Yayınlar & Eserler

SCI, SSCI ve AHCI İndekslerine Giren Dergilerde Yayınlanan Makaleler

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

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, cilt.352, ss.278-292, 2019 (SCI İndekslerine Giren Dergi) identifier identifier

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

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, cilt.48, sa.4, ss.1232-1249, 2019 (SCI İndekslerine Giren Dergi) identifier identifier

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

ENVIRONMENTAL AND ECOLOGICAL STATISTICS, cilt.22, sa.4, ss.693-704, 2015 (SCI İndekslerine Giren Dergi) identifier identifier

Adjusting SPI for crop specific agricultural drought

ENVIRONMENTAL AND ECOLOGICAL STATISTICS, cilt.22, sa.4, ss.681-691, 2015 (SCI İndekslerine Giren Dergi) identifier identifier

Qualitative determinants and credit-default risk: Evidence from Turkey

Actual Problems of Economics, cilt.145, sa.7, ss.333-344, 2013 (SCI Expanded İndekslerine Giren Dergi) identifier

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

CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH, cilt.20, sa.3, ss.529-557, 2012 (SCI İndekslerine Giren Dergi) identifier identifier

INDEMNITY PAYMENTS IN AGRICULTURAL INSURANCE: RISK EXPOSURE OF EU STATES

ACTUAL PROBLEMS OF ECONOMICS, sa.127, ss.381-388, 2012 (SSCI İndekslerine Giren Dergi) identifier

Diğer Dergilerde Yayınlanan Makaleler

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

Journal of Economics, Finance and Accounting, cilt.4, sa.2, ss.98-105, 2017 (Diğer Kurumların Hakemli Dergileri)

Assessment of Index-based Drought Insurance

Ekonomik Yaklaşım, cilt.28, sa.105, ss.1-18, 2017 (Diğer Kurumların Hakemli Dergileri)

Choosing the Appropriate Amount of Mortgage Loan Risk Based Decision Making

International Journal of Economics and Finance, cilt.8, sa.11, ss.12-29, 2016 (Diğer Kurumların Hakemli Dergileri)

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

Finansal Araştırmalar ve Çalışmalar Dergisi, cilt.3, sa.7, 2012 (Diğer Kurumların Hakemli Dergileri)

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

Dynamics of Continuous, Discrete and Impulsive Systems (Series B)), cilt.17, ss.149-174, 2010 (Diğer Kurumların Hakemli Dergileri)

Time varying Beta Risk of Turkish Real Estate Investment Trusts

Metu Studies in Development, sa.37, ss.83-114, 2010 (Diğer Kurumların Hakemli Dergileri)

Hakemli Kongre / Sempozyum Bildiri Kitaplarında Yer Alan Yayınlar

Kopulalar Aracılığıyla Kümeleme Yöntemi: Mortalite Riski Tahmininde Kullanılacak Değişkenlerin Seçimi

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

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

3. Uluslararası 21. Ulusal Halk Sağlığı, Antalya, Türkiye, 26 - 30 Kasım 2019, ss.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, Türkiye, 26 - 29 Haziran 2019

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

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

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

EAJ 2018: 4 th European Actuarial Journal Conference, Leuven, Belçika, 10 - 11 Eylül 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, Avusturya, 3 - 05 Temmuz 2017

Risk Classification in Agricultural Insurance under Dependency Assumption

3rd International Researchers, Statisticians and Young StatisticiansCongress, Konya, Türkiye, 24 - 26 Mayıs 2017

Frost Risk Premium CalculationUsing Spatial Clustering

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

Prioritization of Dependent Actuarial Risks: Stochastic Majorization

Innovations in Insurance, Risk- and Asset Management Conference, Munich, Almanya, 5 - 07 Nisan 2017

Stochastic Prioritisation of Dependent Actuarial Risks Preferences Among Prospects

ICASQF 2016: 18th International Conference on Actuarial Science and Quantitative Finance, Amsterdam, Hollanda, 1 - 02 Aralık 2016, ss.240

Stochastic Mortality Models Cross Country Comparison

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

Kitap & Kitap Bölümleri

Review of Market Risk Computation Techniques

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, Editör, elsevier, ss.283-302, 2013

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

Rethinking Valuation and Pricing Models, Carsten Wehn, Christian Hoppe and Greg N. Gregoriou , Editör, elsevier, ss.303-3015, 2013