A. Sevtap Selcuk-Kestel

MaRDI QIDQ1621917zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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 Communications in Statistics. Simulation and Computation	2022-07-01	Paper
Forecasting mortality rates with a general stochastic mortality trend model Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics	2022-06-20	Paper
Assessment of supplier risk for copper procurement Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics	2022-06-10	Paper
Optimal premium allocation under stop-loss insurance using exposure curves Hacettepe Journal of Mathematics and Statistics	2022-05-09	Paper
CD-vine model for capturing complex dependence Journal of Applied Statistics	2022-03-04	Paper
Assessment of longevity risk: credibility approach Journal of Applied Statistics	2022-03-04	Paper
Default and prepayment options pricing and default probability valuation under VG model Journal of Computational and Applied Mathematics	2021-09-01	Paper
Time dependent stop-loss reinsurance and exposure curves Journal of Computational and Applied Mathematics	2021-02-11	Paper
A stochastic approach to model housing markets: the US housing market case Numerical Algebra, Control and Optimization	2019-03-28	Paper
Aggregate claim estimation using bivariate hidden Markov model ASTIN Bulletin	2019-03-27	Paper
Constant proportion portfolio insurance in defined contribution pension plan management Annals of Operations Research	2018-11-12	Paper
Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading Annals of Operations Research	2018-03-02	Paper
Analysis of portfolio diversification between REIT assets Journal of Computational and Applied Mathematics	2015-06-17	Paper

Research outcomes over time

This page was built for person: A. Sevtap Selcuk-Kestel