Browsing by Department "Aktüerya Bilimleri"
Now showing items 1-20 of 30
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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 ... -
Bernstein Kopula İle Hayat Dışı Sigortasında Bağımlılığın Modellenmesi
(Fen Bilimleri Enstitüsü, 2018-06-11)Copula is distribution functions which is used in modelling dependency between random variables. For this reason, it is frequently used in dependency studies. In this study, the effectiveness of the modeling of non-life ... -
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 ... -
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 ... -
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 ... -
Hasar Modellerine Alternatif Yaklaşım: Heterojenlik ve Seri Korelasyon için Kapsamlı Bir Çözüm
(Fen Bilimleri Enstitüsü, 2024-09-02)This study aims to enhance the modeling process of actuarial loss functions by introducing an innovative approach to address challenges related to heterogeneity and serial correlation. Traditional models like Generalized ... -
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 ... -
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 ... -
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 ... -
İflas Olasılığının Genelleştirilmiş Doğrusal Modeller ve Birleşik Aktüeryal Yapay Sinir Ağları Yöntemleri İle Değerlendirilmesi: Tamamlayıcı Sağlık Sigortası Uygulaması
(Fen Bilimleri Enstitüsü, 2024-02-16)In the insurance business, pricing is essential, especially for health insurance, where risk factors are taken into account significantly. Pricing is important because it can fairly estimate and distribute the cost 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 ... -
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 ... -
Multivariate Stochastic Prioritization of Dependent Actuarial Risks Under Uncertainty
(Fen Bilimleri Enstitüsü, 2018-07)The main prompting factor behind decision making is comparing or ordering risks. Risk management strategies should be based on the dynamics of stochastic ordering relations and influences of decision makers' tendencies on ...
