Published journal articles indexed by SCI, SSCI, and AHCI
The estimation of adopted mortality and morbidity rates using model and the phase type law: the Turkish case
Communications in Statistics: Simulation and Computation
, vol.48, no.9, pp.2552-2565, 2019 (SCI-Expanded)
Quantitative hazard assessment for Zonguldak Coal Basin underground mines
INTERNATIONAL JOURNAL OF MINING SCIENCE AND TECHNOLOGY
, vol.29, no.3, pp.453-467, 2019 (SCI-Expanded)
Articles Published in Other Journals
Risk Distribution Among Uncorrelated Risk Factors: Diversified Risk Parity
Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
, vol.40, no.2, pp.419-439, 2022 (Peer-Reviewed Journal)
Drought analysis using copula approach: a case study for Turkey
Communications in Statistics Case Studies Data Analysis and Applications
, vol.5, no.3, pp.243-260, 2019 (Scopus)
ASSESSMENT OF SUPPLIER RISK FOR COPPER PROCUREMENT
COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS
, vol.68, no.1, pp.1045-1060, 2019 (ESCI)
Measuring Dependence Between Electricity Consumption And Contributing Indicators Via Copulas: Turkish Case
Gazi University Journal of Science
, vol.31, no.4, pp.1284-1296, 2018 (Scopus)
Assessment of Index-based Drought Insurance
Ekonomik Yaklaşım
, vol.28, pp.1-18, 2017 (Peer-Reviewed Journal)
Estimation of earthquake insurance Premium rates Turkish catastrophe insurance pool case
AÜÜF Communications: Series A1: Mathematics and Statistics
, vol.65, pp.161-173, 2016 (Peer-Reviewed Journal)
Length biased Inverse Gaussian Hazard Rate Estimation A Predictive Density Approach
Advances and Applications in Statistics
, vol.6, pp.217-233, 2006 (ESCI)
Compulsory Earthquake Insurance Scheme for Residences In Turkey And Its Implications
Journal of International Insurance
, vol.1, pp.447-457, 2001 (Peer-Reviewed Journal)
The Turkish Insurance Market Land of Opportunity
Journal of International Insurance
, vol.1, pp.77-90, 1999 (Peer-Reviewed Journal)
Refereed Congress / Symposium Publications in Proceedings
Ischemic heart disease mortality rate estimation using hidden markov regression model
23rd International Congress on Insurance: Mathematics and Economics (IME 2019), Munich, Germany, 10 - 12 July 2019
Risk Classification with Artificial Neural Networks Models in Motor Third Party Liability
International Conference on Data Science, Machine Learning and Statistics - 2019(DMS-2019), Van, Turkey, 26 - 29 June 2019
Extreme Value Theory on Valuation of Actuarial Risk
11. International Statistics Days Conference, BODRUM, Turkey, 3 - 07 October 2018
Analyzing Housing Market Dynamics using Linear and non-Parametric Models
11. International Statistics Days Conference, Muğla, Turkey, 3 - 07 October 2018
Multivariate Extreme Value Theory on the Valuation of Tail Behavior in Actuarial Science
4th European Actuarial Journal Conference, Leuven, Belgium, 9 - 11 September 2018
Optimal Stop-Loss Reinsurance: A Dependence Analysis of Aggregate Claims under Certain Distributions
4th European Actuarial Journal Conference, Leuven, Belgium, 9 - 11 September 2018, pp.61
Drought Forecasting with Time Series and Machine Learning Approaches
10.International Statistics Congress (ISC2017), Ankara, Turkey, 6 - 08 December 2017, pp.200
Dependence Analysis with Normally Distributed Aggregate Claims in Stop Loss Insurance
10th Internatioanal Statistics Congress (ISC2017) Ankara, Ankara, Turkey, 6 - 08 December 2017
Risk Measurement Using Extreme Value Theory: The Case of BIST100 Index
10th International Statistics Congress, Ankara, Turkey, 6 - 08 December 2017
Stochastic risk assessment of an insurance portfolio underrenewal process with VaR and CVaR as initial capital
2nd International Conference on Computational Finance, 4 - 08 September 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, Spain, 3 - 05 July 2017
Determination of Sensitivities for Mortgage Default and Prepayment Options
8th General AMaMeF Conference, Amsterdam, Netherlands, 19 - 23 June 2017, pp.58
The Effect of Macro-Economic Factors on Housing Markets: US Case
IRSYSC 2017 – 3RD INTERNATIONAL RESEARCHERS, STATISTICIANS AND YOUNG STATISTICIANS CONGRESS, Konya, Turkey, 24 - 26 May 2017, pp.228
The Influence of Longevity Risk on Pension Funds: Turkish Case
3RD INTERNATIONAL RESEARCHERS, STATISTICIANS AND YOUNG STATISTICIANS CONGRESS, Konya, Turkey, 24 - 26 May 2017
Mixture of Vine Copulas for Complex and Hidden Dependence
Recent Developments in Dependence Modeling and Applications in Finance and Insurance, Island of Aegina, Greece, 22 - 23 May 2017
An Alternative Stochastic Mortality Trend Model
PARTY 2017, 8 - 13 January 2017
Stochastic Surplus Process and Constrained Portfolio Optimisation with VaR and CVaR
EAJ 2016 & IA Summer School, 5 - 08 July 2016
Assessment of Multivariate Drought Index via Vine Copula
Dependence Modeling inFinance, Insurance and Environmental Science, Munich, Germany, 17 - 19 May 2016
Energy ConsumptionAnd Economic Growthİn Turkey Is CopulaFramework Possible
İSTKON9, 28 October - 01 November 2015
Bulanık Kümeleme ile Deprem Sigortası Risk Değerlendirmesi
9. Uluslararası İstatistik Kongresi, 28 - 30 October 2015, pp.238-239
Stokastik Faiz Oranı ve Mortalite Etkisi Altında Hayat Sigortası Prim Hesaplaması
9. Uluslararası İstatistik Kongresi, Antalya, Turkey, 28 October - 01 November 2015
Comparative Study on REIT Returns In Borsa Istanbul By Using Single Index And Fama French Methods
European Real Estate Society 22nd Annual Conferance, İstanbul, Turkey, 24 - 27 June 2015
A Comparative Reliability Analysis for Draglines in Turkey
21st International Symposium on Mine Planning and Equipment Selection, YENİ DELHİ, India, 28 - 30 November 2012, vol.1, pp.166-172
Assessment of Survival Models in Constructing Morbidity Tables
Symposium on Biomathematics and Ecology: Education and Research, 15 - 16 October 2010
Risk Assessment of a micro insurance portfolio
24th Mini Euro Conference EurOPT, 1 - 03 January 2010
Split Plot Designs under Nonnormality
53rd Session of ISI, Bulletin of International Statistical Institute, Seul, South Korea, 14 - 16 January 2001
Statistical Analysis of Underground Accidents in Tunçbilek Türkiye Based on Risk Management Techniques
Sixth International Conference on Environmental Issues and Management of Waste Energy and Mineral Production (SWEMP),, 2 - 04 January 2000
Reliability Lifeline Networks with Multiple Sources Under Seismic hazard
Proceedings, 50th Session of ISI, Book 2, 1076-1077, Pekin, China, 4 - 06 September 1995
Books & Book Chapters
A Bayesian Pricing Model for CAT Bonds
in: Springer Proceedings in Mathematics Statistics : Modeling, Dynamics, Optimization and Bioeconomics I, Alberto Pinto and David Zilberman, Editor, Springer, London/Berlin , Amsterdam, pp.1-45, 2014
City of Ankara Getting Rich with Foreign Students (Ankara Kenti Yabancı Öğrencilerle Zenginleşiyor)
Ankara Kalkınma Ajansı, 2012