Dr. Elisabeth Kemajou-Brown

Title: 
Assistant Professor of Actuarial Science
Office Location: 
Carnegie Hall 152
Phone: 
(443) 885-3347
Email: 
Elisabeth.Brown@morgan.edu
Education:

Ph.D. Southern Illinois University, 2012
M.A. African Institute of Mathematical Science, UCT 2008
M.S. with thesis University of Yaoundé 1, 2006
M.S. without thesis University of Yaoundé 1, 2003
B.S. University of Yaoundé 1, 2003

Education:

Ph.D. Southern Illinois University, 2012
M.A. African Institute of Mathematical Science, UCT 2008
M.S. with thesis University of Yaoundé 1, 2006
M.S. without thesis University of Yaoundé 1, 2003
B.S. University of Yaoundé 1, 2003

Research Interests:

Stochastic analysis, mathematical modeling, financial and actuarial science applications. My main interest includes developing and/or analyzing models in economics or finance, simulating using real data. Recent topics of interest involve statistical and machine learning.

Selected Publications:

  • Sun, Z.; Kemajou-Brown, E. and Menoukeu-Pamen, O.; A Risk-Sensitive Maximum Principle for Markov Regime-Switching Jump-Diffusion Systems and Applications, to appear ESAIM: Control, Optimization and Calculus of Variations (2017).
  • Kemajou-Brown, E.; Brief history of optimal control theory and some recent developments, Contemporary Mathematics (AMS-CONM) 668 (2016), pp. 119-129, DOI 10.1090/CONM/668/13400.
  • Kemajou-Brown, E.; Mohammed, S. and Tambue, A.; A Stochastic Delay Model for Pricing Debt and Equity: Numerical Techniques and Applications, Communications in Nonlinear Science and Numerical Simulation 20 (1) (2015), pp. 281-297.
  • Kemajou, E.; Kunzi, H-P. and Otafudu, O.; The Isbell-hull of a di-space, Topology and its Applications 159 (9) (2012), 2463-2475.