Publications & Works

Published journal articles indexed by SCI, SSCI, and AHCI

Optimal premium allocation under stop-loss insurance using exposure curves

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, vol.51, no.1, pp.288-307, 2022 (Peer-Reviewed Journal) Creative Commons License identifier

CD-vine model for capturing complex dependence

JOURNAL OF APPLIED STATISTICS, vol.48, no.13-15, pp.2406-2420, 2021 (Peer-Reviewed Journal) identifier identifier identifier

Assessment of longevity risk: credibility approach

JOURNAL OF APPLIED STATISTICS, vol.48, no.13-15, pp.2695-2713, 2021 (Peer-Reviewed Journal) identifier identifier identifier

Time dependent stop-loss reinsurance and exposure curves

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.389, 2021 (Peer-Reviewed Journal) identifier identifier

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

JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, vol.59, no.4, pp.673-697, 2019 (Peer-Reviewed Journal) identifier identifier

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 (Peer-Reviewed Journal) identifier identifier

Quantitative hazard assessment for Zonguldak Coal Basin underground mines

INTERNATIONAL JOURNAL OF MINING SCIENCE AND TECHNOLOGY, vol.29, no.3, pp.453-467, 2019 (Peer-Reviewed Journal) Sustainable Development identifier identifier

Preface: Advances of OR in commodities and financial modelling

ANNALS OF OPERATIONS RESEARCH, vol.260, pp.1-2, 2018 (Peer-Reviewed Journal) Creative Commons License identifier identifier

Adjusting SPI for crop specific agricultural drought

ENVIRONMENTAL AND ECOLOGICAL STATISTICS, vol.22, no.4, pp.681-691, 2015 (Peer-Reviewed Journal) Sustainable Development identifier identifier

Analysis of portfolio diversification between REIT assets

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.259, pp.425-433, 2014 (Peer-Reviewed Journal) identifier identifier

Accident analysis of two Turkish underground coal mines

SAFETY SCIENCE, vol.42, pp.675-690, 2004 (Peer-Reviewed Journal) Sustainable Development identifier identifier

Nonnormal regression. II. Symmetric distributions

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, vol.30, no.6, pp.1021-1045, 2001 (Peer-Reviewed Journal) identifier identifier

Reliability of Lifeline Networks under Seismic Hazard

Reliability Engineering Safety, vol.65, pp.213-227, 1999 (Peer-Reviewed Journal) Creative Commons License identifier identifier

Articles Published in Other Journals

Optimal Capacity Allocation in accordance with Renewable Energy Sources: The US Electricity Market

INTERNATIONAL JOURNAL OF AMBIENT ENERGY, vol.1, no.1, pp.1-20, 2022 (Peer-Reviewed Journal) Sustainable Development

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

İzmir Journal of Economics, vol.36, no.2, pp.259-273, 2021 (Peer-Reviewed Journal)

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

Journal of Business Economics and Finance, vol.9, no.4, pp.274-291, 2020 (Peer-Reviewed Journal) Creative Commons License

Forecasting Mortality Rates with a general Stochastic mortality Trend Model

Communications Faculty of Science University of Ankara. Ser A1 Math. Stat, vol.69, no.1, pp.1-19, 2020 (Peer-Reviewed Journal) Sustainable Development identifier

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 (Peer-Reviewed Journal) Sustainable Development

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 (Peer-Reviewed Journal) Creative Commons License identifier

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

NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, vol.8, no.4, pp.481-492, 2018 (Peer-Reviewed Journal) Creative Commons License identifier identifier

Assessment of Index-based Drought Insurance

Ekonomik Yaklaşım, vol.28, pp.1-18, 2017 (Peer-Reviewed Journal) Sustainable Development

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

GAZI UNIVERSITY JOURNAL OF SCIENCE, vol.30, no.3, pp.161-179, 2017 (Peer-Reviewed Journal) Sustainable Development identifier identifier

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) identifier

Length biased Inverse Gaussian Hazard Rate Estimation A Predictive Density Approach

Advances and Applications in Statistics, vol.6, pp.217-233, 2006 (Peer-Reviewed Journal)

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

Optimal Dynamic Ruin Probabilities for Heavy-Tailed Losses Under Reinsurance Strategies

25th (2022) International Congress on Insurance: Mathematics and Economics, Guangzhou, China, 12 - 15 July 2022, vol.1, pp.114 Creative Commons License

Time Dependent Stop-Loss Reinsurance and Exposure Curves

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

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

Virtual 24th International Congress on Insurance: Mathmeatics and Economics, Illinois, United States Of America, 5 - 09 July 2021, pp.174 Sustainable Development

Time Dependent Stop-Loss Reinsurance and Exposure Curves

Virtual 24th International Congress on Insurance: Mathematics and Economics, United States Of America, 05 July 2021

Backtesting in Time Varying Extreme Value Copulas for Dependent Risks

Online International Conference inActuarial Science (OICA), Lyon, France, 28 - 29 April 2020

Assessment of Longevity Risk on PensionFunds: Credibility Approach

11th International Statistics Congress (ISC11), Bodrum, Turkey, 4 - 08 October 2019 Creative Commons License

Exposure Curve for the Sum of Dependent Risks

23.International Congress on Insurance: Mathematics and Economics, Munich, Germany, 10 - 12 July 2019, pp.58

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

Ischemic Heart Disease Morbidity Rates Estimation using Hidden Markov Model Regression

23rd International Congress on Insurance: Mathematics and Economics (IME), Munich, Germany, 10 July 2019, pp.53

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

Assessment of Longevity Risk via CredibilityApproach

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

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

7th Multinational Energy and Value Conference, Ankara, Turkey, 23 - 25 May 2019, pp.13 Creative Commons License

Extreme Value Theory on Valuation of Actuarial Risk

11. International Statistics Days Conference, BODRUM, Turkey, 3 - 07 October 2018

Understanding Drought with Copula Functions: Case Study for Konya Province

11. International Statistics Days Conference, Muğla, Turkey, 3 - 07 October 2018, pp.300 Sustainable Development

Analyzing Housing Market Dynamics using Linear and non-Parametric Models

11. International Statistics Days Conference, Muğla, Turkey, 3 - 07 October 2018

Default and Prepayment Risk Management Using Option Based Mortgage Contract PricingMethod

4th European Actuarial Journal Conference, Leuven, Belgium, 9 - 11 September 2018, pp.71

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

Data sharing under confidentiality

Ninth IFC Conference , Basel, Switzerland, 30 - 31 August 2018, pp.1057-1072

Estimation Of Claim Amounts Using Bivariate Hidden Markov Models

31. International Congress of Actuaries, Berlin, Germany, 3 - 08 June 2018, pp.121

Drought Forecasting with Time Series and Machine Learning Approaches

10.International Statistics Congress (ISC2017), Ankara, Turkey, 6 - 08 December 2017, pp.200 Sustainable Development

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

Finite Mixture of C-vines for Complex Dependence.

20th Europen Young Statistician Meeting, Uppsala, Switzerland, 14 - 18 August 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 Sustainable Development

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

Actuarial present value and variance for changing mortality and stochastic interest rates

3rd International Conference on Dynamics, Games and Science, DGS 2014, Porto, Portugal, 17 - 21 February 2014, vol.195, pp.495-512 identifier

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

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

A Stochastic Model Approach to Determine the Pattern in House Prices

Vienna Congress on Mathematical Finance - VCMF 2016, Viyana, Austria, 12 - 14 September 2016

Ruin Analysis of Takaful Insurance Using Multiple Threshold Model

3rd European Actuarial Association Conference, Lyon, France, 4 - 08 September 2016

Assessment of Multivariate Drought Index via Vine Copula

Dependence Modeling inFinance, Insurance and Environmental Science, Munich, Germany, 17 - 19 May 2016 Sustainable Development

Determination of Nonlinear Dependency on Solvency II Requirements using Copulas

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

How effective is SCR when the association is measured with Copulas

International 9. Statistics Congress, Antalya, Turkey, 27 October - 01 November 2015

FUZZY CLUSTERING FOR EARTHQUAKE INSURANCE RISK ASSESSMENT

International 9. Statistics Congress, Antalya, Turkey, 27 October - 01 November 2015

Stokastik Faiz Oranı ve Mortalite Etkisi Altında Hayat Sigortası Prim Hesaplaması

9. Uluslararası İstatistik Kongresi, Antalya, Turkey, 28 October - 01 November 2015

Bulanık Kümeleme ile Deprem Sigortası Risk Değerlendirmesi

9. Uluslararası İstatistik Kongresi, 28 - 30 October 2015, pp.238-239

ENERGY CONSUMPTION and ECONOMIC GROWTH in TURKEY IS COPULA FRAMEWORK POSSIBLE

International 9. Statistics Congress, Antalya, Turkey, 27 October - 01 November 2015 Sustainable Development

Risk Assessment and Pricing of Natural Hazards Earthquake Case

Second International Conference on Computational and Experimental Science and Engineering, Antalya, Turkey, 14 - 16 October 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

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

55. EURO Working Group Commodities and Financial Modelling Conference, Ankara, Turkey, 14 - 16 May 2015

Surplus Process with Perturbations of a BrownianMotion in an Insurance Porftfolio

55. EURO Working Group Commodities and Financial Modelling Conference, Ankara, Turkey, 14 - 16 May 2015

Flexibility Modelling of Natural Gas Contracts

55.EURO Working Group “Commodities and Financial Modelling Conference, Ankara, Turkey, 14 - 16 May 2015

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

55. EURO Working Group Commodities and Financial Modelling Conference, Ankara, Turkey, 14 - 16 May 2015

System Reliability Investigation of Draglines Using Fault Tree Analysis

Mine Planning and Equipment Selection, Delhi, India, 29 September - 01 October 2014, pp.1151-1158

A Bayesian Pricing Model for CAT Bonds

Modelling, Optimization and BioEconomy: MOBE, 7 - 09 September 2014, pp.43-63

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

An international comparison of Turkish coal mining industry safety performance

10th International Symposium on Mine Planning and Equipment Selection (MPES), NEW DELHI, India, 19 - 21 November 2001, pp.917-920 Sustainable Development identifier

Implementation of Risk Assessment techniques to Coal Mines in Turkey

53rd Session of ISI, Bulletin of International Statistical Institute, Seul, South Korea, 14 - 16 January 2001 Sustainable Development

Split Plot Designs under Nonnormality

53rd Session of ISI, Bulletin of International Statistical Institute, Seul, South Korea, 14 - 16 January 2001

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

6th International Conference on Environmental Issues and Management of Waste in Energy and Mineral Production (SWEMP 2000), Calgary, Canada, 30 May - 02 June 2000, pp.237-243 Sustainable Development identifier

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

Robust time series: Some engineering applications

International Conference on Industrial Technology (IEEE ICIT 2000), GOA, India, 19 - 22 January 2000, pp.466-473 identifier identifier

Reliability Lifeline Networks with Multiple Sources Under Seismic hazard

Proceedings, 50th Session of ISI, Book 2, 1076-1077, Pekin, China, 4 - 06 September 1995

EARTHQUAKE RELIABILITY OF LIFELINE NETWORKS

5th US National Conference on Earthquake Engineering - Earthquake Awareness and Mitigation Across the Nation, Illinois, United States Of America, 10 - 14 July 1994, pp.809-818 identifier

Books & Book Chapters

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

in: Advances in Econometrics, Operational Research, Data Science and Actuarial Studies, M. Kenan Terzioğlu, Editor, Springer, London/Berlin , Berlin, pp.499-513, 2022 Sustainable Development

Forecasting the Hydro Inflow and Optimization of Virtual Power Plant Pricing

in: Applied Operations Research and Financial Modelling in Energy Practical Applications and Implications (AORFME), Andre Dorsman, Editor, Springer, London/Berlin , Amsterdam, pp.1-27, 2021

Forecasting the Hydro Inflow and Optimization of Virtual Power Plant Pricing

in: Applied Operations Research and Financial Modelling in Energy, André B. DorsmanKazim Baris AticiAydin UlucanMehmet Baha Karan, Editor, Springer, pp.125-152, 2021

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

in: Modeling, Dynamics, Optimization and Bioeconomics II, Pinto,Alberto,Zilberman,David, Editor, Springer-Verlag , Amsterdam, pp.495-512, 2017

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