Yayınlar & Eserler

SCI, SSCI ve AHCI İndekslerine Giren Dergilerde Yayınlanan Makaleler

Diğer Dergilerde Yayınlanan Makaleler

Hakemli Kongre / Sempozyum Bildiri Kitaplarında Yer Alan Yayınlar

Longevity risk pricing: The impact of counterparty default risk and liquidity risk

Modelling and Societal Impact of Longevity and Ageing Conference, Amsterdam, Hollanda, 25 Mayıs 2023

A Longevity Basis Risk Hedging Framework Under Collateralization

The 25th International Congress on Insurance: Mathematics and Economics, Çin, 12 Temmuz 2022

THE IMPACT OF COLLATERALIZATION ON LONGEVITY SWAP TRANSACTIONS

Tenth International Hybrid Conference on MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE, Salerno, İtalya, 20 - 22 Nisan 2022, ss.137-138

A Two-Population Mortality Model to Assess Longevity Basis Risk

24th International Congress on Insurance: Mathematics and Economics, 05 Temmuz 2021

Mortality Risk Modeling with Renewal Process and Its Impact on Pricing of Catastrophic Bonds

23rd International Congress on Insurance: Mathematics and Economics, Munich, Almanya, 10 - 12 Temmuz 2019

Mortality Risk Modelling with Renewal Process

10th Conference in Actuarial Science and Finance, Samos, Yunanistan, 30 Mayıs - 03 Haziran 2018

COM-Poisson Dağılımı ile Bireysel ve Kolektif RiskModelleri

4th SCF International Conference on “Economic and Social NevsehirImpacts of Globalization” and “Future of Turkey-EU Relations”, 26 - 28 Nisan 2018

Optimal Hedge Ratios for Turkish Mortality

9th Conference in Actuarial Science and Finance, Samos, Yunanistan, 18 - 22 Mayıs 2016

Pricing the Longevity Swaps: Tukey Application

2. Ulusal Sigorta ve Aktüerya Konferansı, Ankara, Türkiye, 17 - 18 Eylül 2015

Kitap & Kitap Bölümleri

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Mathematical and Statistical Methods for Actuarial Sciences and Finance, Marco Corazza,Cira Perna,Claudio Pizzi,Marilena Sibillo, Editör, Springer Nature, Geneve, ss.365-370, 2022

Metrikler

Yayın

20

Atıf (WoS)

6

H-İndeks (WoS)

2

Atıf (Scopus)

6

H-İndeks (Scopus)

2

Açık Erişim

1