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Dr. Nelson Christopher Dzupire

ASSOCIATE PROFESSOR
Mathematical Sciences

Research Areas

Multi-Objective Optimization,Econometrics,Financial Mathematics,

Profile

Nelson Christopher Dzupire is an Associate Professor of Mathematical Sciences at the University of Malawi, where he serves as Head of the Department of Mathematical Sciences in the School of Natural and Applied Sciences. He has been an academic at the University of Malawi since 2009 and has developed an academic career spanning mathematical research, university teaching, postgraduate supervision, curriculum development, academic leadership, and interdisciplinary quantitative research. Dr Dzupire holds a PhD in Mathematics (Financial Option) from the Pan African University, jointly offered with Jomo Kenyatta University of Agriculture and Technology, Kenya. His doctoral research focused on Modeling and Pricing Rainfall and Temperature Derivatives to Hedge Maize Yield. He also holds an MSc in Applied Mathematics and Computational Science and Engineering from the Nelson Mandela African Institution of Science and Technology, Tanzania; a Postgraduate Diploma in Mathematical Sciences from the African Institute for Mathematical Sciences (AIMS), jointly with Stellenbosch University, South Africa; and a BSc in Mathematics and Computer Science with Distinction from the University of Malawi. His research lies at the interface of financial mathematics, actuarial science, stochastic processes, mathematical modelling, optimization, econometrics, climate-risk modelling, weather derivatives, insurance, portfolio optimization, and financial risk management. His particular research passion is the development of quantitative models for weather and climate-related risks and their application to agricultural insurance and financial risk-transfer mechanisms. More recently, his research has expanded to include credit-risk modelling, banking risk, systemic financial risk, mortality modelling, machine learning, and data-driven approaches to complex socio-economic systems. A significant body of his research has focused on the mathematical modelling of rainfall, temperature, crop yields, and weather derivatives. His published work includes research on copula-based modelling of temperature and rainfall, basket weather derivatives, zero-inflated rainfall processes, stochastic temperature models, actuarial mortality tables, investment and consumption decisions, insurance failures, green bond markets, and rainfall derivatives. His more recent research collaborations extend into climate and extreme-weather modelling, financial contagion and systemic risk, epidemiological modelling, and public-health applications of quantitative methods. Beyond research and teaching, he has contributed significantly to academic leadership and institutional development. He has served as Head of the Mathematical Sciences Department since October 2020, previously coordinated the MSc in Biostatistics and Diploma in Statistics programmes, and contributed to the development and review of programmes in mathematics, statistics and actuarial science. He has also participated in thesis examination at master's and doctoral levels, including external examination of a PhD in Mathematics at the University of South Africa and postgraduate theses at several Malawian universities. Dr Dzupire's research is increasingly oriented towards the development of African-centred mathematical solutions for climate resilience, agricultural risk management, insurance innovation, financial inclusion and economic stability. His long-term research vision is to build interdisciplinary quantitative frameworks that connect mathematics and statistics with finance, insurance, climate science, agriculture and public policy, thereby strengthening the contribution of mathematical sciences to sustainable development in Malawi and beyond.

Publications

  • Journal Article
    Dzupire, N., Nyirenda, D., Enerico, C. et al. Exploring the influence of culture, religion, and law on public health, and their reciprocal impacts: a grey relational analysis approach. Discov Soc Sci Health 5, 93 (2025). https://doi.org/10.1007/s44155-025-00249-7 (2025)
    https://rdcu.be/euoTk
  • Journal Article
    Chidzalo, P., Beyamu, D., Mutepuwa, J. Kambale C, Dzupire N, Kaombe,P & Chidothi P. Modeling the impact of tropical cyclone intensity on rainfall under stochastic processes. Model. Earth Syst. Environ. 11, 365 (2025). https://doi.org/10.1007/s40808-025-02563-0 (2025)
    https://link.springer.com/article/10.1007/s40808-025-02563-0
  • Journal Article
    Khumbo Thindwa, & Nelson Dzupire. (2025). Pricing Rainfall Derivatives Based on a Hidden Markov Model to Mitigate Poor Yield. African Journal of Education,Science and Technology (AJEST), 8(3), 32ā€“46. (2025)
    http://ajest.org/index.php/ajest/article/view/862
  • Journal Article
    Samuel Asante Gyamerah, Emmanuel Afrifa, Perpetual Andam Boiquaye, Nelson Dzupire, Modelling financial contagion and optimal policy design for bank runs and systemic risk, Mathematics and Computers in Simulation, Volume 245, 2026,Pages 35-52. (2025)
    https://www.sciencedirect.com/science/article/pii/S0378475425005543?via%3Dihub
  • Journal Article
    Samuel Asante Gyamerah, Henry Ofoe Agbi-Kaiser, Clement Asare, Nelson Dzupire, "Asymmetric Impact of Heterogenous Uncertainties on the Green Bond Market", Discrete Dynamics in Nature and Society, vol. 2024, Article ID 6644658, 12 pages, 2024. https://doi.org/10.1155/2024/6644658 (2024)
    https://www.hindawi.com/journals/ddns/2024/6644658/
  • Journal Article
    Dzupire, N., & Mutepuwa, J. (2024). An optimal investment consumption model for retirees with no health insurance. Heliyon, e29034. (2024)
    https://www.sciencedirect.com/science/article/pii/S2405844024050655
  • Journal Article
    Dzupire, N. C., Gunde, R., & Chirwa, P. B. (2024). Constructing Malawian Ordinary Actuarial Tables: Reflection of the COVID-19 Era. African Journal of Education, Science and Technology, 7(4), 107-115. (2024)
    http://ajest.org/index.php/ajest/article/view/21
  • Journal Article
    Dzupire, N., Aboagye, S., Gyamerah, S. et al. Risk management and insurance failures: the case of Ghanaā€™s National Health Insurance Scheme. Discov Health Systems 3, 80 (2024). https://doi.org/10.1007/s44250-024-00147-w (2024)
    https://rdcu.be/dTBTy
  • Journal Article
    Chirwa, P. B. D., & Dzupire, N. C. (2024). HEDGING IRRIGATED MAIZE CROP YIELDS USING TEMPERATURE DERIVATIVES IN MALAWI. Heliyon, e39580. (2024)
    https://www.sciencedirect.com/science/article/pii/S2405844024156113
  • Journal Article
    Gyamerah, S. A., Mensah, A. A., Asare, C., & Dzupire, N. (2023). Improving mortality forecasting using a hybrid of Leeā€“Carter and stacking ensemble model. Bulletin of the National Research Centre, 47(1), 158. (2023)
    https://link.springer.com/article/10.1186/s42269-023-01138-2
  • Conference Papers
    Macheso, P., Manda, T. D., Chisale, S., Dzupire, N., Mlatho, J., & Mukanyiligira, D. (2021, March). Design of ESP8266 smart home using MQTT and node-RED. In 2021 International Conference on Artificial Intelligence and Smart Systems (ICAIS) (pp. 502-505). IEEE. (2021)
    https://ieeexplore.ieee.org/abstract/document/9396027
  • Conference Papers
    Macheso, P., Chisale, S., Daka, C., Dzupire, N., Mlatho, J., & Mukanyirigira, D. (2021, March). Design of standalone asynchronous ESP32 web-server for temperature and humidity monitoring. In 2021 7th International Conference on Advanced Computing and Communication Systems (ICACCS) (Vol. 1, pp. 635-638). IEEE.and Humidity Monitoring (2021)
    https://ieeexplore.ieee.org/abstract/document/9441845
  • Journal Article
    Dzupire, N. C., Ngare, P., & Odongo, L. (2020). A copula based bi-variate model for temperature and rainfall processes. Scientific African, 8, e00365. (2020)
    https://www.sciencedirect.com/science/article/pii/S2468227620301034
  • Journal Article
    Dzupire, N. C., Ngare, P., & Odongo, L. (2019). Pricing basket weather derivatives on rainfall and temperature processes. International Journal of Financial Studies, 7(3), 35. (2019)
    https://www.mdpi.com/2227-7072/7/3/35
  • Journal Article
    Dzupire, N. C., Ngare, P., & Odongo, L. (2018). A poisson-gamma model for zero inflated rainfall data. Journal of Probability and Statistics, 2018, 1-12. (2016)
    https://www.hindawi.com/journals/jps/2018/1012647/
  • Journal Article
    Dzupire, N. C., & Nkansah-Gyekye, Y. (2014). A multi-stage supply chain network optimization using genetic algorithms. arXiv preprint arXiv:1408.0614. (2014)
    https://arxiv.org/abs/1408.0614