Yayınlar & Eserler

Yayın Ağı
Makaleler 24
Tümü (24)
SCI-E, SSCI, AHCI (6)
SCI-E, SSCI, AHCI, ESCI (22)
ESCI (16)
Scopus (22)
TRDizin (1)

1. Semiparametric Regression for Dual Population Mortality

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

2. 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, Scopus) identifier identifier

3. 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, Scopus) identifier identifier

4. 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, Scopus) Sürdürülebilir Kalkınma identifier identifier

5. 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

6. 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, Scopus) identifier identifier

7. 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, SSCI, Scopus) identifier identifier

8. 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, SSCI, Scopus) Creative Commons License identifier identifier

9. 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

10. 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, Scopus) identifier

11. 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, Scopus) identifier

12. Optimal Retention Level for Infinite Time Horizons under MADM

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

13. 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, Scopus) identifier

14. 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, Scopus) identifier identifier

15. 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, Scopus) identifier

16. 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, SSCI, Scopus) identifier identifier

17. 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, Scopus) identifier identifier

18. 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, Scopus) Sürdürülebilir Kalkınma

19. 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, Scopus) identifier identifier

20. 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

21. 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, Scopus)

22. 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, Scopus) identifier identifier

23. 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, Scopus)

24. 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, TRDizin) Sürdürülebilir Kalkınma
Hakemli Bilimsel Toplantılarda Yayımlanmış Bildiriler 11

1. 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, (Özet Bildiri)

2. Enflasyon Riskinin Anüite Fiyatlamasına Etkileri

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

3. 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, (Özet Bildiri)

4. 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, (Özet Bildiri)

5. Quantification of Inflation Risk on the Annuities

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

6. 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, (Özet Bildiri)

7. 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, (Özet Bildiri)

8. 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, (Özet Bildiri)

9. 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, (Özet Bildiri)

10. 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, (Özet Bildiri)

11. 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, (Özet Bildiri)
Metrikler

Yayın

37

Yayın (WoS)

22

Yayın (Scopus)

22

Atıf (WoS)

38

H-İndeks (WoS)

4

Atıf (Scopus)

2

H-İndeks (Scopus)

1

Proje

13

Açık Erişim

3
BM Sürdürülebilir Kalkınma Amaçları