• Bağımlı Çoklu Yaşam Durumunda Stokastik Ölümlülük Yaklaşımları ve Aktüeryal Fiyatlandırma 

      Aktaş, Tuğba (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 ...
    • Düzenlenmiş Sözde-Kopula Regresyon Modeli 

      Erdemir, Övgücan Gönenç (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 ...
    • Hasar Gelişim Üçgenlerinde Bağımlılığın Modellenmesi 

      Karataş, Rümeysa (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 ...
    • Kopula Fonksiyonları ve Kripto Para Birimlerine Bir Uygulama 

      Şahin, Hanife (Fen Bilimleri Enstitüsü, 2023)
      Cryptocurrency that we hear frequently today first entered our lives in 2009 with Bitcoin. While cryptocurrencies are highly volatile, their risk levels are mostly unknown. It is important for investors to know the risk ...