Publications & Works

Articles Published in Journals That Entered SCI, SSCI and AHCI Indexes

Spatiotemporal interpolation through an extension of differential evolution algorithm for agricultural insurance claims

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, vol.352, pp.278-292, 2019 (Journal Indexed in SCI) identifier identifier

Optimal investment strategy and liability ratio for insurer with Levy risk process

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, vol.48, no.4, pp.1232-1249, 2019 (Journal Indexed in SCI) identifier identifier

Adjusting SPI for crop specific agricultural drought

ENVIRONMENTAL AND ECOLOGICAL STATISTICS, vol.22, no.4, pp.681-691, 2015 (Journal Indexed in SCI) identifier identifier

Bayesian estimation of crop yield function: drought based wheat prediction model for tigem farms

ENVIRONMENTAL AND ECOLOGICAL STATISTICS, vol.22, no.4, pp.693-704, 2015 (Journal Indexed in SCI) identifier identifier

Qualitative determinants and credit-default risk: Evidence from Turkey

Actual Problems of Economics, vol.145, no.7, pp.333-344, 2013 (Journal Indexed in SCI Expanded) identifier

A REVIEW OF MARKET RISK MEASURES AND COMPUTATION TECHNIQUES

RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES, pp.283-302, 2013 (Journal Indexed in SSCI) identifier

HIGH-FREQUENCY PERFORMANCE OF VALUE AT RISK AND EXPECTED SHORTFALL: EVIDENCE FROM ISE30 INDEX FUTURES

RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES, pp.303-315, 2013 (Journal Indexed in SSCI) identifier

A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve

CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH, vol.20, no.3, pp.529-557, 2012 (Journal Indexed in SCI) identifier identifier

INDEMNITY PAYMENTS IN AGRICULTURAL INSURANCE: RISK EXPOSURE OF EU STATES

ACTUAL PROBLEMS OF ECONOMICS, no.127, pp.381-388, 2012 (Journal Indexed in SSCI) identifier

Articles Published in Other Journals

CREDIT SCORING BY USING GENERALIZED MODELS: AN IMPLEMENTATION ON TURKEY’S SMEs

Journal of Economics, Finance and Accounting, vol.4, no.2, pp.98-105, 2017 (Refereed Journals of Other Institutions)

Assessment of Index-based Drought Insurance

Ekonomik Yaklaşım, vol.28, no.105, pp.1-18, 2017 (Refereed Journals of Other Institutions)

Türkiye de Buğday Bitkisel Ürün Sigortası için Aktüeryal Prim Hesabı

Tarım Ekonomisi Dergisi, vol.22, pp.37-47, 2016 (Refereed Journals of Other Institutions)

Choosing the Appropriate Amount of Mortgage Loan Risk Based Decision Making

International Journal of Economics and Finance, vol.8, no.11, pp.12-29, 2016 (Refereed Journals of Other Institutions)

AN ALTERNATIVE APPROACH TO ANALYZE THE MONETARY TRANSMISSION IN TURKEY: AN EMPIRICAL ANALYSIS ON SPEED OF ADJUSTMENT

Finansal Araştırmalar ve Çalışmalar Dergisi, vol.3, no.7, 2012 (Refereed Journals of Other Institutions)

Financial Regression and Organization, in the Special Issue on Optimization in Finance

Dynamics of Continuous, Discrete and Impulsive Systems (Series B)), vol.17, pp.149-174, 2010 (Refereed Journals of Other Institutions)

Time varying Beta Risk of Turkish Real Estate Investment Trusts

Metu Studies in Development, no.37, pp.83-114, 2010 (Refereed Journals of Other Institutions)

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

Akut gastroenterit salgınlarına yönelik günlük yağış miktarına göre erken uyarı sistemi modellemesi

3. Uluslararası 21. Ulusal Halk Sağlığı, Antalya, Turkey, 26 - 30 November 2019, pp.334-335

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

Cluster-Based Multivariate Stochastic Prioritization of DependentActuarial Risks in Crop-Hail Insurance

EAJ 2018: 4 th European Actuarial Journal Conference, Leuven, Belgium, 10 - 11 September 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

3ND INTERNATIONAL RESEARCHERS, STATISTICIANS AND YOUNG STATISTICIANS CONGRESS(IRSYSC 2017), Konya, Turkey, 24 - 26 May 2017

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

How Effective Is Scr When The Association Is Measured With Copulas

9th International Statistics Congress, 28 October - 01 November 2015

Stochastic Mortality Models Cross Country Comparison

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

Books & Book Chapters

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