A. Sevtap Selcuk-Kestel

Available identifiers

Publication	Date of Publication	Type
Impact of outlier-adjusted Lee-Carter model on the valuation of life annuities	2024-11-13	Paper
The estimation of adopted mortality and morbidity rates using model and the phase type law: the Turkish case	2022-07-01	Paper
Forecasting mortality rates with a general stochastic mortality trend model	2022-06-20	Paper
Assessment of supplier risk for copper procurement	2022-06-10	Paper
Optimal premium allocation under stop-loss insurance using exposure curves	2022-05-09	Paper
CD-vine model for capturing complex dependence	2022-03-04	Paper
Assessment of longevity risk: credibility approach	2022-03-04	Paper
Default and prepayment options pricing and default probability valuation under VG model	2021-09-01	Paper
Time dependent stop-loss reinsurance and exposure curves	2021-02-11	Paper
A stochastic approach to model housing markets: the US housing market case	2019-03-28	Paper
Aggregate claim estimation using bivariate hidden Markov model	2019-03-27	Paper
Constant proportion portfolio insurance in defined contribution pension plan management	2018-11-12	Paper
Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading	2018-03-02	Paper
Analysis of portfolio diversification between REIT assets	2015-06-17	Paper

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