZA

  • University of Malawi Chancellor College

  • Qualification
    Bachelor of Science (Mathematical Sciences )
  • Start year - Award year
    2004 - 2007
  • Address
    Zomba, Southern Region, MW

Undergraduate courses


  • ASC121 - Introduction to Risk and Insurance
  • ASC211 - Mathematics of Finance and Investment
  • ASC221 - Commercial Risk Management and Insurance
  • ASC222 - Introduction to Accounting Principles
  • ASC311 - Actuarial Mathematics I
  • ASC312 - Corporate Finance and Investments
  • ASC313 - Life Contingencies I
  • ASC321 - Acturial Mathematics II
  • ASC322 - Financial Mathematics I
  • ASC323 - Life Contigencies II
  • ASC411 - Financial Mathematics II
  • ASC412 - Professional Business Communication
  • ASC413 - Actuarial Theory of Pension Funds
  • ASC414 - Analyzing Financial Time Series
  • ASC415 - Research Methods
  • ASC421 - Industrial Attachment
  • ASC514 - Research Project I
  • ASC521 - Project Planning , Monitoring and Evaluation
  • ASC523 - Research Project II
  • DIS111 - Listening and Reading Skills for Science
  • DIS112 - The Statistical System
  • DIS113 - Introduction to Computer Sciences
  • DIS114 - Data Management
  • DIS115 - College Algebra
  • DIS121 - Writing and Oral Skills for Science
  • DIS122 - Descriptive Statistics
  • DIS123 - Introduction to Computer Programming
  • DIS124 - Presenting Statistical Results
  • DIS125 - Elementary Calculus
  • DIS211 - Introduction to Probability Theory
  • DIS212 - Introduction to Statistical Hypothesis Testing
  • DIS213 - Economics Concepts and Principles for Statisticians
  • DIS214 - Introducing Time Series Concepts
  • DIS215 - Introduction to Linear Algebra
  • DIS224 - Basic Demography and Epidemiology
  • MAT111 - College Algebra
  • MAT112 - College Algebra
  • MAT121 - Trigonometry & Introduction to Calculus
  • MAT122 - Elementary Calculus and Introduction to Linear Algebra
  • MAT211 - Further Mathematics I
  • MAT214 - Advanced Calculus
  • MAT221 - Further Mathematics II
  • MAT222 - Probability Theory
  • MAT223 - Introduction to Financial Mathematics
  • MAT224 - Linear Algebra with Applications
  • MAT225 - Ordinary Differential Equations
  • MAT312 - Differential Equations II
  • MAT313 - Differential Equations 1
  • MAT314 - Linear Optimisation
  • MAT315 - Linear Algebra with Applications
  • MAT324 - Abstract Algebra
  • MAT411 - Abstract Algebra
  • MAT412 - Real Analysis
  • MAT414 - Introduction to Mathematical Modelling
  • MAT421 - Graph Theory
  • MAT422 - Complex Analysis
  • MAT423 - Calculus of Variations and Nonlinear Differential Equations
  • MAT425 - Project Work
  • STA211 - Fundamentals of Probab Theory
  • STA212 - Probality & Statistics Foundations
  • STA221 - Statistical Theory II
  • STA222 - Statistics
  • STA311 - Statistical Theory
  • STA313 - Quality and Process Control
  • STA314 - Statistical Methods I
  • STA315 - Statistical Hypothesis Testing
  • STA321 - Statistics
  • STA325 - Linear Regression Analysis
  • STA411 - Distribution Theory
  • STA412 - Genelised Linear Model
  • STA413 - Statistical Inference
  • STA422 - Projects
  • STA423 - Statistics Research Project
  • STA424 - Project Monitoring and Evaluation

Postgraduate courses


  • MAT651 - Financial Mathematics
  • MAT611 - Knot Theory
  • MAT611 - Measure Theory
Filters for Research Outputs
Sustainable Development Goals
Type
Publication Year

2024

An optimal investment consumption model for retirees with no health insurance

Author(s) : Nelson Dzupire, John Mutepuwa

Research output : journal-article

Publication Year: 2024, doi: 10.1016/j.heliyon.2024.e29034

Medicine Environmental health Sociology Political science Social science

An optimal investment consumption model for retirees with no health insurance

Author(s) : Nelson Dzupire, John Mutepuwa

Research output : journal-article

Publication Year: 2024, doi: 10.2139/ssrn.4565497

Political science Economic growth Economics Consumption (sociology) Business

Asymmetric Impact of Heterogenous Uncertainties on the Green Bond Market

Author(s) : Samuel Asante Gyamerah, Henry Ofoe...

Research output : journal-article

Publication Year: 2024, doi: 10.1155/2024/6644658

Proxy (statistics) Economics Finance Statistics Mathematics

Hedging irrigated maize crop yields using temperature derivatives in Malawi

Author(s) : Prince Blackson Dennis Chirwa, Nelson...

Research output : journal-article

Publication Year: 2024, doi: 10.1016/j.heliyon.2024.e39580

Irrigated agriculture Biology Environmental science Agronomy Agroforestry

Modelling of Large Fire Insurance Claims: An Extreme Value Theory Approach

Author(s) : Nelson Dzupire, Dalitso Kachusa, Samuel...

Research output : other

Publication Year: 2024, doi: 10.2139/ssrn.4679861

Value (mathematics) Property insurance Economics Statistics Mathematics

Pricing Gamma Based Temperature Derivatives

Author(s) : Kondwani Daniel Vwalika, Nelson Dzupire

Research output : other

Publication Year: 2024, doi: 10.21203/rs.3.rs-3960931/v1

Chemistry Economics Business

2023

Hedging Crop Yields Using Temperature Derivatives

Author(s) : Prince Blackson Dennis Chirwa, Nelson...

Research output : other

Publication Year: 2023, doi: 10.2139/ssrn.4567098

Biology Environmental science Agronomy Economics Agricultural engineering

2020

A copula based bi-variate model for temperature and rainfall processes

Author(s) : Nelson Christopher Dzupire, Philip Ngare,...

Research output : journal-article

Publication Year: 2020, doi: 10.1016/j.sciaf.2020.e00365

Environmental science Statistics Mathematics Econometrics Random variate

2019

A Poisson Gamma Model for Zero Inflated Rainfall Data

Author(s) : Nelson Dzupire, Philip Ngare, Leo...

Research output : other

Publication Year: 2019, doi: 10.2139/ssrn.3312167

Overdispersion Quasi-likelihood Environmental science Geography Flood myth

Pricing basket weather derivatives on rainfall and temperature processes

Author(s) : Nelson Christopher Dzupire, Philip Ngare,...

Research output : journal-article

Publication Year: 2019, doi: 10.3390/ijfs7030035

Derivative (finance) Derivatives market Strike price Exponential utility Computer science

2018

A Poisson-Gamma Model for Zero Inflated Rainfall Data

Author(s) : Nelson Christopher Dzupire, Philip Ngare,...

Research output : journal-article

Publication Year: 2018, doi: 10.1155/2018/1012647

Overdispersion Quasi-likelihood Environmental science Geography Flood myth

2014

Modeling the SBC Tanzania Production-Distribution Logistics Network

Research output : journal-article

Publication Year: 2014, doi: 10.48550/arxiv.1707.04906

Supply chain network Computer science Economics Computer security Business

Modeling the Co-Movement of Inflation and Exchange Rate

Author(s) : Nelson Christopher Dzupire

Research output : working-paper

Publication Year: , doi: 10.20944/preprints202003.0465.v1

Stylized fact Economics Econometrics Copula (linguistics) Macroeconomics
Modeling the Interdependence Between Foreign Exchange and Consumer Price Index in Malawi

Malawi’s unrestrained over-reliance on imports continues to expose the country to vulnerabilities in price variability and foreign exchange rate volatility. Several studies have combined data from many African countries to analyse the relationship between foreign exchange and consumer price index and some studies on the subject fails to take int... Read more   

School: School of Natural and Applied Sciences

Research type: Master Thesis     Issue year: 2024

Author: Thomas, Moses Supervisor(s): Nelson Dzupire
Hedging Crop Yields Using Temperature Derivatives

Agriculture production yield varies with weather changes. This causes farmers to incur losses. For instance, extreme temperature leads to low maize yield. This study describes incomplete temperature weather derivatives in agriculture markets and applies risk management hedging techniques. It focuses on hedging crop yield against extreme temperat... Read more   

School: School of Natural and Applied Sciences

Research type: Master Thesis     Issue year: 2024

Author: Chirwa, Prince Blackson Dennis Supervisor(s): Nelson Dzupire
An Optimal Investment Consumption Model for Retirees with No Health Insurance

Retirees meet a number of problems as they are growing older which needs persistent attention. Therefore, the decisions of the people who are close to retirement are affected undoubtedly by the consequences of financial markets. In the proposed model, stock price dynamics is assumed to follow Geometric Brownian motion (GBM) and our goal was to m... Read more   

School: School of Natural and Applied Sciences

Research type: Master Thesis     Issue year: 2023

Author: Mutepuwa, John Damson Supervisor(s): Nelson Dzupire

Awards

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