Publications & Works

Publication Network

Refereed Congress / Symposium Publications in Proceedings

Genelleştirilmiş Lundberg Eşitisizliği Üzerine

Hanalioğlu Z., Şimşek M. , Hanalioğlu T.
3. Ulusal Sigorta ve Aktüerya Kongresi, Karabük, Turkey, 28 - 29 September 2017 Creative Commons License

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 September 2017

Stochastic surplus process and constrained portfolio optimization with VaR and CVaR

ŞİMŞEK M. , UĞUR Ö. , KESTEL A. S.
3. European Actuarial Journal Conference, Lyon, France, 4 - 08 September 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 July 2016

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, Turkey, 14 - 16 May 2015