Publications & Works

Published journal articles indexed by SCI, SSCI, and AHCI

Articles Published in Other Journals

Refereed Congress / Symposium Publications in Proceedings

Kopulalar Aracılığıyla Kümeleme Yöntemi: Mortalite Riski Tahmininde Kullanılacak Değişkenlerin Seçimi

20. Uluslararası Ekonometri, Yöneylem Araştırması ve İstatistik Sempozyumu, 12 - 14 February 2020

Risk Classification with Artificial Neural Networks Models in Motor Third Party Liability

International Conference on Data Science, Machine Learning and Statistics - 2019(DMS-2019), Van, Turkey, 26 - 29 June 2019

Actuarial Premium Calculation by Using Multi-Stage Clustering in Agricultural Insurance

19. Uluslararası Ekonometri, Yöneylem Araştırması ve İstatistik (EYİ 2018) Sempozyumu, Antalya, Turkey, 17 - 20 October 2018

Optimal Investment and Insurance Policy for an Insurer with Random Size Jump-Diffusion Risk process

21. International Congress on Insurance: Mathematics and Economics, Vienna, Austria, 3 - 05 July 2017

Risk Classification in Agricultural Insurance under Dependency Assumption

3rd International Researchers, Statisticians and Young StatisticiansCongress, Konya, Turkey, 24 - 26 May 2017

Frost Risk Premium CalculationUsing Spatial Clustering


Prioritization of Dependent Actuarial Risks: Stochastic Majorization

Innovations in Insurance, Risk- and Asset Management Conference, Munich, Germany, 5 - 07 April 2017

Stochastic Prioritisation of Dependent Actuarial Risks Preferences Among Prospects

ICASQF 2016: 18th International Conference on Actuarial Science and Quantitative Finance, Amsterdam, Netherlands, 1 - 02 December 2016, pp.240

Stochastic Mortality Models Cross Country Comparison

16th International Symposium on Econometrics, Operations Research and Statistics, 7 - 12 October 2015

Books & Book Chapters

Wind Speed and Wind Direction Prediction: An Implementation of a Deep Learning Algorithm Enriched by SWT and Circular PCA

in: Directional Statistics for Innovative Applications A Bicentennial Tribute to Florence Nightingale, Ashis Sengupta,Barry C. Arnold, Editor, Springer Nature, Singapore, pp.475-488, 2022

Review of Market Risk Computation Techniques

in: Review of Market Risk Computation Techniques Rethinking Valuation and Pricing Models Lessons Learned from the Crisis and Future Challenges Elsevier 2013, Carsten Wehn, Christian Hoppe and Greg N. Gregoriou, Editor, elsevier, pp.283-302, 2013

High-Frequency Performance of Value at Risk and Expected Shortfall: Evidence from ISE30 Index Futures

in: Rethinking Valuation and Pricing Models, Carsten Wehn, Christian Hoppe and Greg N. Gregoriou , Editor, elsevier, pp.303-3015, 2013