Prof. Dr. AYŞE SEVTAP KESTEL

Yilmaz B., Hekimoglu A. A., Kestel A. S.

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS , cilt.51, sa.1, ss.288-307, 2022 (SCI-Expanded)

Default and prepayment options pricing and default probability valuation under VG model

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , cilt.399, 2022 (SCI-Expanded) Sürdürülebilir Kalkınma

Assessment of longevity risk: credibility approach

Kulekci B. Y., Kestel A. S.

JOURNAL OF APPLIED STATISTICS , cilt.48, sa.13-15, ss.2695-2713, 2021 (SCI-Expanded)

CD-vine model for capturing complex dependence

Ozan Evkaya O., Yozgatlıgil C., Kestel S. A.

JOURNAL OF APPLIED STATISTICS , cilt.48, sa.13-15, ss.2406-2420, 2021 (SCI-Expanded)

Optimal premium allocation under stop-loss insurance using exposure curves

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS , cilt.1, sa.1, ss.1-20, 2021 (SCI-Expanded)

Time dependent stop-loss reinsurance and exposure curves

Yılmaz B., Selcuk-Kestel A. S.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , cilt.389, 2021 (SCI-Expanded)

Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach

JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS , cilt.59, sa.4, ss.673-697, 2019 (SSCI)

The estimation of adopted mortality and morbidity rates using model and the phase type law: the Turkish case

Akat F., Selcuk-Kestel A. S., Tank F.

Communications in Statistics: Simulation and Computation , cilt.48, sa.9, ss.2552-2565, 2019 (SCI-Expanded)

Quantitative hazard assessment for Zonguldak Coal Basin underground mines

Erdogan H. H., Duzgun H. S., Selcuk-Kestel A. S.

INTERNATIONAL JOURNAL OF MINING SCIENCE AND TECHNOLOGY , cilt.29, sa.3, ss.453-467, 2019 (SCI-Expanded) Sürdürülebilir Kalkınma

AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL

Oflaz Z. N., Yozgatlıgil C., Selcuk-Kestel A. S.

ASTIN BULLETIN , cilt.49, sa.1, ss.189-215, 2019 (SCI-Expanded)

Constant proportion portfolio insurance in defined contribution pension plan management

Temoçin B. Z., Korn R., Selcuk-Kestel A. S.

ANNALS OF OPERATIONS RESEARCH , cilt.266, ss.329-348, 2018 (SCI-Expanded)

Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading

Temoçin B. Z., Korn R., Selcuk-Kestel A. S.

ANNALS OF OPERATIONS RESEARCH , cilt.260, ss.515-544, 2018 (SCI-Expanded)

Preface: Advances of OR in commodities and financial modelling

KESTEL S. A., Yolcu-Okur Y., Weber G.

ANNALS OF OPERATIONS RESEARCH , cilt.260, ss.1-2, 2018 (SCI-Expanded)

Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey

Coskun Y., Selcuk-Kestel A. S., Yılmaz B.

BORSA ISTANBUL REVIEW , cilt.17, sa.4, ss.199-215, 2017 (SSCI)

Analysis of training sample selection strategies for regression-based quantitative landslide susceptibility mapping methods

Erener A., Sivas A. A., Kestel S. A., Duzgun H. S.

COMPUTERS & GEOSCIENCES , cilt.104, ss.62-74, 2017 (SCI-Expanded)

The impact of crude oil prices on financial market indicators: copula approach

Kayalar D. E., Küçüközmen C. Ç., Kestel S. A.

ENERGY ECONOMICS , cilt.61, ss.162-173, 2017 (SSCI) Sürdürülebilir Kalkınma

Simulation of large earthquakes and its implications on earthquake insurance rates: a case study in Bursa region (Turkey)

Ünal B., Askan A., Selcuk-Kestel A. S.

NATURAL HAZARDS , cilt.85, sa.1, ss.215-236, 2017 (SCI-Expanded)

Adjusting SPI for crop specific agricultural drought

Yıldırak Ş. K., Kestel A. S.

ENVIRONMENTAL AND ECOLOGICAL STATISTICS , cilt.22, sa.4, ss.681-691, 2015 (SCI-Expanded) Sürdürülebilir Kalkınma

Analysis of portfolio diversification between REIT assets

Rees P., Selcuk-Kestel A. S.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , cilt.259, ss.425-433, 2014 (SCI-Expanded)

A GIS-based software for lifeline reliability analysis under seismic hazard

Kestel A. S., Düzgün H. Ş., Oduncuoğlu L.

COMPUTERS & GEOSCIENCES , cilt.42, ss.37-46, 2012 (SCI-Expanded)

Stochastic modeling of accident risks associated with an underground coal mine in Turkey

Sari M., Selcuk A. S., Karpuz C., Duzgun H. S. B.

SAFETY SCIENCE , cilt.47, ss.78-87, 2009 (SCI-Expanded) Sürdürülebilir Kalkınma

Accident analysis of two Turkish underground coal mines

Sarı M., Duzgun H., Karpuz C., Selcuk A.

SAFETY SCIENCE , cilt.42, ss.675-690, 2004 (SCI-Expanded) Sürdürülebilir Kalkınma

Nonnormal regression. II. Symmetric distributions

Tiku M., Islam M., Selcuk A.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS , cilt.30, sa.6, ss.1021-1045, 2001 (SCI-Expanded)

Reliability of lifeline networks with multiple sources under seismic hazard

Kestel A. S., Yucemen M. S.

NATURAL HAZARDS , cilt.21, sa.1, ss.1-18, 2000 (SCI-Expanded)

Reliability of Lifeline Networks under Seismic Hazard

Kestel A. S., Yucemen M. S.

Reliability Engineering Safety , cilt.65, ss.213-227, 1999 (SCI-Expanded)

Diğer Dergilerde Yayınlanan Makaleler

The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring

Koç O., Uğur Ö., Kestel A. S.

arXiv , cilt.2303, sa.5427, ss.2-14, 2023 (Hakemsiz Dergi) Sürdürülebilir Kalkınma

Optimal capacity allocation in accordance with renewable energy sources: the US electricity market

Golbasi U., Yilmaz B., Kestel A. S.

International Journal of Ambient Energy , cilt.44, sa.1, ss.131-146, 2023 (Scopus) Sürdürülebilir Kalkınma

Risk Distribution Among Uncorrelated Risk Factors: Diversified Risk Parity

Yerli C., Kestel S.

Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi , cilt.40, sa.2, ss.419-439, 2022 (Hakemli Dergi)

The prediction power of machine learning on estimating the sepsis mortality in the intensive care unit

Selcuk M., Koç O., Kestel A. S.

Informatics in Medicine Unlocked , cilt.28, 2022 (Scopus)

The Impact of Macro-Economic Drivers in Housing Markets: The US Cas

YILMAZ B., YERLİKAYA ÖZKURT F., KESTEL A. S.

İzmir Journal of Economics , cilt.36, sa.2, ss.259-273, 2021 (Hakemli Dergi)

Forecasting house prices in Turkey: GLM, VAR and time series approaches

Yılmaz B., Yerlikaya Özkurt F., Kestel A. S.

Journal of Business Economics and Finance , cilt.9, sa.4, ss.274-291, 2020 (Hakemli Dergi)

FORECASTING MORTALITY RATES WITH A GENERAL STOCHASTIC MORTALITY TREND MODEL

HASGÜL E., Kestel A. S., YOLCU OKUR Y.

COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS , cilt.69, sa.1, ss.910-928, 2020 (ESCI) Sürdürülebilir Kalkınma

Drought analysis using copula approach: a case study for Turkey

Evkaya Ö. O., Yozgatlıgil C., Kestel A. S.

Communications in Statistics Case Studies Data Analysis and Applications , cilt.5, sa.3, ss.243-260, 2019 (Scopus) Sürdürülebilir Kalkınma

ASSESSMENT OF SUPPLIER RISK FOR COPPER PROCUREMENT

Buzdogan-Lindenmayr E., Kara G., Selcuk-Kestel A. S.

COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS , cilt.68, sa.1, ss.1045-1060, 2019 (ESCI)

A STOCHASTIC APPROACH TO MODEL HOUSING MARKETS: THE US HOUSING MARKET CASE

Yilmaz B., Selcuk-Kestel A. S.

NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION , cilt.8, sa.4, ss.481-492, 2018 (ESCI)

Measuring Dependence Between Electricity Consumption And Contributing Indicators Via Copulas: Turkish Case

Evkaya O. O., Yozgatlıgil C., Selcuk-Kestel A. S.

Gazi University Journal of Science , cilt.31, sa.4, ss.1284-1296, 2018 (Scopus) Sürdürülebilir Kalkınma

Measuring Dependence between Electricity Consumption and Economic Indicators via Copulas: Turkish Case

GAZI UNIVERSITY JOURNAL OF SCIENCE , cilt.31, sa.4, ss.1284-1296, 2018 (ESCI) Sürdürülebilir Kalkınma

Assessment of Index-based Drought Insurance

Evkaya Ö. O., Yıldırak Ş. K., Kestel A. S.

Ekonomik Yaklaşım , cilt.28, ss.1-18, 2017 (Hakemli Dergi) Sürdürülebilir Kalkınma

Analyses on the Causality in Carbon Emission with respect to Economic Growth and Education

ÜNLÜ K. D., KESTEL A. S.

GAZI UNIVERSITY JOURNAL OF SCIENCE , cilt.30, sa.3, ss.161-179, 2017 (ESCI) Sürdürülebilir Kalkınma

Estimation of earthquake insurance Premium rates Turkish catastrophe insurance pool case

Temoçin B. Z., Kestel A. S.

AÜÜF Communications: Series A1: Mathematics and Statistics , cilt.65, ss.161-173, 2016 (Hakemli Dergi)

Length biased Inverse Gaussian Hazard Rate Estimation A Predictive Density Approach

Akman O., Kestel A. S.

Advances and Applications in Statistics , cilt.6, ss.217-233, 2006 (ESCI)

Compulsory Earthquake Insurance Scheme for Residences In Turkey And Its Implications

Kestel A. S., Gülkan H. P.

Journal of International Insurance , cilt.1, ss.447-457, 2001 (Hakemli Dergi)

The Turkish Insurance Market Land of Opportunity

KESTEL A. S.

Journal of International Insurance , cilt.1, ss.77-90, 1999 (Hakemli Dergi)

Hakemli Kongre / Sempozyum Bildiri Kitaplarında Yer Alan Yayınlar

Stop-loss reinsurance pricing and exposure curves under jump influence

Familly Workshop (Financial and Actuarial Mathematics in Liverpoold, Leeds, York), Liverpool, İngiltere, 07 Aralık 2023, ss.1

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

AKARSU ŞENGÖZ G., KESTEL A. S.

26th International Congress on Insurance: Mathematics and Economics, Edinburgh, Saint Helena, 4 - 07 Temmuz 2023, ss.86

Life Insurance Valuation under Pandemic Risks: Covid-19

Yavrum C., Kestel A. S.

26th International Congress on Insurance: Mathematics and Economics, Edinburgh, İngiltere, 4 - 07 Temmuz 2023, ss.144

Time Varying Approach to Stochastic Reserve Prediction

26th International Congress on Insurance: Mathematics and Economics, Edinburgh, Saint Helena, 4 - 07 Temmuz 2023, ss.13

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, Çin, 12 - 15 Temmuz 2022, cilt.1, ss.114

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, Amerika Birleşik Devletleri, 5 - 09 Eylül 2021, cilt.1, sa.1, ss.101

Time Dependent Stop-Loss Reinsurance and Exposure Curves

Virtual 24th International Congress on Insurance: Mathematics and Economics, Amerika Birleşik Devletleri, 05 Temmuz 2021

Impact of Outliers in Mortality Rates on the Valuation of Life Annuities

Yavrum C., Kestel A. S.

Virtual 24th International Congress on Insurance: Mathmeatics and Economics, Illinois, Amerika Birleşik Devletleri, 5 - 09 Temmuz 2021, ss.174

Time Dependent Stop-Loss Reinsurance and Exposure Curves

Yildirim Külekci B., Kestel A. S., Karabey U.

Virtual 24th International Congress on Insurance: Mathematics and Economics, Illinois, Amerika Birleşik Devletleri, 5 - 09 Temmuz 2021, ss.145-146

Backtesting in Time Varying Extreme Value Copulas for Dependent Risks

Online International Conference inActuarial Science (OICA), Lyon, Fransa, 28 - 29 Nisan 2020

Assessment of Longevity Risk on PensionFunds: Credibility Approach

YILDIRIM KÜLEKCİ B., KESTEL A. S.

11th International Statistics Congress (ISC11), Bodrum, Türkiye, 4 - 08 Ekim 2019

Exposure Curve for the Sum of Dependent Risks

AKARSU G., Centeno M. d. L., KESTEL A. S.

23.International Congress on Insurance: Mathematics and Economics, Munich, Almanya, 10 - 12 Temmuz 2019, ss.58

Ischemic Heart Disease Morbidity Rates Estimation using Hidden Markov Model Regression

Oflaz Z., Yozgatlıgil C., Kestel S. A.

23rd International Congress on Insurance: Mathematics and Economics (IME), Munich, Almanya, 10 Temmuz 2019, ss.53

Ischemic heart disease mortality rate estimation using hidden markov regression model

OFLAZ Z., KESTEL A. S., YOZGATLIGİL C.

23rd International Congress on Insurance: Mathematics and Economics (IME 2019), Munich, Almanya, 10 - 12 Temmuz 2019

Risk Classification with Artificial Neural Networks Models in Motor Third Party Liability

YILDIRAK Ş. K., KESTEL A. S., GÜR İ.

International Conference on Data Science, Machine Learning and Statistics - 2019(DMS-2019), Van, Türkiye, 26 - 29 Haziran 2019

Assessment of Longevity Risk via CredibilityApproach

YILDIRIM KÜLEKCİ B., KESTEL A. S.

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

Single-Family Houses Portfolio Optimization under Impact of Large Investors in Housing Markets

Yılmaz B., Korn R., Kestel S. A.

9th General AMaMeF Conference, Paris, Fransa, 11 - 14 Haziran 2019, ss.54-55

Hydro Inflow Forecasting and Virtual Power Plant Pricing in the Turkish Electricity market

Çabuk S., Kestel S. A., Kalaycı E.

7th Multinational Energy and Value Conference, Ankara, Türkiye, 23 - 25 Mayıs 2019, ss.13

Understanding Drought with Copula Functions: Case Study for Konya Province

YILDIRIM KÜLEKCİ B., KESTEL A. S., KARABEY U.

11. International Statistics Days Conference, Muğla, Türkiye, 3 - 07 Ekim 2018, ss.300 Sürdürülebilir Kalkınma

Extreme Value Theory on Valuation of Actuarial Risk

11. International Statistics Days Conference, BODRUM, Türkiye, 3 - 07 Ekim 2018

Analyzing Housing Market Dynamics using Linear and non-Parametric Models

YILMAZ B., YERLİKAYA ÖZKURT F., KESTEL A. S.

11. International Statistics Days Conference, Muğla, Türkiye, 3 - 07 Ekim 2018

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, Belçika, 9 - 11 Eylül 2018

Default and Prepayment Risk Management Using Option Based Mortgage Contract PricingMethod

4th European Actuarial Journal Conference, Leuven, Belçika, 9 - 11 Eylül 2018, ss.71

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

Oflaz Z., Yozgatlıgil C., Kestel S. A.

4th European Actuarial Journal Conference, Leuven, Belçika, 9 - 11 Eylül 2018, ss.61

Data sharing under confidentiality

Başer E., Hülagu T., Akyıldız E., Bilgen A., Cenk M., Keskinkurt-Paksoy İ., et al.

Ninth IFC Conference , Basel, İsviçre, 30 - 31 Ağustos 2018, ss.1057-1072

Estimation Of Claim Amounts Using Bivariate Hidden Markov Models

31. International Congress of Actuaries, Berlin, Almanya, 3 - 08 Haziran 2018, ss.121

Drought Forecasting with Time Series and Machine Learning Approaches

10.International Statistics Congress (ISC2017), Ankara, Türkiye, 6 - 08 Aralık 2017, ss.200 Sürdürülebilir Kalkınma

Dependence Analysis with Normally Distributed Aggregate Claims in Stop Loss Insurance

YILDIRIM B., KESTEL A. S., KARABEY U.

10th Internatioanal Statistics Congress (ISC2017) Ankara, Ankara, Türkiye, 6 - 08 Aralık 2017

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

10th International Statistics Congress, Ankara, Türkiye, 6 - 08 Aralık 2017

Stochastic risk assessment of an insurance portfolio underrenewal process with VaR and CVaR as initial capital

ŞİMŞEK M., UĞUR Ö., KESTEL A. S.

2nd International Conference on Computational Finance, 4 - 08 Eylül 2017

Finite Mixture of C-vines for Complex Dependence.

20th Europen Young Statistician Meeting, Uppsala, İsviçre, 14 - 18 Ağustos 2017

Multivariate Analysis of Drought Characteristics using Vine Copula Approach.

Copulas and Their Applications to Commemorate the 75th Birthday of Professor Roger B. Nelsen, Almeria, İspanya, 3 - 05 Temmuz 2017 Sürdürülebilir Kalkınma

Determination of Sensitivities for Mortgage Default and Prepayment Options

8th General AMaMeF Conference, Amsterdam, Hollanda, 19 - 23 Haziran 2017, ss.58

The Effect of Macro-Economic Factors on Housing Markets: US Case

YILDIRIM B., KESTEL A. S.

IRSYSC 2017 – 3RD INTERNATIONAL RESEARCHERS, STATISTICIANS AND YOUNG STATISTICIANS CONGRESS, Konya, Türkiye, 24 - 26 Mayıs 2017, ss.228

The Influence of Longevity Risk on Pension Funds: Turkish Case

3RD INTERNATIONAL RESEARCHERS, STATISTICIANS AND YOUNG STATISTICIANS CONGRESS, Konya, Türkiye, 24 - 26 Mayıs 2017

Mixture of Vine Copulas for Complex and Hidden Dependence

HASGÜL E., KESTEL A. S., YOLCU OKUR Y.

Recent Developments in Dependence Modeling and Applications in Finance and Insurance, Island of Aegina, Yunanistan, 22 - 23 Mayıs 2017

An Alternative Stochastic Mortality Trend Model

PARTY 2017, 8 - 13 Ocak 2017

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, Portekiz, 17 - 21 Şubat 2014, cilt.195, ss.495-512

DIVERSIFICATION BENEFIT AND RETURN PERFORMANCE OFREITS USING CAPM AND FAMA FRENCH EVIDENCES FROM TURKEY

YILMAZ B., COŞKUN Y., KESTEL A. S.

2ND INTERNATIONAL CONFERENCE on Applied Economics and Finance, Girne, Kıbrıs (Kktc), 5 - 06 Aralık 2016

A Stochastic Model Approach to Determine the Pattern in House Prices

ŞİMŞEK M., UĞUR Ö., KESTEL A. S.

Vienna Congress on Mathematical Finance - VCMF 2016, Viyana, Avusturya, 12 - 14 Eylül 2016

Stochastic surplus process and constrained portfolio optimization with VaR and CVaR

3. European Actuarial Journal Conference, Lyon, Fransa, 4 - 08 Eylül 2016

Ruin Analysis of Takaful Insurance Using Multiple Threshold Model

ACHLAK A., KESTEL A. S., TANK F.

3rd European Actuarial Association Conference, Lyon, Fransa, 4 - 08 Eylül 2016

Stochastic Surplus Process and Constrained Portfolio Optimisation with VaR and CVaR

ŞİMŞEK M., UĞUR Ö., KESTEL A. S.

EAJ 2016 & IA Summer School, 5 - 08 Temmuz 2016

Determination of Nonlinear Dependency on Solvency II Requirements using Copulas

HASGÜL E., KESTEL A. S.

Dependence Modeling in Finance, Insurance and Environmental Science, 17 - 19 Mayıs 2016

Assessment of Multivariate Drought Index via Vine Copula

HASGÜL E., KESTEL A. S., YILDIRAK Ş. K.

Dependence Modeling inFinance, Insurance and Environmental Science, Munich, Almanya, 17 - 19 Mayıs 2016 Sürdürülebilir Kalkınma

FUZZY CLUSTERING FOR EARTHQUAKE INSURANCE RISK ASSESSMENT

BAŞER F., KESTEL A. S., APAYDIN A.

International 9. Statistics Congress, Antalya, Türkiye, 27 Ekim - 01 Kasım 2015

How effective is SCR when the association is measured with Copulas

International 9. Statistics Congress, Antalya, Türkiye, 27 Ekim - 01 Kasım 2015

Energy ConsumptionAnd Economic Growthİn Turkey Is CopulaFramework Possible