Dosya Biçimi"Yok" Aktüerya Bilimleri Bölümü Tez Koleksiyonu için listeleme
Toplam kayıt 12, listelenen: 1-12
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Bağımlı Çoklu Yaşam Durumunda Stokastik Ölümlülük Yaklaşımları ve Aktüeryal Fiyatlandırma
(Fen Bilimleri Enstitüsü, 2023)In this study, stochastic mortality approach is used to calculate the net single premiums of life products. Instantaneous mortality rates of individuals are modelled as time-changed Brownian motion. Here the time change ... -
Bulanık-Rastgele Lee-Carter Modeli ile Ölümlülüğün Modellenmesi
(Fen Bilimleri Enstitüsü, 2023)This thesis studies a fuzzy-random extension of the Lee-Carter model, which is one of the popular methods for modelling mortality rates. Age-related variables are fuzzified by using triangular fuzzy numbers and for this ... -
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 ... -
Güvenilirlik Analizi ve Maliyete Etkisi : Elektronik Kartlar Üzerine Bır Uygulama
(Fen Bilimleri Enstitüsü, 2022)Reliability theory has become an independent discipline in recent years for use in a variety of fields, including mathematics, statistics, probability theory, and particularly the actuarial sciences.In the actuarial ... -
Hasar Gelişim Üçgenlerinde Bağımlılığın Modellenmesi
(Fen Bilimleri Enstitüsü, 2021)The methods of calculation for claims reserving assume that claims are independent. However, dependencies that occur between lines of business, such as accident year dependence, development year dependence, and calendar ... -
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 ... -
Katkısı Belirli Emeklilik Planlarında Optimal Stratejilerin Belirlenmesi
(Fen Bilimleri Enstitüsü, 2022-02-04)In our country, as in the rest of the world, the transition from defined benefit pension plans to defined contribution pension plans has become quite common in recent years. Because the investment risk is on the participant, ... -
Kritik Hastalık Sigortalarında Saklı Markov Modeli
(Fen Bilimleri Enstitüsü, 2022)In the literature, multi-state models are used in the calculations on critical illness insurance. In these models, in which the critical illness incidence rates are estimated, covariates can only be included after splitting ... -
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 ... -
Risk Measurement Using Time Varying Extreme Value Copulas
(Fen Bilimleri Enstitüsü, 2021)This thesis aims to estimate reliable risk measures by considering the dependent and heavy-tailed characteristics of the different insurance risk branches. Thus, it is aimed to model the skewed and heavy-tailed data more ... -
Türkiye’de İşsizlik Sigortası Fonu Gelir ve Giderlerinin Stokastik Modellenmesi
(Fen Bilimleri Enstitüsü, 2020)Unemployment is one of the main problem areas of many developed and developing countries. Results of unemployment can affect both the individual and the social peace and economy. Active and passive employment policies can ... -
Türkiye’deki Bireysel Emeklilik Fonlarının Performans Analizi, Faizsiz Fonlar İle Faizli Fonların Karşılaştırılması
(Fen Bilimleri Enstitüsü, 2022)Individuals can gain additional income during their retirement periods by directing their savings in the pre-retirement period to long-term investments through the private pension system. Private pension system operates ...