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Toplam kayıt 35, listelenen: 1-10
Hayat Dışı Sigorta Sektöründe Optimal Primin Belirlenmesi
(Fen Bilimleri Enstitüsü, 2018-06-19)
In globalizing competitive markets, price optimization is not a new concept.
However, there is no widely accepted method and common definition of price
optimization in the insurance sector. Insurance companies make models ...
Bağımlı Çoklu Hayat Anüitelerinde Uzun Ömürlülük Riskinin Stokastik Analizi
(Fen Bilimleri Enstitüsü, 2018)
In this study, the AR (1) model was used for the interest rate which is one of the two basic variables that used in calculating the net single premium of the annuity. For the years between 2005-2018, government debt ...
Düzleştirme Splaynlarının Hayat Dışı Sigorta Ürünleri Fiyatlamada Etkileri
(Fen Bilimleri Enstitüsü, 2018)
The Generalized Linear Models (GLM) is one of the most commonly used methods of pricing non-life insurance products. The method gives a great advantage for selecting loss distribution from exponential family. Typically ...
Hayat Dışı Sigortalarda Doğrusal Olmayan Bağımlılığın Kopulalar ile Dinamik Finansal Analizi
(Fen Bilimleri Enstitüsü, 2013)
In this study, with Dynamic Financial Analysis model approach that includes basic components for a non-life insurance company, two different simulation studies have been done. Non linear dependencies have been integrated ...
Düzenlenmiş Sözde-Kopula Regresyon Modeli
(Fen Bilimleri Enstitüsü, 2020)
In non-life insurance calculations, the assumption that the claim severity and frequency
are independent is frequently used. Although the independence assumption greatly
simplifies many of the calculations, it is not ...
Hedef Programlama ve En Küçük Kar Farkı Yaklaşımları ile Optimal Reasürans
(Fen Bilimleri Enstitüsü, 2019)
The aim of this study is to contribute to the optimal reinsurance studies, which have a considerable role in the actuarial literature, by considering the situation from a perspective that takes into account the insurer and ...
Incorporating Heterogeneity Into The Prediction Of Total Claim Amount
(Hacettepe Univ, Fac Sci, 2018)
The paper proposes an alternative predictor for the total claim amount of individuals that can be used for any type of non-life insurance products in which individuals may have multiple claims within one policy period. The ...
Kasko Sigortasında Makine Öğrenmesi Yöntemleri ile Hasarlı/Hasarsız Durum Tahmini
(Fen Bilimleri Enstitüsü, 19-09-19)
The aim of this study is to estimate whether new insured who will join insurance company have claim by using machine learning methods. The increase in the number of vehicles in traffic each year brings with it an increase ...
Mortality Modelling With Renewal Process and Optimal Hedging Strategy Under Basis Risk
(Fen Bilimleri Enstitüsü, 2020-02-12)
In this thesis, we address the risks that are related to the random residual lifetime of insureds. These risks could be classified as catastrophic mortality risk and longevity risk. Catastrophic mortality risk represents ...
Impacts of Spatıotemporal Dependency and Asymmetrıc Informatıon on The Analysıs of Optımal Crop Yıeld Insurance
(Fen Bilimleri Enstitüsü, 2020)
Having the most indispensable role in agricultural production, farmers need to protect them- selves against the risks arising from agricultural production in order to continue producing. It is very essential to provide an ...