Publications & Works

Published journal articles indexed by SCI, SSCI, and AHCI

Articles Published in Other Journals

Refereed Congress / Symposium Publications in Proceedings

Stop-loss reinsurance pricing and exposure curves under jump influence

Familly Workshop (Financial and Actuarial Mathematics in Liverpoold, Leeds, York), Liverpool, England, 07 December 2023, pp.1

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

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

Life Insurance Valuation under Pandemic Risks: Covid-19

26th International Congress on Insurance: Mathematics and Economics, Edinburgh, England, 4 - 07 July 2023, pp.144

Time Varying Approach to Stochastic Reserve Prediction

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

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

Ruin Probability in Heavy-Tailed Claims with Extreme Value Theory

24th International Congress on Insurance: Mathematics and Economics, Illinois, United States Of America, 5 - 09 September 2021, vol.1, no.1, pp.101

Time Dependent Stop-Loss Reinsurance and Exposure Curves

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

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

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

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 Morbidity Rates Estimation using Hidden Markov Model Regression

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

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

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

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

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

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

Determination of Nonlinear Dependency on Solvency II Requirements using Copulas

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

Assessment of Multivariate Drought Index via Vine Copula

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

FUZZY CLUSTERING FOR EARTHQUAKE INSURANCE RISK ASSESSMENT

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

How effective is SCR when the association is measured with Copulas

International 9. Statistics Congress, Antalya, Turkey, 27 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

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

Flexibility Modelling of Natural Gas Contracts

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

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

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

in: The ESG Framework and the Energy Industry: Demand and Supply, Market Policies and Value Creation, James Thewissen;Özgür Arslan-Ayaydin;Wim Westerman;André Dorsman, Editor, Springer, pp.113-136, 2024

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

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

Metrics

Publication

126

Citation (WoS)

367

H-Index (WoS)

8

Citation (Scopus)

416

H-Index (Scopus)

9

Project

37

Thesis Advisory

54

Open Access

40
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