Publications & Works

Publication Network
Journal articles indexed in SCI, SSCI, and AHCI 2

Optimal premium allocation under stop-loss insurance using exposure curves

Mert Ö. M., Kestel A. S.
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS , vol.51, no.1, pp.288-307, 2022 (SCI-Expanded) Creative Commons License identifier identifier identifier

Time dependent stop-loss reinsurance and exposure curves

Mert Ö. M., Kestel A. S.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , vol.389, 2021 (SCI-Expanded) identifier identifier
Papers Presented at Peer-Reviewed Scientific Conferences 7

Stop-loss reinsurance pricing and exposure curves under jump influence

MERT Ö. M., KESTEL A. S.
Familly Workshop (Financial and Actuarial Mathematics in Liverpoold, Leeds, York), Liverpool, England, 07 December 2023, pp.1

TIME DEPENDENT STOP-LOSS REIUNSURANCE AND EXPOSURE CURVES VIA STOCHASTIC JUMP DIFFUSION

MERT Ö. M., KESTEL A. S.
26th International Congress on Insurance: Mathematics and Economics, Edinburgh, Saint Helena, 4 - 07 July 2023, pp.86

Time Dependent Stop-Loss Reinsurance and Exposure Curves

Mert Ö. M., Kestel A. S.
Virtual 24th International Congress on Insurance: Mathematics and Economics, Illinois, United States Of America, 5 - 09 July 2021, pp.145-146

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

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, (Summary Text)
Books 2

Modelling Natural Gas Future Prices via Hybrid Stochastic Diffusion Processes

MERT Ö. M., KOÇ O., KESTEL A. S.
in: Energy Entrepreneurship, Sustainability, Innovation and Financing, , Editor, Springer, pp.297-324, 2025

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
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2

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1

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2

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1

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4

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2
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