Dil "en" Aktüerya Bilimleri Bölümü Tez Koleksiyonu için listeleme
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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 ... -
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 ... -
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 ... -
The Effect of Turkısh Mortalıty Improvements on the Cost of Annuıtıes Usıng Entropy Measure
(Fen Bilimleri Enstitüsü, 2014)Over the twentieth century there have been unprecedented and unexpected gradual decline in mortality rates due to process of eliminating hazards to survival, which have increased the life expectancy at birth remarkably. ...