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Stokastik Faiz Oranı Ve Mortalite Etkisi Altında Hayat Sigortası Prim Hesaplaması
Date
2015-11-01
Author
Yıldırım, Bükre
Kestel, Sevtap Ayşe
Coşkunergökmen, Gülden
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http://www.istkon.net/files/istkon9/ISTKON9_OZET_KITAPCIGI.pdf
https://hdl.handle.net/11511/85110
Conference Name
International 9.Statistics Congress (27 Ekim - 01 Kasım 2015)
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Graduate School of Applied Mathematics, Conference / Seminar
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Stokastik Faiz Oranı ve Mortalite Etkisi Altında Hayat Sigortası Prim Hesaplaması
Yıldırım, Bükre; Kestel, Sevtap Ayşe; N Gülden, Coşkun Ergökmen (null; 2015-10-28)
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Stochastic optimal control theory: new applications to finance and insurance
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In this study, the literature, recent developments and new achievements in stochastic optimal control theory are studied. Stochastic optimal control theory is an important direction of mathematical optimization for deriving control policies subject to timedependent processes whose dynamics follow stochastic differential equations. In this study, this methodology is used to deal with those infinite-dimensional optimization programs for problems from finance and insurance that are indeed motivated by the real l...
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Öz, Hacer; Weber, Gerhard Wilhelm; Department of Financial Mathematics (2013)
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Regression analysis is very popular among researchers in various fields but almost all the researchers use the classical methods which assume that X is nonstochastic and the error is normally distributed. However, in real life problems, X is generally stochastic and error can be nonnormal. Maximum likelihood (ML) estimation technique which is known to have optimal features, is very problematic in situations when the distribution of X (marginal part) or error (conditional part) is nonnormal. Modified maximum...
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B. Yıldırım, S. A. Kestel, and G. Coşkunergökmen, “Stokastik Faiz Oranı Ve Mortalite Etkisi Altında Hayat Sigortası Prim Hesaplaması,” presented at the International 9.Statistics Congress (27 Ekim - 01 Kasım 2015), Antalya, Türkiye, 2015, Accessed: 00, 2021. [Online]. Available: http://www.istkon.net/files/istkon9/ISTKON9_OZET_KITAPCIGI.pdf.