Publications & Works

Publication Network
Articles 6
All (6)
SCI-E, SSCI, AHCI (4)
SCI-E, SSCI, AHCI, ESCI (5)
ESCI (1)
Scopus (4)
TRDizin (2)

1. Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index

Evkaya Ö. O., Gür I., Yildirim Külekci B., Poyraz G.
COMPUTATIONAL ECONOMICS , vol.64, no.5, pp.2935-2980, 2024 (SCI-Expanded, SSCI, Scopus) identifier identifier

2. Ruin probability for heavy-tailed and dependent losses under reinsurance strategies

Yildirim Külekci B., Korn R., Kestel A. S.
MATHEMATICS AND COMPUTERS IN SIMULATION , vol.226, pp.118-138, 2024 (SCI-Expanded, Scopus) identifier identifier

3. Dependence Analysis of the ISE100 Banking Sector Using Vine Copula

Yildirim Külekci B., Poyraz G., Gür I., Evkaya O.
ISTANBUL JOURNAL OF ECONOMICS , vol.73, pp.55-82, 2023 (ESCI, TRDizin)

4. Assessment of dependent risk using extreme value theory in a time-varying framework

Yıldırım Külekci B., Karabey U., Kestel A. S.
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS , vol.52, no.1, pp.248-267, 2023 (SCI-Expanded, Scopus) identifier identifier

5. Assessment of longevity risk: credibility approach

Kulekci B. Y., Kestel A. S.
JOURNAL OF APPLIED STATISTICS , vol.48, no.13-15, pp.2695-2713, 2021 (SCI-Expanded, Scopus) identifier identifier identifier

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

Yildirim Külekci B., Büyükyazici M.
İstatistikçiler Dergisi: İstatistik ve Aktüerya , vol.13, no.1, pp.30-47, 2020 (TRDizin)
Papers Presented at Peer-Reviewed Scientific Conferences 16

1. Analysis of the threshold dependence of degree related indices in weighted random graphs and complex networks

Işlak Ü., Yildirim Külekci B.
The 3rd International Conference on Applied Mathematics in Engineering (ICAME’24) , Balıkesir, Turkey, 26 June - 28 July 2024, pp.96, (Summary Text)

2. Modeling the Dependency in the Turkish Stock Market via the Dynamic Vine-Garch Model

Evkaya O., Poyraz G., Yıldırım Külekci B., Gür İ.
25th (2022) International Congress on Insurance: Mathematics and Economics, Guangzhou, China, 12 - 15 July 2022, pp.62, (Summary Text)

3. Optimal Dynamic Ruin Probabilities for Heavy-Tailed Losses Under Reinsurance Strategies

Yildirim Külekci B., Korn R., Kestel A. S.
25th (2022) International Congress on Insurance: Mathematics and Economics, Guangzhou, China, 12 - 15 July 2022, vol.1, pp.114, (Summary Text) Creative Commons License

4. Modelling dependence among Turkish financial institutions using dynamic Vine copula

Gür İ., Evkaya O., Yıldırım Külekci B., Poyraz G.
VI. Anadolu International Conference on Economics, Eskişehir, Turkey, 13 - 15 May 2022, pp.179, (Summary Text)

5. Ruin Probability in Heavy-Tailed Claims with Extreme Value Theory

Yildirim Külekci B., Karabey U., Kestel A. S.
24th International Congress on Insurance: Mathematics and Economics, Illinois, United States Of America, 5 - 09 September 2021, vol.1, no.1, pp.101, (Summary Text)

6. Backtesting in Time Varying Extreme Value Copulas for Dependent Risks

Yildirim Külekci B., Kestel A. S., Karabey U.
Online International Conference inActuarial Science (OICA), Lyon, France, 28 - 29 April 2020, (Summary Text)

7. Assessment of Longevity Risk on PensionFunds: Credibility Approach

YILDIRIM KÜLEKCİ B., KESTEL A. S.
11th International Statistics Congress (ISC11), Bodrum, Turkey, 4 - 08 October 2019, (Summary Text) Creative Commons License

8. Assessment of Longevity Risk via CredibilityApproach

YILDIRIM KÜLEKCİ B., KESTEL A. S.
4th National Insurance and Actuarial Sciences Congress (USAK), Ankara, Turkey, 24 - 25 June 2019, (Summary Text)

9. Extreme Value Theory on Valuation of Actuarial Risk

YILDIRIM KÜLEKCİ B., KESTEL A. S., KARABEY U.
11. International Statistics Days Conference, BODRUM, Turkey, 3 - 07 October 2018, (Summary Text)

10. Multivariate Extreme Value Theory on the Valuation of Tail Behavior in Actuarial Science

YILDIRIM KÜLEKCİ B., KESTEL A. S., KARABEY U.
4th European Actuarial Journal Conference, Leuven, Belgium, 9 - 11 September 2018, (Summary Text)

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

YILDIRIM B., KESTEL A. S., KARABEY U.
10th International Statistics Congress, Ankara, Turkey, 6 - 08 December 2017, (Summary Text)

12. The Influence of Longevity Risk on Pension Funds: Turkish Case

YILDIRIM B., KESTEL A. S.
3RD INTERNATIONAL RESEARCHERS, STATISTICIANS AND YOUNG STATISTICIANS CONGRESS, Konya, Turkey, 24 - 26 May 2017, (Summary Text)

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

Yıldırım B., Selcuk-Kestel A. S., Coşkun-Ergökmen N. G.
3rd International Conference on Dynamics, Games and Science, DGS 2014, Porto, Portugal, 17 - 21 February 2014, vol.195, pp.495-512, (Full Text) identifier

14. STOKASTİK FAİZ ORANI VE MORTALİTE ETKİSİ ALTINDAHAYAT SİGORTASI PRİM HESAPLAMASI

YILDIRIM B., KESTEL A. S., COŞKUNERGÖKMEN G.
International 9.Statistics Congress, Antalya, Turkey, 27 October - 01 November 2015, (Summary Text)

15. Stokastik Faiz Oranı ve Mortalite Etkisi Altında Hayat Sigortası Prim Hesaplaması

YILDIRIM B., KESTEL A. S., N Gülden C. E.
9. Uluslararası İstatistik Kongresi, Antalya, Turkey, 28 October - 01 November 2015, (Summary Text)

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

YILDIRIM B., BÜYÜKYAZICI M.
EURO Working Group Commodities and Financial Modelling, Ankara, Turkey, 12 - 14 May 2015, (Summary Text)
Books 1

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

Yıldırım B., Kestel A. S., Ergökmen G.
in: Modeling, Dynamics, Optimization and Bioeconomics II, Pinto,Alberto,Zilberman,David, Editor, Springer-Verlag , Amsterdam, pp.495-512, 2017
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24

Publication (WoS)

5

Publication (Scopus)

5

Citation (WoS)

13

H-Index (WoS)

2

Citation (Scopus)

16

H-Index (Scopus)

3

Citation (Scholar)

35

H-Index (Scholar)

4

Project

10

Thesis Advisory

4
UN Sustainable Development Goals