Dil "tur" Aktüerya Bilimleri Bölümü için listeleme
Toplam kayıt 30, listelenen: 1-20
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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 ... -
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 ... -
Bireysel Emeklilik Süresini Etkileyen Faktörlerin Yaşam Çözümlemesi Ile Incelenmesi
(Fen Bilimleri Enstitüsü, 2013)In Turkey in late 1990s, problems emerged in social security field like the disruption of balance of income and expenditure, decrease in asset–liability ratio have brought into the agenda a need for reform efforts in social ... -
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 ... -
Değişken Katkılı Bireysel Emeklilik Planları Ve Optimal Yatırım Stratejisi
(Fen Bilimleri Enstitüsü, 2015)Individual pension system is a defined contribution pension plan which is based on individuals creating savings throughout their work period and generating income during their retirement period. In individual pension ... -
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 ... -
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 ... -
Genelleştirilmiş Doğrusal Modeller Için Sınırlı Dalgalanmalı Kredibilite Yaklaşımı
(Fen Bilimleri Enstitüsü, 2014)In this study, Generalized Linear Models (GLM) examined and Credibility Theory which are frequently used in non-life insurance pricing are combined. By GLM explanatory variables, comparison criterias which can be used in ... -
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 ... -
Hayat Dışı Sigorta Riskinin Çok Yıllık Dönem Için Toplamsal Hasar Rezervi Yöntemi Ile Analizi
(Fen Bilimleri Enstitüsü, 2014)Claims development results are the changes in claims reserves and one of the major risk drivers in the profit and loss statement of a general insurance company. These results are of central interest in every Solvency ... -
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 ... -
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 ... -
Hayat Dışı Sigortalarda Hasar Modellemesini Etkileyen Faktörlerin Kantil Regresyon ile İncelenmesi
(Fen Bilimleri Enstitüsü, 2024)Motor insurance, which is included in the non-life branch, constitutes a significant part of the insurance premiums produced in Turkey. Insurance companies operating in the non-life branch have to offer competitive prices ... -
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 ... -
İşsizlik Sigortası Fonunun Farklı Senaryolara Dayalı Aktüeryal Değerlendirmesi
(Fen Bilimleri Enstitüsü, 2018-05-17)National and international preventions are being taken everywhere in the world in order to keep the long term individual, social and economic effects of unemployment to the minimum. Unemployment insurance, which is one of ... -
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 ... -
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 ... -
OTOMOBİL SİGORTALARINDA DENEYİM FİYATLANDIRMASI VE BONUS-MALUS SİSTEMİ
(Fen Bilimleri Enstitüsü, 2018)In a competitive market it has become compulsory for insurance companies to partition their portfolios into the risk categories with all policyholders belonging to the same category paying the same premium and to fairly ...
