Assessment of longevity risk: credibility approach B Yıldırım Külekci, AS Selcuk-Kestel Journal of Applied Statistics 48 (13-15), 2695-2713, 2021 | 8 | 2021 |
Assessment of dependent risk using extreme value theory in a time-varying framework BY KÜLEKCİ, U Karabey, S Selcuk-kestel Hacettepe Journal of Mathematics and Statistics, 1-20, 2023 | 4 | 2023 |
The effect of Turkish mortality improvements on the cost of annuities using entropy measure B Yıldırım, M Büyükyazıcı null, 2015 | 3 | 2015 |
BIST100 bankacılık sektöründeki bağımlılığın asma kopula ile incelenmesi BY Külekci, G Poyraz, İ Gür, O Evkaya İstanbul İktisat Dergisi 73 (1), 55-82, 2023 | 1 | 2023 |
Ruin probability for heavy-tailed and dependent losses under reinsurance strategies BY Külekci, R Korn, AS Selcuk-Kestel Mathematics and Computers in Simulation 226, 118-138, 2024 | | 2024 |
Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index O Evkaya, İ Gür, B Yıldırım Külekci, G Poyraz Computational Economics, 1-46, 2024 | | 2024 |
Optimal Dynamic Ruin Probabilities for Heavy-Tailed Losses Under Reinsurance Strategies B Yıldırım Külekci, R Korn, SA Kestel | | 2022 |
Risk Measurement Using Time Varying Extreme Value Copulas B Yıldırım Külekci Fen Bilimleri Enstitüsü, 2021 | | 2021 |
Effect of Turkish mortality developments on the expected lifetime and annuity using entropy measure BY Külekci, M Büyükyazıcı İstatistikçiler Dergisi: İstatistik ve Aktüerya 13 (1), 30-47, 2020 | | 2020 |
Hayat ve Hayat Dışı Sigorta Şirketlerinde Mali Yeterlilik Kriterlerine ait Faktörlerin Modellenmesi SA Kestel, B Yıldırım Külekci, M Şimşek, ÖM Mert | | 2018 |
Risk Measurement Using Extreme Value Theory: The Case of BIST100 Index B Yıldırım, SA Kestel, U Karabey null, 2017 | | 2017 |
Actuarial Present Value and Variance for Changing Mortality and Stochastic Interest Rates NG Yıldırım, B., Selcuk-Kestel, A.S., Coşkun-Ergökmen Modeling, dynamics, optimization and bioeconomics II 73, 2017 | | 2017 |
The Influence of Longevity Risk on Pension Funds: Turkish Case B Yıldırım, SA Kestel | | 2017 |
Actuarial present value and variance for changing mortality and stochastic interest rates B Yıldırım, AS Selcuk-Kestel, NG Coşkun-Ergökmen Modeling, Dynamics, Optimization and Bioeconomics II: DGS III, Porto …, 2017 | | 2017 |
Türkiye Sigorta Sektöründe Varlık Yönetimi Stratejilerinin Solvency II Kriterlerine olan Etkisinin Ölçülmesi SA Kestel, B Yıldırım Külekci, ZN Güner, S Danışoğlu | | 2015 |