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Meral Žimžek
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Year
Genelležtirilmiž Lundberg Ežitisizliši Üzerine
Z Hanaliošlu, M Žimžek, T Hanaliošlu
3. Ulusal Sigorta ve Aktüerya Kongresi, 2017
12017
Fluctuations of an omega-type killed process in discrete time
M Žimžek, L Ramsden, AD Papaioannou
Modern Stochastics: Theory and Applications, 1-20, 2024
2024
Fluctuation theory of omega-killed Lévy processes
M Žimžek
Middle East Technical University, 2024
2024
Fluctuation Theory for Omega-Killed Level-Dependent Spectrally Negative Levy Processes
Z Palmowski, M Žimžek, AD Papaioannou
arXiv preprint arXiv:2307.16721, 2023
2023
Stochastic risk assessment of an insurance portfolio under renewal process with VaR and CVaR as initial capital
M Žimžek, Ö Ušur
2nd International Conference on Computational Finance, 2017
2017
Stochastic surplus process and constrained portfolio optimization with VaR and CVaR
M Žimžek, Ö Ušur, SA Kestel
EAJ 2016 & IA Summer School, 2016
2016
Stochastic surplus processes with VaR AND CVaR simulations in actuarial applications
M Žimžek
Middle East Technical University, 2016
2016
Surplus Process with Perturbations of a BrownianMotion in an Insurance Porftfolio
M Žimžek, Ö Ušur, SA Kestel
55. EURO Working Group Commodities and Financial Modelling Conference, 2015
2015
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Articles 1–8