Yayınlar & Eserler

SCI, SSCI ve AHCI İndekslerine Giren Dergilerde Yayınlanan Makaleler

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

JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, cilt.59, ss.673-697, 2019 (SSCI İndekslerine Giren Dergi) 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, cilt.48, ss.2552-2565, 2019 (SCI İndekslerine Giren Dergi) identifier identifier

AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL

ASTIN BULLETIN, cilt.49, ss.189-215, 2019 (SCI İndekslerine Giren Dergi) identifier identifier

Constant proportion portfolio insurance in defined contribution pension plan management

ANNALS OF OPERATIONS RESEARCH, cilt.266, ss.329-348, 2018 (SCI İndekslerine Giren Dergi) identifier identifier

Preface: Advances of OR in commodities and financial modelling

ANNALS OF OPERATIONS RESEARCH, cilt.260, ss.1-2, 2018 (SCI İndekslerine Giren Dergi) Creative Commons License identifier identifier

Adjusting SPI for crop specific agricultural drought

ENVIRONMENTAL AND ECOLOGICAL STATISTICS, cilt.22, ss.681-691, 2015 (SCI İndekslerine Giren Dergi) identifier identifier

Analysis of portfolio diversification between REIT assets

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, cilt.259, ss.425-433, 2014 (SCI İndekslerine Giren Dergi) identifier identifier

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

COMPUTERS & GEOSCIENCES, cilt.42, ss.37-46, 2012 (SCI İndekslerine Giren Dergi) identifier identifier

Accident analysis of two Turkish underground coal mines

SAFETY SCIENCE, cilt.42, ss.675-690, 2004 (SCI İndekslerine Giren Dergi) identifier identifier

Nonnormal regression. II. Symmetric distributions

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.30, ss.1021-1045, 2001 (SCI İndekslerine Giren Dergi) identifier identifier

Reliability of lifeline networks with multiple sources under seismic hazard

NATURAL HAZARDS, cilt.21, ss.1-18, 2000 (SCI İndekslerine Giren Dergi) identifier identifier

Reliability of Lifeline Networks under Seismic Hazard

Reliability Engineering Safety, cilt.65, ss.213-227, 1999 (SCI İndekslerine Giren Dergi) identifier identifier

Diğer Dergilerde Yayınlanan Makaleler

Quantitative hazard assessment for Zonguldak Coal Basin underground mines

INTERNATIONAL JOURNAL OF MINING SCIENCE AND TECHNOLOGY, cilt.29, ss.453-467, 2019 (ESCI İndekslerine Giren Dergi) identifier identifier

ASSESSMENT OF SUPPLIER RISK FOR COPPER PROCUREMENT

COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS, cilt.68, ss.1045-1060, 2019 (ESCI İndekslerine Giren Dergi) Creative Commons License identifier

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

NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, cilt.8, ss.481-492, 2018 (ESCI İndekslerine Giren Dergi) Creative Commons License identifier identifier

Assessment of Index-based Drought Insurance

Ekonomik Yaklaşım, cilt.28, ss.1-18, 2017 (Diğer Kurumların Hakemli Dergileri)

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

GAZI UNIVERSITY JOURNAL OF SCIENCE, cilt.30, ss.161-179, 2017 (ESCI İndekslerine Giren Dergi) identifier

Estimation of earthquake insurance Premium rates Turkish catastrophe insurance pool case

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

Length biased Inverse Gaussian Hazard Rate Estimation A Predictive Density Approach

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

Compulsory Earthquake Insurance Scheme for Residences In Turkey And Its Implications

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

The Turkish Insurance Market Land of Opportunity

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

Hakemli Kongre / Sempozyum Bildiri Kitaplarında Yer Alan Yayınlar

Assessment of Longevity Risk on PensionFunds: Credibility Approach

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

Exposure Curve for The Sum of Two Dependent Risks

23rd International Congress on Insurance: Mathematics and Economics (IME), Munich, Almanya, 10 - 12 Temmuz 2019, ss.58 Creative Commons License

Ischemic Heart Disease Morbidity Rates Estimation using Hidden Markov Model Regression

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

Uzun Ömürlülük Risk Analizi: Kredibilite Yaklaşımı

4. Ulusal Sigorta ve Aktüerya Kongresi, Ankara, Türkiye, 24 - 25 Haziran 2019, ss.75 Creative Commons License

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

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

Extreme Value Theory on Valuation of Actuarial Risk

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

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

Data sharing under confidentiality

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

Dependence Analysis with Normally Distributed Aggregate Claims in Stop Loss Insurance

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

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

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

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

3rd International Conference on Dynamics, Games and Science, DGS 2014, Porto, Portekiz, 17 - 21 Şubat 2014, cilt.195, ss.495-512 identifier

A Stochastic Model Approach to Determine the Pattern in House Prices

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

Ruin Analysis of Takaful Insurance Using Multiple Threshold Model

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

Determination of Nonlinear Dependency on Solvency II Requirements using Copulas

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

FUZZY CLUSTERING FOR EARTHQUAKE INSURANCE RISK ASSESSMENT

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

Risk Assessment and Pricing of Natural Hazards Earthquake Case

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

Surplus Process with Perturbations of a BrownianMotion in an Insurance Porftfolio

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

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

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

Flexibility Modelling of Natural Gas Contracts

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

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

System Reliability Investigation of Draglines Using Fault Tree Analysis

Mine Planning and Equipment Selection, Delhi, Hindistan, 29 Eylül - 01 Ekim 2014, ss.1151-1158

Assessment of Survival Models in Constructing Morbidity Tables

Symposium on Biomathematics and Ecology: Education and Research, 15 - 16 Ekim 2010

Risk Assessment of a micro insurance portfolio

24th Mini Euro Conference EurOPT, 1 - 03 Ocak 2010

An international comparison of Turkish coal mining industry safety performance

10th International Symposium on Mine Planning and Equipment Selection (MPES), NEW DELHI, Hindistan, 19 - 21 Kasım 2001, ss.917-920 identifier

Implementation of Risk Assessment techniques to Coal Mines in Turkey

53rd Session of ISI, Bulletin of International Statistical Institute, Seul, Güney Kore, 14 - 16 Ocak 2001

Split Plot Designs under Nonnormality

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

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 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 Ocak 2000

Robust time series: Some engineering applications

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

EARTHQUAKE RELIABILITY OF LIFELINE NETWORKS

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

Kitap & Kitap Bölümleri

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

Modeling, Dynamics, Optimization and Bioeconomics II, Pinto, Alberto, Zilberman, David, Editör, Springer Proceedings in Mathematics Statistics, Berkeley, ss.495-512, 2017

A Bayesian Pricing Model for CAT Bonds

Springer Proceedings in Mathematics Statistics : Modeling, Dynamics, Optimization and Bioeconomics I, Alberto Pinto and David Zilberman, Editör, SPRINGER, 2014