Publications & Works

Published journal articles indexed by SCI, SSCI, and AHCI

Assessment of longevity risk: credibility approach

JOURNAL OF APPLIED STATISTICS, vol.48, no.13-15, pp.2695-2713, 2021 (Peer-Reviewed Journal) identifier identifier identifier

Articles Published in Other Journals

Effect of Turkish mortality developments on the expected lifetime and annuity using entropy measure

İstatistikçiler Dergisi: İstatistik ve Aktüerya, vol.13, no.1, pp.30-47, 2020 (Peer-Reviewed Journal)

Refereed Congress / Symposium Publications in Proceedings

Backtesting in Time Varying Extreme Value Copulas for Dependent Risks

Online International Conference inActuarial Science (OICA), Lyon, France, 28 - 29 April 2020

Assessment of Longevity Risk on PensionFunds: Credibility Approach

11th International Statistics Congress (ISC11), Bodrum, Turkey, 4 - 08 October 2019 Creative Commons License

Assessment of Longevity Risk via CredibilityApproach

4th National Insurance and Actuarial Sciences Congress (USAK), Ankara, Turkey, 24 - 25 June 2019

Extreme Value Theory on Valuation of Actuarial Risk

11. International Statistics Days Conference, BODRUM, Turkey, 3 - 07 October 2018

Risk Measurement Using Extreme Value Theory: The Case of BIST100 Index

10th International Statistics Congress, Ankara, Turkey, 6 - 08 December 2017

The Influence of Longevity Risk on Pension Funds: Turkish Case

3RD INTERNATIONAL RESEARCHERS, STATISTICIANS AND YOUNG STATISTICIANS CONGRESS, Konya, Turkey, 24 - 26 May 2017

Actuarial present value and variance for changing mortality and stochastic interest rates

3rd International Conference on Dynamics, Games and Science, DGS 2014, Porto, Portugal, 17 - 21 February 2014, vol.195, pp.495-512 identifier

Stokastik Faiz Oranı ve Mortalite Etkisi Altında Hayat Sigortası Prim Hesaplaması

9. Uluslararası İstatistik Kongresi, Antalya, Turkey, 28 October - 01 November 2015

The effect of Turkish mortality improvements on the cost of annuities using entropy measure

EURO Working Group Commodities and Financial Modelling, Ankara, Turkey, 12 - 14 May 2015

Books & Book Chapters

Actuarial Present Value and Variance for Changing Mortality and Stochastic Interest Rates

in: Modeling, Dynamics, Optimization and Bioeconomics II, Pinto,Alberto,Zilberman,David, Editor, Springer-Verlag , Amsterdam, pp.495-512, 2017