Home > Research


This section contains a complete listing of the research authored or co-authored by members of the Centre for Actuarial Research since 2000. Publications are arranged according to publication type, and within each publication type, publications are arranged chronologically. Some of these publications can be downloaded. Select from the publication types below.

Peer–reviewed Publications:

  • 2012

    • Johnson‚ L. F.‚ Dorrington‚ R. E.‚ Bradshaw‚ D. and Coetzeesbquo; D. J. 2012. "The role of sexually transmitted infections in the evolution of the South African HIV epidemic"‚ Tropical Medicine & International Health 17(2): 161–168.
    • Johnson‚ L. F.‚ Davies‚ M–A.‚ Moultrie‚ H.‚ Sherman‚ G. G.‚ Bland‚ R. M.‚ Rehle‚ T. M.‚ Dorrington‚ R. E. and Newell‚ M–L. 2012. "The effect of early initiation of antiretroviral treatment in infants on paediatric AIDS mortality in South Africa: a model–based analysis"‚ Pediatric Infectious Disease Journal 31(5): 474–480.
    • Johnson‚ L. F.‚ Stinson‚ K.‚ Newell‚ M–L.‚ Bland‚ R. M.‚ Moultrie‚ H.‚ Davies‚ M–A.‚ Rehle‚ T. M.‚ Dorrington‚ R. E. and Sherman‚ G. G.. 2012. "The contribution of maternal HIV seroconversion during late pregnancy and breastfeeding to mother–to–child transmission of HIV"‚ Journal of AIDS 59(4): 417–425.
    • Johnson‚ Leigh F.‚ Hallett‚ Timothy B.‚ Rehle‚ Thomas M.‚ Dorrington‚ Rob E. 2012. "The effect of changes in condom usage and antiretroviral treatment coverage on HIV incidence in South Africa: a model–based analysis"‚ Journal of the Royal Society Interface 9: 1544–1554.
    • Moultrie‚ T. A. and Dorrington‚ R. E. 2012. "Used of Ill; Used for Good: A century of collecting data on race in South Africa"‚ Journal of Ethnic and Racial Studies 35(8):1447–1465 http://dx.doi.org/10.1080/01419870.2011.607502
    • Kerber‚ K.‚ Tuone–Nkhasi‚ M.‚Dorrington‚ R.E.‚ Nannan‚ N.‚ Bradshaw‚ D.‚ Jackson‚ D. and Lawn‚ J.E. 2012. "Progress towards Millennium Development Goal 4"‚ Lancet (letter)379 (9822): 1193.
    • Bradshaw‚ D. and Dorrington‚ R. E. 2012. "Maternal Mortality Ratio – trends in the vital registration data"‚ South African Journal of Obstetrics & Gynaecology 18(2): 38–42.
    • Nannan‚ N.‚ Dorrington‚ R.E.‚ Laubscher‚ R.‚ Zinyakatira‚ N.‚ Prinsloo‚ M.‚ Darikwa‚ T.B.‚ Matzopoulos R.‚ Bradshaw D. Under–5 mortality statistics in South Africa: Shedding some light on the trends and causes 1997–2007. Cape Town: South African Medical Research Council‚ 2012. ISBN: 978–1–920014–85–8.
    • Bradshaw‚ D.‚ Dorrington‚ R.E. and Laubscher‚ R. Rapid Mortality Surveillance Report 2012. Cape Town: South African Medical Research Council‚ 2012. ISBN: 978–1–920618–00–1.
    • Moultrie‚ T.A.‚ Sayi‚ T.S. and Timæus‚ I.M. 2012. "Birth intervals‚ postponement‚ and fertility decline in Africa: A new type of transition?"‚ Population Studies 66(3):241–258. doi: http://dx.doi.org/10.1080/00324728.2012.701660
    • Gonçalves‚ S.D. and Moultrie‚ T.A. 2012. "Short preceding birth intervals and child mortality in Mozambique"‚African Journal of Reproductive Health 16(4):29–42.
    • Mataramvura‚ S. 2012. "The Malliavin derivative and application to pricing and hedging a European exchange option"‚ Journal of Mathematical Finance 2: 280–290 doi: 10.4236/jmf.2012.24031
    • Langrock‚ R.‚ MacDonald‚ I.L. and Zucchini‚ W. 2012. "Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models". Journal of Empirical Finance 19: 147–161
    • Davis‚ R.W.D. and Kendall‚ S. 2012 "Surplus? What surplus? Did the Pension Funds Second Amendment Act achive its aims?" South African Actuarial Journal 12: 97–128
    • Kruger‚ R.‚ Toerien‚ F. and MacDonald‚ I. L. 2012. Nonlinear serial dependence in share returns on the Johannesburg Stock Exchange. The African Finance Journal 14: 64––84.
    • Joubert‚ J.‚ Rao‚ C.‚ Bradshaw‚ D.‚ Dorrington‚ R.E.‚ Vos‚ T. and Lopez‚ A. (2012). "Characteristics‚ availability and uses of vital registration and other mortality data sources in post–democracy South Africa"‚ Global Health Action 5: 19263 – http://dx.doi.org/10.3402/gha.v5i0.19263
  • 2011

    • Polakow‚ D. 2011. "The long and active existentialist"‚ Journal of Asset Management‚ 12(1): 1–10
    • Strugnell‚ D.‚ Gilbert‚ E. and Kruger‚ R. 2011."Beta‚ size and value effects on the JSE‚ 1994–2007"‚ Investment Analysts Journal 74: 1–17.
    • Johnson‚ L. F.‚ Dorrington‚ R. E.‚ Bradshaw‚ D. and Coetzee‚ D. J. 2011. "The effect of syndromic management interventions on the prevalence of sexually transmitted infections in South Africa"‚ Sexual & Reproductive Healthcare 2: 13–20.
    • Johnson‚ L. F.‚ Dorrington‚ R. E. and Bradshaw‚ D. 2011. "The role of immunity in the epidemiology of gonorrhoea‚ chlamydial infection and trichomoniasis: insights from a mathematical model"‚ Epidemiology and Infection 139: 1875–1883.
    • Dorrington‚ R. E. and Bradshaw‚ D. 2011. "Maternal mortality in South Africa – lessons from a case study in the use of deaths reported by households in censuses and surveys"‚ Journal of Population Research 28(1):49–73.
    • Darikwa‚ T. B. and Dorrington‚ R. E. 2011. "The level and trends of child mortality in South Africa‚ 1996–2006"‚ Journal of African Population Studies 25‚ 1 (Supplement): 158–172.
    • Machemedze‚ T. and Dorrington‚ R. E. 2011. "Levels of mortality of the South African aged population using the method of extinct generations"‚ Journal of African Population Studies 25‚ 1 Supplement): 63–76.
    • Nannan‚ N.‚ Bradshaw‚ D. Laubscher‚ R. Herbst‚ K. and Dorrington‚ R. E. 2011. "Reversal in childhood mortality trend in rural KwaZulu–Natal‚ South Africa"‚ Journal of African Population Studies 25‚ 1 (Supplement):144–158.
    • Chisumpa‚ V.H. and Dorrington‚ R. E. 2011. "Estimating adult mortality in Zambia using information on survival of parents from surveys"‚ Journal of African Population Studies 25‚ 1 (Supplement): 113–126.
    • Mataramvura‚ S.2011. "Valuation of Inflation–Linked Annuities in a Lévy Market‚" Journal of Applied Mathematics‚ vol. 2011‚ Article ID 897954. doi: http://10.1155/2011/897954
  • 2010

    • Gregson‚ S.‚ Gonese‚ E.‚ Hallett‚ T. B.‚ Taruberekera‚ N.‚ Hargrove‚ J. W.‚ Lopman‚ B. A. et al. 2010. "HIV decline due to reductions in risky sex in Zimbabwe? Evidence from a comprehensive epidemiological review"‚ International Journal of Epidemiology 39(5): 1311–1323
    • Johhnson‚ L F‚ Alkema L and Dorrington R E. 2010 "A Bayesian approach to uncertainty analysis of sexually transmitted infection models"‚ Sex Transm Infect 86: 169–174.
    • Dorrington R E‚ Bradshaw D. 2010. "AIDS–related mortality in South Africa". In: Abdool Karim SS‚ Abdool Karim Q‚ editors. HIV/AIDS in South Africa 2nd ed. Cape Town: Cambridge University Press.
    • Polakow‚ D. A. 2010. "If a portfolio manager who cannot count finds a four–leaf clover‚ is he still lucky?"‚ Investment Analysts Journal 72(43): 17–35.
    • Gilbert‚ E. and Strugnell‚ D. 2010."Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE (1984–2007)"‚ Investment Analyst Journal 72: 31–42.
    • Ramjee‚ S. and McLeod H. 2010. "Private Sector Perspectives on National Health Insurance". In: Fonn S‚ Padarath A‚ editors. South African Health Review 2010. Durban: Health Systems Trust; 2010. URL: http://www.hst.org.za

Other publications:

Reports and other research publications (for which one or more members of the staff were co–authors):

  • 2012

    • Continuous Statistical Investigations Committee. Annuitant Mortality 2001–2004. Actuarial Society of South Africa‚ April 2012.
    • Dorrington RE and TA Moultrie. 2012. Population projections for the Western Cape 2001–2025. Centre for Actuarial Research‚ University of Cape Town
    • Mayanja F.‚ Mataramvura S. and Mahera W. 2012 Portfolio optimization model: The case of Uganda securities exchange. LAP LAMBERT Academic Publishing‚ e–Book‚ ISBN978–3–8484–4916–3
  • 2011

    • HDACC. 2011 Health Data Advisory and Co–ordination Committee (HDACC) Report. Department of Health‚ November 2011.
    • Continuous Statistical Investigations Committee. Critical Illness 2000–2003. Actuarial Society of South Africa‚ December 2011.
    • Continuous Statistical Investigations Committee. Disability Lump sum 2000–2003. Actuarial Society of South Africa‚ December 2011.
  • 2010

    • Continuous Statistical Investigation Committee. Assured Lives Mortality Investigation 1999–2002. Actuarial Society of South Africa‚ 2010.



Combined (the Actuarial programme‚ Centre for Actuarial Research and the Institute of Applied Statistics) has successfully supervised or co-supervised 32 masters graduates and one PhD student. Three staff members received research degrees‚ namely:

Dave Strugnell MPhil Beta&sbqup; size and value effects on the JSE 1994–2007
Shivani Ramjee MBusSc The Construction of a price index for the South African Medical Scheme Industry
John Clur MSc Nonparametric smoothing in extreme value theory

Research funding

A total of R5.85 million research funding was raised by staff over the three years. The bulk of this going to fund the three research entities.

Conferences and workshops

Members of the staff presented papers at 27 conferences and workshops‚ more than half international.

Reviewing papers and funding applications

Members of the staff reviewed a total of 52 papers submitted to peer‚reviewed journals and funding applications‚ etc.‚ over the three years 2010–12‚ the majority of which were articles for international journals.

Prizes and other accomplishments

  • 2012

    1. Iain MacDonald awarded the Sichel medal‚ from SASA – co–author of best published paper in 2012.
    2. Rob Dorrington co–authored papers which were earned prizes for best published paper and best paper at the annual Convention of the Actuarial Society of South Africa.
    3. Rob Dorrington appointed to the Scientific Oversight Committee of the Institute of Health Metrics and Evaluation at the University of Washington
    4. African Collaboration for Quantitative Finance & Risk Research (ACQuFRR) established under directorship of David Taylor.
  • 2011

    1. Johan du Plessis awarded the ASSA prize for the best honours project in 2010
  • 2010

    1. Megan Henderson awarded the ASSA prize for the best honours project in 2009.
    2. Institute of Applied Statistics launched under directorship of Daniel Polakow.

Research outputs

  • The research output of the core teaching staff is set out below:

    • Bradshaw D., L. Johnson, H. Schneider, D. Bourne and R.E. Dorrington. 2002. Orphans of the HIV/AIDS Epidemic: The time to act is now: MRC Policy Brief No. 2: Cape Town: Medical Research Council.
    • Bradshaw D., M. Schneider, R.E. Dorrington, D.E. Bourne and R. Laubscher. 2002. South African cause-of-death profile in transition 1996 and future trends, South African Medical Journal 92(8):618-623.
    • Bradshaw D., P. Groenewald, R. Laubscher, N. Nannan, B. Nojilana, R. Norman, D. Pieterse, M. Schneider, D. Bourne, I.M. Timus, R.E. Dorrington, L. Johnson. 2003. Initial burden of disease estimates for South Africa, 2000, South African Medical Journal 93:682-688.
    • Dorrington R., D. Bradshaw, D. Budlender and D. Bourne. 2002. The current state and future projections of the HIV/AIDS epidemic in South Africa, South African Dental Journal 57:408-409.
    • Dorrington R., D.E. Bourne, D. Bradshaw, R. Laubscher and I.M. Timus. 2002. Some impacts of HIV/AIDS on adult mortality in South Africa, South African Journal of Clinical Nutrition 15 (Supplement 2):S3.
    • Dorrington R.E. 2001. Estimating the extent of the HIV/AIDS epidemic: Some questions and answers on the ASSA2000 model, Law Democracy and Development Journal 5(2):129-136.
    • Dorrington R.E. 2002. Did they jump or were they pushed? An investigation into the apparent undercount of whites in the 1996 Census, Southern African Journal of Demography 8(1):37-46.
    • Dorrington R.E. 2002. How many people are currently infected with HIV in South Africa?, South African Medical Journal 92(3):196-7.
    • Dorrington R.E. 2002. Population projections for the Western Cape to 2025. Report for the Provincial Authority of the Western Cape.
    • Dorrington R.E. and G. Slattery. 2002.  Impact of HIV/AIDS on Compensation for Road Accidents and the Road Accident Fund. Report commissioned by the Road Accident Fund Commission.
    • Dorrington R.E. and L.Johnson. 2002. Epidemiological and demographic, in Gow, J. and C. Desmond (eds). Impacts and interventions. Pietermaritzburg: University of Natal Press
    • Dorrington R.E. and S. Bennett. 2002. Modelling the pandemic in the provinces, Perspective.
    • Dorrington R.E. and T.A. Moultrie. 2002. Estimation of the extent of out-migration from the Western Cape 1999-2001. Report prepared for PAWC as part of a study into patterns of migration in the Western Cape.
    • Dorrington R.E., D. Bourne, D. Bradshaw, R. Laubscher and I.M. Timus. 2002. Some implications of HIV/AIDS on adult mortality in South Africa, AIDS Analysis Africa12(5):3-6.
    • Dorrington R.E., D. Bradshaw and D. Budlender. 2002. HIV/AIDS profile in the provinces of South Africa - Indicators 2002. Cape Town: Centre for Actuarial Research, Medical Research Council and Actuarial Society of South Africa.
    • Dorrington R.E., D. Budlender and T.A. Moultrie .2003. Census 2001: Are the numbers what we expect? Report to Statistics Council of South Africa
    • Dorrington, R.E. 2001. The Demographic Impact of HIV/AIDS in South Africa by Province, Race and Class. Paper presented at the XXIV IUSSP General Conference. Salvador, Brazil, 18-24 August 2001.
    • Dorrington, R.E. 2003. Modelling the Epidemic: Why we should know a little more about models, in Desmond, C., L. Karam and M. Steinberg (eds). Still Everybodys Business: The enlightening truth about AIDS. Metropolitan Group: Bellville
    • Dorrington, R.E. and D. Schneider. 2002. Fitting the ASSA2000 urban-rural AIDS and Demographic model to 10 sub-Saharan countries. Paper presented at the 27th International Congress of Actuaries. Cancun, Mexico, March 17-22 2002.
    • Dorrington, R.E. and David Schneider. 2001. Fitting the ASSA AIDS and Demographic model to 10 sub-Saharan countries. Paper presented at the XXIV IUSSP General Conference. Salvador, Brazil, 18-24 August 2001.
    • Dorrington, R.E. and L. Johnson. 2001. The ingredients and impact of HIV/AIDS in South Africa and its provinces. Report prepared as part of the UNICEF case study of the long-medium term impact of HIV/AIDS in South Africa.
    • Dorrington, R.E., D. Bourne, D. Bradshaw, R. Laubscher and I.M. Timus. 2001. The Impact of HIV/AIDS on Adult Mortality in South Africa. Cape Town: Medical Research Council.
    • Dorrington, R.E., Debbie Bradshaw, David Bourne, Ian Timus and Nadine Nannan. 2001. AIDS Mortality in South Africa. Paper presented at the AIDS in Context International Conference, Johannesburg, 4 7th April 2001.
    • Dorrington, R.E., S. Rosenberg, L. Johnson and D. Schneider. 2002. A multi-state select population AIDS model. Paper presented at the 27th International Congress of Actuaries. Cancun, Mexico, March 17-22 2002.
    • Dorrington, R.E.Tom A Moultrie, Ian M. Timus. 2004. Estimation of mortality from the 2001 South Africa Census data. Cape Town: Centre for Actuarial Research for Statistics South Africa.
    • Grieser M., J. Gittlesohn, R. Marindo, and K. Hill. 2001. Reproductive decision making and the HIV/AIDS epidemic in Zimbabwe, Journal of Southern African Studies 27(2)
    • Johnson, L. and R.E. Dorrington. 2001. The Impact of AIDS on Orphanhood in South Africa: A Quantitative Analysis. Monograph No.4. University of Cape Town: Centre for Actuarial Research.
    • Marindo R., S. Pearson and J. Casterline.2003. Condom use and abstinence among young unmarried Zimbabweans. Population Council Policy research Division Working Paper 150. New York: Population Council
    • Marindo, R.C. 2000. Death colonized. Historical adult mortality in Rhodesia (Zimbabwe), ZambeziaXXVI(ii):89-95.
    • Moultrie, Tom A. 2000. "Declining fertility and increasing birth intervals in South Africa: 1970-1996," Paper presented at British Society for Population Studies annual conference. Utrecht, Netherlands, 31 August - 1 September 2000.
    • Moultrie, Tom A. 2001. "Racism and reproduction: The institutional effects of apartheid on the South African fertility decline," Paper presented at International Union for the Scientific Study of Population, XXIV General Population Conference. Salvador de Bahia, Brazil, 18 - 24 August 2001.
    • Moultrie, Tom A. 2002. A future with fewer children: Past and projected trends in the South African fertility transition, Paper presented at Second Annual Conference on Labour Markets and Poverty in South Africa. Johannesburg, South Africa, 22-24 October 2002.
    • Moultrie, Tom A. and Ian M. Timus. 2001. "Fertility and living arrangements in South Africa", Journal of Southern African Studies 27(2):207-223.
    • Moultrie, Tom A. and Ian M. Timus. 2002. Trends in South African fertility between 1970 and 1998: An analysis of the 1996 Census and the 1998 Demographic and Health Survey. Cape Town: Medical Research Council. http://www.mrc.ac.za/bod/trends.pdf.
    • Moultrie, Tom A. and Ian M. Timus. 2003. The South African fertility decline: Evidence from two censuses and a Demographic and Health Survey, Population Studies 57(3):265-283.
    • Moultrie, Tom A. and Rob Dorrington. 2004. Estimation of fertility from the 2001 South Africa Census data. Cape Town: Centre for Actuarial Research for Statistics South Africa.
    • Robinson, J.N. and R. Marindo. 1999. Current estimates of and future projections for adult deaths attributed to HIV infections in Zimbabwe, Journal of Immunodeficiency and Retrovirology20:187-194.
    • Timus, Ian M and Tom A Moultrie. 2003. Why do women use contraception?, Paper presented at Annual Meeting of the Population Association of America. Minneapolis, Minnesota, 1-3 May, 2003.
  • Collaboration with other institutions

    Through our research, we engage collaboratively several other organisations working in the fields of demography, epidemiology and public health. In recent years, these collaborations have included

    • The London School of Hygiene and Tropical Medicine
    • The South African Medical Research Council