DETERMINATION OF ADEQUATE FUNDING FOR UNEMPLOYMENT INSURANCE IN TURKEY

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Tezin Türü: Yüksek Lisans

Tezin Yürütüldüğü Kurum: Orta Doğu Teknik Üniversitesi, Uygulamalı Matematik Enstitüsü, Finansal Matematik Anabilim Dalı, Türkiye

Tezin Onay Tarihi: 2020

Tezin Dili: İngilizce

Öğrenci: HACI BURAK YILDIRIM

Asıl Danışman (Eş Danışmanlı Tezler İçin): Sevtap Ayşe Kestel

Eş Danışman: Özlem Türker Bayrak

Özet:

This thesis analyzes future affordability of unemployment insurance fund (UIF) by determining future income of UIF with occurrence of additional expense which is support and incentive payment to firms, in Turkey. Main goal in this thesis work is to study how monthly income of fund can afford support expenses which is being implemented for last one and a half year by fund managers in Turkey. ARIMA model is built for unemployment rate and autoregression model is constructed for predicting future of UIF. Analysis result can give helpful advises for future affordability of UIF to fund managers.