Yayınlar & Eserler

Yayın Ağı

SCI, SSCI ve AHCI İndekslerine Giren Dergilerde Yayınlanan Makaleler

Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds

Ozen S., Sahin S.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , cilt.376, 2020 (SCI-Expanded) identifier identifier

PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE

Venter G., ŞAHİN Ş.
ASTIN BULLETIN , cilt.48, sa.1, ss.89-110, 2018 (SCI-Expanded) Creative Commons License identifier identifier

Pricing pension buy-outs under stochastic interest and mortality rates

ARIK A., Yolcu-Okur Y., ŞAHİN Ş., UĞUR Ö.
SCANDINAVIAN ACTUARIAL JOURNAL , sa.3, ss.173-190, 2018 (SCI-Expanded) identifier identifier

Optimal lower barrier on modified surplus process

BULUT KARAGEYİK B., ŞAHİN Ş.
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION , cilt.87, sa.8, ss.1520-1540, 2017 (SCI-Expanded) identifier identifier

HOW A SINGLE-FACTOR CAPM WORKS IN A MULTI-CURRENCY WORLD

Thomson R., ŞAHİN Ş., Reddy T.
ASTIN BULLETIN , cilt.46, sa.1, ss.103-139, 2016 (SCI-Expanded) identifier identifier

A Minimum Pension Guarantee Application for the Individual Pension System in Turkey: A Gendered Approach

ŞAHİN Ş., Elveren A. Y.
JOURNAL OF WOMEN POLITICS & POLICY , cilt.35, sa.3, ss.242-270, 2014 (SSCI) identifier identifier

Diğer Dergilerde Yayınlanan Makaleler

Semiparametric Regression for Dual Population Mortality

Venter G., Şahin Ş.
North American Actuarial Journal , cilt.26, sa.3, ss.403-427, 2022 (ESCI) Sürdürülebilir Kalkınma identifier

Yet more on a stochastic economic model: Supplement to Part 4: A model for share earnings, dividends and prices

Wilkie A. D., Sahin S.
ANNALS OF ACTUARIAL SCIENCE , cilt.14, sa.1, ss.138-149, 2020 (ESCI) identifier identifier

Yet more on a stochastic economic model: Part 5: a vector autoregressive (VAR) Model for retail prices and wages

Wilkie A. D., Sahin S.
ANNALS OF ACTUARIAL SCIENCE , cilt.13, sa.1, ss.92-108, 2019 (ESCI) Sürdürülebilir Kalkınma identifier identifier

THE FORCE OF RUIN

ŞAHİN Ş., BULUT KARAGEYİK B.
SIGMA JOURNAL OF ENGINEERING AND NATURAL SCIENCES-SIGMA MUHENDISLIK VE FEN BILIMLERI DERGISI , cilt.36, sa.2, ss.563-575, 2018 (ESCI) identifier

Yet more on a stochastic economic model: Part 4: a model for share earnings, dividends, and prices

Wilkie A. D., ŞAHİN Ş.
ANNALS OF ACTUARIAL SCIENCE , cilt.12, sa.1, ss.67-105, 2018 (ESCI) identifier identifier

Yet more on a stochastic economic model: Part 3A: stochastic interpolation: Brownian and Ornstein-Uhlenbeck (OU) bridges

Wilkie A. D., ŞAHİN Ş.
ANNALS OF ACTUARIAL SCIENCE , cilt.11, sa.1, ss.74-99, 2017 (ESCI) identifier

Optimal Retention Level for Infinite Time Horizons under MADM

BULUT KARAGEYİK B., ŞAHİN Ş.
RISKS , cilt.5, sa.1, 2017 (ESCI) Creative Commons License identifier

Determination of the Optimal Retention Level Based on Different Measures

BULUT KARAGEYİK B., ŞAHİN Ş.
JOURNAL OF RISK AND FINANCIAL MANAGEMENT , cilt.10, sa.1, 2017 (ESCI) Creative Commons License identifier

Yet more on a stochastic economic model: Part 3C: stochastic bridging for share yields and dividends and interest rates

Wilkie A. D., ŞAHİN Ş.
ANNALS OF ACTUARIAL SCIENCE , cilt.11, sa.1, ss.128-163, 2017 (ESCI) identifier

Yet more on a stochastic economic model: Part 3B: stochastic bridging for retail prices and wages

Wilkie A. D., ŞAHİN Ş.
ANNALS OF ACTUARIAL SCIENCE , cilt.11, sa.1, ss.100-127, 2017 (ESCI) identifier

Yet more on a stochastic economic model: part 2: initial conditions, select periods and neutralising parameters

Wilkie A. D., ŞAHİN Ş.
ANNALS OF ACTUARIAL SCIENCE , cilt.10, sa.1, ss.1-51, 2016 (ESCI) identifier

Türkiye de Buğday Bitkisel Ürün Sigortası için Aktüeryal Prim Hesabı

ŞAHİN Ş., KARABEY U., BULUT KARAGEYİK B., NEVRUZ E., YILDIRAK Ş. K.
Tarım Ekonomisi Dergisi , cilt.22, ss.37-47, 2016 (Hakemli Dergi)

Pricing Turkish longevity risk

KARABEY U., ŞAHİN Ş., ARIK A.
International Journal of Ecological Economics and Statistics , cilt.37, sa.2, ss.46-55, 2016 (ESCI) identifier identifier

A Yield-Macro Model for Actuarial Use in the United Kingdom

ŞAHİN Ş., Cairns A. J., Kleinow T., Wilkie A. D.
Annals of Actuarial Science , cilt.8, sa.2, ss.320-350, 2014 (ESCI) Sürdürülebilir Kalkınma

Dynamic social security after the crisis: Towards a new welfare state?

Diamond P., Lodge G.
International Social Security Review , cilt.67, ss.37-59, 2014 (Scopus) identifier

A Yield-Only Model for the Term Structure of Interest Rates

ŞAHİN Ş., Cairns A. J., Kleinow T., Wilkie A. D.
Annals of Actuarial Science , cilt.8, sa.1, ss.99-130, 2013 (ESCI)

Assessing a minimum pension guarantee for the voluntary IPS in Turkey

ŞAHİN Ş., Elveren A.
INTERNATIONAL SOCIAL SECURITY REVIEW , cilt.64, sa.3, ss.39-61, 2011 (ESCI) identifier identifier

Yet More on a Stochastic Economic Model: Part 1: Updating and Refitting, 1995 to 2009”

ŞAHİN Ş., Wilkie A. D., Cairns A. J., Kleinow T.
Annals of Actuarial Science , cilt.5, sa.1, ss.53-99, 2010 (ESCI)

The Individual Pension System in Turkey: A Gendered Perspective

ŞAHİN Ş., Elveren A. Y., Rittersberger-Tılıç H.
Ekonomik Yaklaşım , cilt.21, ss.115-142, 2010 (Scopus) Sürdürülebilir Kalkınma

Hakemli Kongre / Sempozyum Bildiri Kitaplarında Yer Alan Yayınlar

On the Pension Buy out Pricing in Presence of Stochastic Interest and Mortality Rates

ARIK A., ŞAHİN Ş., YOLCU OKUR Y.
The Joint Colloquium of the IACA, PBSS and IAAHS Section of the International Actuarial Association, 27 - 29 Haziran 2016

Enflasyon Riskinin Anüite Fiyatlamasına Etkileri

KARABEY U., ŞAHİN Ş.
2. Ulusal Sigortacılık ve Aktüerya Kongresi, Türkiye, 17 - 18 Eylül 2015

Pension Buy out Ürünlerinin Bağımlılık Varsayımı Altında Fiyatlandırılması

ARIK A., YOLCU OKUR Y., ŞAHİN Ş.
2. Ulusal Sigorta ve Aktüerya Kongresi, Ankara, Türkiye, 17 - 18 Eylül 2015

Pricing Pension Buy outs under Dependence Assumption

ARIK A., YOLCU OKUR Y., ŞAHİN Ş.
Longevity 11 – The eleventh international longevity risk and capital markets solutions, Lyon, Fransa, 7 - 09 Eylül 2015

Quantification of Inflation Risk on the Annuities

KARABEY U., ŞAHİN Ş.
19th International Congress on Insurance: Mathematics and Economics, 24 - 26 Haziran 2015

Risk measurement of the future annutiy prices effects of different interest rate models

KARABEY U., ŞAHİN Ş.
11th Applied Statistics 2014, 21 - 24 Eylül 2014

Assesing the Effect of Interest Rate Models on the Future Annuity Prices

KARABEY U., ŞAHİN Ş.
18th International Congress on Insurance: Mathematics and Economics, 10 - 12 Temmuz 2014

A Comparison of the GARCH Models and Extreme Value Theory in terms of Risk Measures for Emerging Markets

Nevruz E., Şahin Ş.
The 18th International Congress on Insurance: Mathematics and Economics, Shanghai, Çin, 10 - 12 Temmuz 2014, ss.141

Impact of Different Investment Strategies on Pricing of Pension Bulk Annuities

ARIK A., ŞAHİN Ş.
The 18th International Congress on Insurance: Mathematics&Economics, Shanghai, Çin, 10 - 12 Temmuz 2014

Selecting the Best Pricing Model to Conform to a Country s Avaliable Data

KARABEY U., ŞAHİN Ş., ARIK A.
30th International Congress of Actuaries, 30 Mart - 04 Nisan 2014

Selecting the Best Pricing Model to Conform to a Country s Available Data

KARABEY U., ŞAHİN Ş., ARIK A.
30th International Congress of Actuaries, Washington, Kiribati, 30 Mart - 04 Nisan 2014

Metrikler

Yayın

38

Atıf (WoS)

38

H-İndeks (WoS)

4

Atıf (Scopus)

2

H-İndeks (Scopus)

1

Proje

13

Açık Erişim

3
BM Sürdürülebilir Kalkınma Amaçları