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SCI, SSCI ve AHCI İndekslerine Giren Dergilerde Yayınlanan Makaleler

Ruin probability for heavy-tailed and dependent losses under reinsurance strategies

Yildirim Külekci B., Korn R., Kestel A. S.
MATHEMATICS AND COMPUTERS IN SIMULATION , cilt.226, ss.118-138, 2024 (SCI-Expanded) identifier identifier
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  • Citations
    • Citation Indexes: 1
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    • Readers: 3
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On the information content of implied liquidity measure: Evidence from the S&P 500 index options

Yerli C., Eksi-Altay Z., Kestel A. S.
Finance Research Letters , cilt.57, 2023 (SSCI) identifier identifier
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    • Readers: 13
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    • News Mentions: 1
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Modification of hybrid RNN-HMM model in asset pricing: univariate and multivariate cases

Aydogan-Kilic D., KESTEL A. S.
Applied Intelligence , cilt.53, sa.20, ss.23812-23833, 2023 (SCI-Expanded) identifier identifier
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    • Readers: 11
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Modeling comorbidity of chronic diseases using coupled hidden Markov model with bivariate discrete copula

Oflaz Z., Yozgatligil C., Kestel A. S.
STATISTICAL METHODS IN MEDICAL RESEARCH , cilt.32, sa.4, ss.829-849, 2023 (SCI-Expanded) Creative Commons License identifier identifier identifier
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  • Citations
    • Citation Indexes: 5
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    • Readers: 12
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Credit Risk Evaluation Using Clustering Based Fuzzy Classification Method

Başer F., Koç O., Kestel A. S.
EXPERT SYSTEMS WITH APPLICATIONS , cilt.223, sa.119882, ss.1-26, 2023 (SCI-Expanded) identifier identifier
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  • Citations
    • Citation Indexes: 19
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    • Readers: 41
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Estimation of disease progression for ischemic heart disease using latent Markov with covariates

Oflaz Z., Yozgatlıgil C., Selcuk-Kestel A. S.
STATISTICAL ANALYSIS AND DATA MINING , cilt.16, sa.1, ss.16-28, 2023 (SCI-Expanded) identifier identifier
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  • Citations
    • Citation Indexes: 2
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    • Readers: 4
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Assessment of dependent risk using extreme value theory in a time-varying framework

Yıldırım Külekci B., Karabey U., Kestel A. S.
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS , cilt.52, sa.1, ss.248-267, 2023 (SCI-Expanded) identifier identifier
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  • Citations
    • Citation Indexes: 2
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    • Readers: 6
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The Impact of Large Investors on the Portfolio Optimization of Single-Family Houses in Housing Markets

YILMAZ B., Korn R., KESTEL A. S.
Computational Economics , cilt.61, sa.2, ss.855-873, 2023 (SCI-Expanded) identifier identifier
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  • Citations
    • Citation Indexes: 3
    • Policy Citations: 1
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    • Readers: 15
  • Mentions
    • News Mentions: 1
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Optimal premium allocation under stop-loss insurance using exposure curves

Mert Ö. M., Kestel A. S.
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS , cilt.51, sa.1, ss.288-307, 2022 (SCI-Expanded) Creative Commons License identifier identifier identifier
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    • Readers: 3
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Default and prepayment options pricing and default probability valuation under VG model

Yilmaz B., Hekimoglu A. A., Kestel A. S.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , cilt.399, 2022 (SCI-Expanded) Sürdürülebilir Kalkınma identifier identifier
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  • Citations
    • Citation Indexes: 2
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    • Readers: 10
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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) identifier identifier identifier
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  • Citations
    • Citation Indexes: 4
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    • Readers: 13
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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) identifier identifier identifier
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    • Citation Indexes: 2
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    • Readers: 2
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Time dependent stop-loss reinsurance and exposure curves

Mert Ö. M., Kestel A. S.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , cilt.389, 2021 (SCI-Expanded) identifier identifier
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    • Citation Indexes: 2
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    • Readers: 8
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Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach

Yılmaz B., Selcuk-Kestel A. S.
JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS , cilt.59, sa.4, ss.673-697, 2019 (SSCI) identifier identifier
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  • Citations
    • Citation Indexes: 4
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    • Readers: 2
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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) identifier identifier
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  • Citations
    • Citation Indexes: 1
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    • Readers: 5
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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 identifier identifier
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  • Citations
    • Citation Indexes: 22
  • Captures
    • Readers: 41
  • Mentions
    • References: 1
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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) identifier identifier
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  • Citations
    • Citation Indexes: 5
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    • Readers: 8
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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) identifier identifier
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  • Citations
    • Citation Indexes: 13
    • Policy Citations: 1
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    • Readers: 9
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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) identifier identifier
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  • Citations
    • Policy Citations: 1
    • Citation Indexes: 5
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    • Readers: 15
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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) Creative Commons License identifier identifier
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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) identifier identifier
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  • Citations
    • Citation Indexes: 22
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    • Readers: 159
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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) identifier identifier
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  • Citations
    • Citation Indexes: 34
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    • Readers: 41
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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 identifier identifier
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  • Citations
    • Citation Indexes: 116
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    • Readers: 186
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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) identifier identifier
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  • Citations
    • Citation Indexes: 3
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    • Readers: 21
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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 identifier identifier
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  • Citations
    • Citation Indexes: 10
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    • Readers: 31
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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) identifier identifier
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  • Citations
    • Citation Indexes: 6
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    • Readers: 64
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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) identifier identifier
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  • Citations
    • Citation Indexes: 18
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    • Readers: 59
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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 identifier identifier
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  • Citations
    • Citation Indexes: 99
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    • Readers: 104
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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 identifier identifier
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  • Citations
    • Citation Indexes: 85
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    • Readers: 71
  • Social Media
    • Shares, Likes & Comments: 37
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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) identifier identifier
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  • Citations
    • Citation Indexes: 47
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    • Readers: 9
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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) identifier identifier
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  • Citations
    • Citation Indexes: 31
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    • Readers: 17
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Reliability of Lifeline Networks under Seismic Hazard

Kestel A. S., Yucemen M. S.
Reliability Engineering Safety , cilt.65, ss.213-227, 1999 (SCI-Expanded) Creative Commons License identifier identifier
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  • Citations
    • Citation Indexes: 39
    • Policy Citations: 1
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    • Readers: 31
  • Social Media
    • Shares, Likes & Comments: 1
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Diğer Dergilerde Yayınlanan Makaleler

The Assessment of Early Warning for Insurance Company Using Machine Learning Methods

Koçer G. B., Kestel A. S.
GAZI UNIVERSITY JOURNAL OF SCIENCE , cilt.38, sa.1, ss.1-13, 2024 (ESCI)

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 identifier

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 identifier
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    • Readers: 2
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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) identifier
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    • Readers: 3
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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) identifier
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  • Citations
    • Citation Indexes: 10
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    • Readers: 29
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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) identifier
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    • Readers: 8
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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) Creative Commons License
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    • Readers: 17
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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 identifier
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    • Readers: 3
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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
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    • Readers: 7
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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) Creative Commons License identifier
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  • Citations
    • Citation Indexes: 2
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    • Readers: 10
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Measuring Dependence Between Electricity Consumption And Contributing Indicators Via Copulas: Turkish Case

EVKAYA Ö. O., YOZGATLIGİL C., KESTEL A. S.
Gazi University Journal of Science , cilt.31, sa.4, ss.1284-1296, 2018 (Scopus) Sürdürülebilir Kalkınma

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) Creative Commons License identifier identifier
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  • Citations
    • Citation Indexes: 4
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    • Readers: 7
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Measuring Dependence between Electricity Consumption and Economic 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 (ESCI) Sürdürülebilir Kalkınma identifier identifier

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
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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 identifier identifier

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) identifier

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 Bilimsel Toplantılarda Yayımlanmış Bildiriler

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, İngiltere, 07 Aralık 2023, ss.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 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

AKARSU ŞENGÖZ G., KESTEL A. S.
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 Creative Commons License

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

MERT Ö. M., KESTEL A. S.
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

Mert Ö. M., Kestel A. S.
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

Yildirim Külekci B., Kestel A. S., Karabey U.
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 Creative Commons License

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 Creative Commons License

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 Creative Commons License

Understanding Drought with Copula Functions: Case Study for Konya Province

EVKAYA Ö. O., YOZGATLIGİL C., KESTEL A. S.
11. International Statistics Days Conference, Muğla, Türkiye, 3 - 07 Ekim 2018, ss.300 Sürdürülebilir Kalkınma

Extreme Value Theory on Valuation of Actuarial Risk

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

YILMAZ B., KESTEL A. S.
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

MERT Ö. M., KESTEL A. S.
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

Oflaz Z., Yozgatlıgil C., Kestel S. A.
31. International Congress of Actuaries, Berlin, Almanya, 3 - 08 Haziran 2018, ss.121

Drought Forecasting with Time Series and Machine Learning Approaches

EVKAYA Ö. O., YOZGATLIGİL C., KESTEL A. S.
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

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

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

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

EVKAYA Ö. O., YOZGATLIGİL C., KESTEL A. S.
20th Europen Young Statistician Meeting, Uppsala, İsviçre, 14 - 18 Ağustos 2017

Multivariate Analysis of Drought Characteristics using Vine Copula Approach.

EVKAYA Ö. O., YOZGATLIGİL C., KESTEL A. S.
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

YILMAZ B., KESTEL A. S.
8th General AMaMeF Conference, Amsterdam, Hollanda, 19 - 23 Haziran 2017, ss.58

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

YILMAZ 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

YILDIRIM B., KESTEL A. S.
3RD INTERNATIONAL RESEARCHERS, STATISTICIANS AND YOUNG STATISTICIANS CONGRESS, Konya, Türkiye, 24 - 26 Mayıs 2017

Mixture of Vine Copulas for Complex and Hidden Dependence

EVKAYA Ö. O., YOZGATLIGİL C., KESTEL A. S.
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

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

YILMAZ B., 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

ŞİMŞEK M., UĞUR Ö., KESTEL A. S.
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

EVKAYA Ö. O., YOZGATLIGİL C., KESTEL A. S.
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

HASGÜL E., KESTEL A. S., YILDIRAK Ş. K.
International 9. Statistics Congress, Antalya, Türkiye, 27 Ekim - 01 Kasım 2015

Energy ConsumptionAnd Economic Growthİn Turkey Is CopulaFramework Possible

EVKAYA Ö. O., YOZGATLIGİL C., KESTEL A. S.
İSTKON9, 28 Ekim - 01 Kasım 2015

STOKASTİK FAİZ ORANI VE MORTALİTE ETKİSİ ALTINDAHAYAT SİGORTASI PRİM HESAPLAMASI

YILDIRIM B., KESTEL A. S., COŞKUNERGÖKMEN G.
International 9.Statistics Congress, Antalya, Türkiye, 27 Ekim - 01 Kasım 2015

Bulanık Kümeleme ile Deprem Sigortası Risk Değerlendirmesi

BAŞER F., KESTEL A. S., APAYDIN A.
9. Uluslararası İstatistik Kongresi, 28 - 30 Ekim 2015, ss.238-239

Stokastik Faiz Oranı ve Mortalite Etkisi Altında Hayat Sigortası Prim Hesaplaması

YILDIRIM B., KESTEL A. S., N Gülden C. E.
9. Uluslararası İstatistik Kongresi, Antalya, Türkiye, 28 Ekim - 01 Kasım 2015

ENERGY CONSUMPTION and ECONOMIC GROWTH in TURKEY IS COPULA FRAMEWORK POSSIBLE

YOZGATLIGİL C., EVKAYA Ö. O., KESTEL A. S.
International 9. Statistics Congress, Antalya, Türkiye, 27 Ekim - 01 Kasım 2015 Sürdürülebilir Kalkınma

Risk Assessment and Pricing of Natural Hazards Earthquake Case

KESTEL A. S.
Second International Conference on Computational and Experimental Science and Engineering, Antalya, Türkiye, 14 - 16 Ekim 2015

Comparative Study on REIT Returns In Borsa Istanbul By Using Single Index And Fama French Methods

KESTEL A. S., coşkun y., YILMAZ B.
European Real Estate Society 22nd Annual Conferance, İstanbul, Türkiye, 24 - 27 Haziran 2015

Wavelet Multivariate Adaptive Regression Splinesand Their Application to the UK Electricity Market

YILDIRIM M. H., BAYRAK Ö. T., KESTEL A. S., G WİLHELM W.
55. EURO Working Group Commodities and Financial Modelling Conference, Ankara, Türkiye, 14 - 16 Mayıs 2015

Flexibility Modelling of Natural Gas Contracts

KESTEL A. S., YAZICI C. F., KALAYCI E.
55.EURO Working Group “Commodities and Financial Modelling Conference, Ankara, Türkiye, 14 - 16 Mayıs 2015

Surplus Process with Perturbations of a BrownianMotion in an Insurance Porftfolio

ŞİMŞEK M., Ugur O., KESTEL A. S.
55. EURO Working Group Commodities and Financial Modelling Conference, Ankara, Türkiye, 14 - 16 Mayıs 2015

A Risk Assessment and Measurement Approach onthe Procurement Analysis of Copper Markets

KARA G., LİNDEMAYR E., KESTEL A. S.
55. EURO Working Group Commodities and Financial Modelling Conference, Ankara, Türkiye, 14 - 16 Mayıs 2015

System Reliability Investigation of Draglines Using Fault Tree Analysis

DEMİREL N., Gölbaşı O., KESTEL A. S., DÜZGÜN H. Ş.
Mine Planning and Equipment Selection, Delhi, Hindistan, 29 Eylül - 01 Ekim 2014, ss.1151-1158

A Bayesian Pricing Model for CAT Bonds

Ahens F., KESTEL A. S., Fuess R.
Modelling, Optimization and BioEconomy: MOBE, 7 - 09 Eylül 2014, ss.43-63
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A Comparative Reliability Analysis for Draglines in Turkey

DEMİREL N., DÜZGÜN H. Ş., KESTEL A. S.
21st International Symposium on Mine Planning and Equipment Selection, YENİ DELHİ, Hindistan, 28 - 30 Kasım 2012, cilt.1, ss.166-172

Assessment of Survival Models in Constructing Morbidity Tables

KESTEL A. S., AKBULUT D.
Symposium on Biomathematics and Ecology: Education and Research, 15 - 16 Ekim 2010

Risk Assessment of a micro insurance portfolio

KASIRGA Y., KESTEL A. S.
24th Mini Euro Conference EurOPT, 1 - 03 Ocak 2010

An international comparison of Turkish coal mining industry safety performance

SARI M., Karpuz C., SELCUK A.
10th International Symposium on Mine Planning and Equipment Selection (MPES), NEW DELHI, Hindistan, 19 - 21 Kasım 2001, ss.917-920 Sürdürülebilir Kalkınma identifier

Implementation of Risk Assessment techniques to Coal Mines in Turkey

KESTEL A. S., BOZDAĞ T., DÜZGÜN H. Ş., SARI M., KARPUZ C.
53rd Session of ISI, Bulletin of International Statistical Institute, Seul, Güney Kore, 14 - 16 Ocak 2001 Sürdürülebilir Kalkınma

Split Plot Designs under Nonnormality

ŞENOĞLU B., KESTEL A. S.
53rd Session of ISI, Bulletin of International Statistical Institute, Seul, Güney Kore, 14 - 16 Ocak 2001

Analysis of Tuncbilek underground coal mine accidents based on risk analysis techniques

SELCUK A., Karpuz C., DUZGUN H., SARI M.
6th International Conference on Environmental Issues and Management of Waste in Energy and Mineral Production (SWEMP 2000), Calgary, Kanada, 30 Mayıs - 02 Haziran 2000, ss.237-243 Sürdürülebilir Kalkınma identifier

Statistical Analysis of Underground Accidents in Tunçbilek Türkiye Based on Risk Management Techniques

SARI M., Karpuz C., KESTEL A. S., DÜZGÜN H. S.
Sixth International Conference on Environmental Issues and Management of Waste Energy and Mineral Production (SWEMP),, 2 - 04 Ocak 2000

Robust time series: Some engineering applications

Tiku M., Selcuk A.
International Conference on Industrial Technology (IEEE ICIT 2000), GOA, Hindistan, 19 - 22 Ocak 2000, ss.466-473 identifier identifier

Reliability Lifeline Networks with Multiple Sources Under Seismic hazard

KESTEL A. S., Yücemen M. S.
Proceedings, 50th Session of ISI, Book 2, 1076-1077, Pekin, Çin, 4 - 06 Eylül 1995

EARTHQUAKE RELIABILITY OF LIFELINE NETWORKS

YUCEMEN M., SELCUK A.
5th US National Conference on Earthquake Engineering - Earthquake Awareness and Mitigation Across the Nation, Illinois, Amerika Birleşik Devletleri, 10 - 14 Temmuz 1994, ss.809-818 identifier
Kitaplar

Modelling Natural Gas Future Prices via Hybrid Stochastic Diffusion Processes

MERT Ö. M., KOÇ O., KESTEL A. S.
Energy Entrepreneurship, Sustainability, Innovation and Financing, , Editör, Springer, ss.297-324, 2025

The Impact of Renewable Energy Incentives on Carbon Prices in the USA

ÇOŞKUN E. H., KESTEL A. S., DALKIR S.
The ESG Framework and the Energy Industry: Demand and Supply, Market Policies and Value Creation, James Thewissen;Özgür Arslan-Ayaydin;Wim Westerman;André Dorsman, Editör, Springer, ss.113-136, 2024

Impact of Outlier-Adjusted Lee–Carter Model on the Valuation of Life Annuities

Yavrum C., Kestel A. S.
Advances in Econometrics, Operational Research, Data Science and Actuarial Studies, M. Kenan Terzioğlu, Editör, Springer, London/Berlin , Berlin, ss.499-513, 2022 Sürdürülebilir Kalkınma

Forecasting the Hydro Inflow and Optimization of Virtual Power Plant Pricing

Çabuk S., Mert Ö. M., Kestel A. S., Kalaycı E.
Applied Operations Research and Financial Modelling in Energy Practical Applications and Implications (AORFME), Andre Dorsman, Editör, Springer, London/Berlin , Amsterdam, ss.1-27, 2021

Actuarial Present Value and Variance for Changing Mortality and Stochastic Interest Rates

Yıldırım B., Kestel A. S., Ergökmen G.
Modeling, Dynamics, Optimization and Bioeconomics II, Pinto,Alberto,Zilberman,David, Editör, Springer-Verlag , Amsterdam, ss.495-512, 2017

A Bayesian Pricing Model for CAT Bonds

Frıeder A., Fuess R., Kestel A. S.
Springer Proceedings in Mathematics Statistics : Modeling, Dynamics, Optimization and Bioeconomics I, Alberto Pinto and David Zilberman, Editör, Springer, London/Berlin , Amsterdam, ss.1-45, 2014

City of Ankara Getting Rich with Foreign Students (Ankara Kenti Yabancı Öğrencilerle Zenginleşiyor)

APAYDIN A., ERHAN Ç., KESTEL A. S., ÇÖRTOĞLU F. S.
Ankara Kalkınma Ajansı, 2012
Metrikler

Yayın

131

Atıf (WoS)

509

H-İndeks (WoS)

10

Atıf (Scopus)

604

H-İndeks (Scopus)

12

Atıf (Scholar)

64

H-İndeks (Scholar)

4

Atıf (TrDizin)

44

H-İndeks (TrDizin)

2

Atıf (Diğer Toplam)

53

Proje

39

Tez Danışmanlığı

55

Açık Erişim

40
BM Sürdürülebilir Kalkınma Amaçları