General Information

Institutional Information: Institute Of Applied Mathematics, Actuarial Science
Research Areas: Economics, Social Sciences and Behavioral Sciences, Statistics, Statistical Analysis and Applications, Natural Sciences

Names in Publications: A. Sevtap Kestel, Sevtap Kestel, A. Sevtap Selcuk-Kestel, As SELCUK, AS SELCUK, Selcuk-Kestel A. Sevtap

Metrics

Publication

112

Citation (WoS)

359

Citation (Scopus)

400

H-Index (WoS)

8

H-Index (Scopus)

9

Project

29

Thesis Advisory

40

Open Access

36
UN Sustainable Development Goals

Biography

Dr. Selcuk-Kestel received her bachelor's, master's and doctorate degrees from the Department of Statistics of the Middle East Technical University. With the scholarship of the TR Prime Ministry Undersecretariat of Treasury, she received an M.B.A degree in Actuarial Science from John's University-The College of Insurance in the USA. She is a statutory actuary and a member of the Turkish Actuaries Association and International Statistics Institute. She worked as affiliated faculty at Darmstadt Technical University (Germany)- Department of Mathematics, Albert-Ludwigs University Freiburg-Faculty of Economics (Germany), and visiting faculty at Illinois State University (USA)-Department of Mathematics and Statistics at which she gave lectures on time series, econometrics, life and elementary insurance mathematics, and disaster insurance. As a faculty member in the Applied Mathematics Institute, she chairs Actuarial Sciences Program and Financial Mathematics Program as well as administrative work as the Director of the Institute of Applied Mathematics. She represents the Turkish Actuarial Association in the Education and the Advanced Committees of the International Actuarial Association. She has been operating as the Chair of the National Actuary Exams Board since 2014. She is also the vice president of the Turkish Statistical Association and the European Actuarial Journal Association.  Dr. Selcuk-Kestel accomplished many works in a wide range of research areas.