Aktüerya Bilimleri Bölümü Tez Koleksiyonu
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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 ... -
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 ... -
Türkiye’de İşsizlik Sigortası Fonu Gelir ve Giderlerinin Stokastik Modellenmesi
(Fen Bilimleri Enstitüsü, 2020)Unemployment is one of the main problem areas of many developed and developing countries. Results of unemployment can affect both the individual and the social peace and economy. Active and passive employment policies can ... -
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 ... -
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 ... -
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 ... -
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 ... -
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 ... -
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 ... -
Tarım Sigortalarında Dolu Riskinin Kümelenmesi ve Toplam Hasar Dağılımının Hızlı Fourier Dönüşümü ile Belirlenmesi
(Fen Bilimleri Enstitüsü, 2018-07-05)It is a great importance for insurance companies to analyze the catastrophic risk that posess low probability and high severity by nature. With drastic changes in climatical conditions it became an obligation to form the ... -
Sigorta Sektörünün Kredi Portföy Risk Modeli İle Değerlendirilmesi
(Fen Bilimleri Enstitüsü, 2018)The credit risk, which emerges as a concept of default risk, can be defined as the risk that any liability of the borrower can not be fulfilled. Default cases arise out of the situations of delayed payments, the presence ... -
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 ... -
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 ... -
Ödenen Ve Gerçekleşen Hasar Bilgisine Dayalı Bazı Rezerv Tahmin Yöntemlerinin Karşılaştırılması
(Fen Bilimleri Enstitüsü, 2018-07-04)In the insurance company's portfolio there may be claims reported but not yet settled or incurred but not yet reported. The most important task of the insurance companies is to accurately estimate these possible future ... -
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 ... -
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 ... -
Tarım Sigortalarında Konumsal Kümeleme Üzerine Bir Çalışma
(Fen Bilimleri Enstitüsü, 2017)The purpose of this study is to make a fair premium estimation for wheat production. We prefer layer based clustering model where location, damage ratio and damage probability compose the layers. For the first layer, claim ... -
Uzun Dönem Bakım Sigortasında Uzun Ömürlülük Riskinin Fiyatlandırılması
(Fen Bilimleri Enstitüsü, 2017)An increase in the incidence and duration of chronic illnesses have occurred with the extension of the expected life span. Chronic diseases lead to deterioration of the physical condition of the patients. These disorders ... -
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 ...
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