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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 ...
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 ...