Browsing Aktüerya Bilimleri Bölümü Tez Koleksiyonu by Title
Now showing items 1-20 of 26
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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 ... -
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 ... -
Bireysel Emeklilik Süresini Etkileyen Faktörlerin Yaşam Çözümlemesi Ile Incelenmesi
(Fen Bilimleri Enstitüsü, 2013)In Turkey in late 1990s, problems emerged in social security field like the disruption of balance of income and expenditure, decrease in asset–liability ratio have brought into the agenda a need for reform efforts in social ... -
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 ... -
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 ... -
Genelleştirilmiş Doğrusal Modeller Için Sınırlı Dalgalanmalı Kredibilite Yaklaşımı
(Fen Bilimleri Enstitüsü, 2014)In this study, Generalized Linear Models (GLM) examined and Credibility Theory which are frequently used in non-life insurance pricing are combined. By GLM explanatory variables, comparison criterias which can be used in ... -
Hayat Dışı Sigorta Riskinin Çok Yıllık Dönem Için Toplamsal Hasar Rezervi Yöntemi Ile Analizi
(Fen Bilimleri Enstitüsü, 2014)Claims development results are the changes in claims reserves and one of the major risk drivers in the profit and loss statement of a general insurance company. These results are of central interest in every Solvency ... -
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 ... -
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 ... -
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 ... -
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 ... -
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 ... -
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 ... -
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 ... -
Poısson Log-Bılıneer Yaklaşımıyla Lee-Carter Modellemesi Ve Türkiye Uygulaması
(Fen Bilimleri Enstitüsü, 2013)The aim of this study is to compare the performance results of Lee-Carter model,which is a common method for modelling death rates, and alternatively developedparameter estimation method which uses Poisson regression methods ... -
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 ...
