The following pages link to A. Sevtap Selcuk-Kestel (Q1621917):
Displaying 13 items.
- Constant proportion portfolio insurance in defined contribution pension plan management (Q1621918) (← links)
- Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading (Q1703574) (← links)
- A stochastic approach to model housing markets: the US housing market case (Q1735709) (← links)
- Default and prepayment options pricing and default probability valuation under VG model (Q2050944) (← links)
- Time dependent stop-loss reinsurance and exposure curves (Q2226274) (← links)
- Analysis of portfolio diversification between REIT assets (Q2349613) (← links)
- AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL (Q4629478) (← links)
- Optimal premium allocation under stop-loss insurance using exposure curves (Q5074250) (← links)
- Forecasting mortality rates with a general stochastic mortality trend model (Q5083683) (← links)
- The estimation of adopted mortality and morbidity rates using model and the phase type law: the Turkish case (Q5087529) (← links)
- CD-vine model for capturing complex dependence (Q5861182) (← links)
- Assessment of longevity risk: credibility approach (Q5861213) (← links)
- Assessment of supplier risk for copper procurement (Q5865879) (← links)
