Zobrazeno 1 - 10
of 47
pro vyhledávání: '"Sevtap Selcuk-Kestel"'
Publikováno v:
Bükre Yıldırım Külekci
Hacettepe Journal of Mathematics and Statistics
Hacettepe Journal of Mathematics and Statistics
Several extreme events in history have shown that the low probability and high impact extreme values may result in catastrophic losses. In this paper, we propose the use of extreme value theory with a time-varying framework to model the bivariate dep
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6f0e55e9621d28ad67fc51dbebc9afaa
https://doi.org/10.15672/hujms.992699
https://doi.org/10.15672/hujms.992699
Publikováno v:
Statistical Methods in Medical Research. 32:829-849
A range of chronic diseases have a significant influence on each other and share common risk factors. Comorbidity, which shows the existence of two or more diseases interacting or triggering each other, is an important measure for actuarial valuation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cbd4fe766227149cd38aef294a13b810
https://doi.org/10.1177/09622802231155100
https://doi.org/10.1177/09622802231155100
Publikováno v:
International Journal of Ambient Energy. 44:131-146
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::060c7efa91cd656e7c214b4677da34fb
https://doi.org/10.1080/01430750.2022.2120912
https://doi.org/10.1080/01430750.2022.2120912
Publikováno v:
Borsa Istanbul Review, Vol 17, Iss 4, Pp 199-215 (2017)
This paper analyzes return enhancement patterns of Turkish REITs (T-REITs) from various perspectives over the period of July 2008 and March 2015. We find that T-REITs portfolio provides a slightly lower level of risk diversification benefit than inve
Externí odkaz:
https://doaj.org/article/b2498e1c590341229ce2019e417a7b6e
Publikováno v:
Statistical Analysis and Data Mining: The ASA Data Science Journal. 16:16-28
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::13c6cea28a2ff9b9e74657c14fd53abd
https://doi.org/10.1002/sam.11589
https://doi.org/10.1002/sam.11589
Publikováno v:
Computational Economics. 61:855-873
As a consequence of the real estate market crash after 2008, large investors invested a significant amount of wealth into single-family houses to construct a portfolio of rental dwellings, whose income is securitized in the capital. In some local hou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::046bb1f0b65ed906ad5f196d95c4f17d
https://doi.org/10.1007/s10614-022-10233-x
https://doi.org/10.1007/s10614-022-10233-x
Publikováno v:
Expert Systems with Applications. 223:119882
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ab7edf47eee30a0105a6a68a74b7d40
https://doi.org/10.1016/j.eswa.2023.119882
https://doi.org/10.1016/j.eswa.2023.119882
Publikováno v:
J Appl Stat
To correctly measure the effect of mortality rates on the stability of insurance and pension provider's financial risk, longevity risk should be considered. This paper aims to investigate the future mortality and longevity risk with different age str
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1971be798d4cbec3051840e372e7f206
https://doi.org/10.1080/02664763.2021.1922613
https://doi.org/10.1080/02664763.2021.1922613
Publikováno v:
In Computers and Geosciences May 2012 42:37-46
Publikováno v:
J Appl Stat
Copula based finite mixture models allow us to capture the dependence between random variables more flexibly. Although bivariate case of finite mixture models has been commonly studied, limited efforts have been spent on finite mixture of vines. Inst
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::669912aa83b2015ee861a3a1c6ca26fa
https://doi.org/10.1080/02664763.2020.1834519
https://doi.org/10.1080/02664763.2020.1834519