Publications & Works

Publication Network

Articles Published in Journals That Entered SCI, SSCI and AHCI Indexes

Optimal premium allocation under stop-loss insurance using exposure curves

Mert Ö. M. , Kestel A. S.
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, vol.1, no.1, pp.1-20, 2021 (Journal Indexed in SCI Expanded)

Time dependent stop-loss reinsurance and exposure curves

Mert Ö. M. , Kestel A. S.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.389, 2021 (Journal Indexed in SCI) identifier identifier

Refereed Congress / Symposium Publications in Proceedings

Time Dependent Stop-Loss Reinsurance and Exposure Curves

MERT Ö. M. , KESTEL A. S.
Virtual 24th International Congress on Insurance: Mathematics and Economics, United States Of America, 05 July 2021

Time Dependent Stop-Loss Reinsurance and Exposure Curves

Mert Ö. M. , Kestel A. S.
Virtual 25th International Congress on Insurance: Mathematics and Economics, Illinois, United States Of America, 5 - 09 July 2021, pp.145-146

Optimal Stop-Loss Reinsurance: A Dependence Analysis of Aggregate Claims under Certain Distributions

MERT Ö. M. , KESTEL A. S.
4th European Actuarial Journal Conference, Leuven, Belgium, 9 - 11 September 2018, pp.61

Dependence Analysis with Normally Distributed Aggregate Claims in Stop Loss Insurance

MERT Ö. M. , KESTEL A. S.
10th Internatioanal Statistics Congress (ISC2017) Ankara, Ankara, Turkey, 6 - 08 December 2017

BIST30 Varantlarına Heston Stokastik Volatilite Modelinin Uygulanması

MERT Ö. M. , SEZER A. D.
Yöneylem Araştırması ve Endüstri Mühendisliği 36. Ulusal Kongresi, İzmir, Turkey, 13 - 15 July 2016

Books & Book Chapters

Forecasting the Hydro Inflow and Optimization of Virtual Power Plant Pricing

ÇABUK S., MERT Ö. M. , KESTEL A. S. , Kalaycı E.
in: Applied Operations Research and Financial Modelling in Energy, André B. DorsmanKazim Baris AticiAydin UlucanMehmet Baha Karan, Editor, Springer, pp.125-152, 2021