Name                               Dr. Christian Kasumo

Department                     Science and Mathematics

Qualifications                  PhD, MSc, MBA, BSc, Dip Ed

Designation                     Lecturer

Research Interests

§  Stochastic Analysis

§  Mathematics of Finance

§  Actuarial Mathematics, specifically risk theory and applications of stochastic control to finance and insurance

§  Multi-state Models in Insurance

§  Reinsurance, Dividends and Ruin Probabilities for Insurance Companies

§  Statistical Analysis and Distribution Theory

§  Optimal Control Theory

Teaching Interests        

§  Topics of Pure and Applied Mathematics and Statistics

§  Actuarial Mathematics

§  Stochastic Processes

Recent Publications

Kasumo, C. (2020). The Adomian decomposition method solution of the inviscid Burgers equation. Journal of Mathematical and Computational Science. In Press.

Kasumo, C. (2020). Application of the Adomian Decomposition Method to the solution of the linear nonhomogeneous one-dimensional wave equation. Journal of Applied Mathematics and Computation, 4(2), 34-42. http://dx.doi.org/10.26855/jamc.2020.06.004.

Kasumo, C. (2020). On the approximate solutions of linear Volterra integral equations of the first kind. Applied Mathematical Sciences, 14(3), 141-153. https://doi.org/10.12988/ams.2020.912176.

Kasumo, C., Kasozi, J. and Kuznetsov, D. (2020). Dividend maximization under a set ruin probability target in the presence of proportional and excess-of-loss reinsurance.  Applications and Applied Mathematics, 15(1), 13-37.

Kasumo, C. (2019). Solving the linear homogeneous one-dimensional wave equation using the Adomian Decomposition Method. Applied Mathematical Sciences, 13(5), 239-252. https://doi.org/10.12988/ams.2019.9120.

Kasumo, C. (2019). Minimizing an insurer’s ultimate ruin probability by reinsurance and investments. Mathematical and Computational Applications, 24(1), 21; https://doi.org/10.3390/mca24010021.

Kasumo, C., Kasozi, J. and Kuznetsov, D. (2018). On minimizing the ultimate ruin probability of an insurer by reinsurance. Journal of Applied Mathematics, 2018,    1-11. https://doi.org/10.1155/2018/9180780. MathSciNet: MR3770640.

Kasumo, C., Kasozi, J. and Kuznetsov, D. (2018). Dividend maximization in a diffusion-perturbed classical risk process compounded by proportional and excess-of-loss reinsurance. International Journal of Applied Mathematics and Statistics, 57(5), 68-83.

Dobson, F. S., Abebe, A., Correia, H. E., Kasumo, C. and Zinner, B. (2018). Multiple paternity and number of offspring in mammals. Proc. R. Soc. B. 285(1891): 20182042. http://dx.doi.org/10.1098/rspb.2018.2042.