Özenç Murat Mert

E-mail

mmert@metu.edu.tr

Department

Graduate School of Applied Mathematics

ORCID

0000-0002-3500-1826

Scopus Author ID

57221293152

Web of Science Researcher ID

O-3241-2018

Stop-loss reinsurance pricing and exposure curves under jump influence Mert, Özenç Murat; Kestel, Sevtap Ayşe (2023-12-07)
TIME DEPENDENT STOP-LOSS REIUNSURANCE AND EXPOSURE CURVES VIA STOCHASTIC JUMP DIFFUSION Mert, Özenç Murat; Kestel, Sevtap Ayşe (2023-07-07)
Optimal premium allocation under stop-loss insurance using exposure curves Mert, Özenç Murat; Kestel, Sevtap Ayşe (2022-1-01) Determining the retention level in the stop-loss insurance risk premium for both insurer and reinsurer is an important factor in pricing. This paper aims to set optimal reinsurance with respect to the joint behavior of the...
Optimal Premium allocation understop-loss insurance using exposure curves Mert, Özenç Murat; Kestel, Ayşe Sevtap (2022-1-01) Determining the retention level in the stop-loss insurance risk premium for both insurerand reinsurer is an important factor in pricing. This paper aims to set optimal reinsurancewith respect to the joint behavior of the i...
Optimal premium allocation under stop-loss insurance using exposure curves Mert, Özenç Murat; Kestel, Sevtap Ayşe (2021-11-01) Determining the retention level in the stop-loss insurance risk premium for both insurer and reinsurer is an important factor in pricing. This paper aims to set optimal reinsurance with respect to the joint behavior of the...
Time Dependent Stop-Loss Reinsurance and Exposure Curves Mert, Özenç Murat; Kestel, Sevtap Ayşe (2021-07-09)
Time Dependent Stop-Loss Reinsurance and Exposure Curves Mert, Özenç Murat; Kestel, Sevtap Ayşe (2021-07-09)
Forecasting the Hydro Inflow and Optimization of Virtual Power Plant Pricing Çabuk, Sezer; Mert, Özenç Murat; Kestel, Ayşe Sevtap; Kalaycı, Erkan (Springer, London/Berlin , 2021-07-01)
Time dependent stop-loss reinsurance and exposure curves Mert, Özenç Murat (2021-06-01) Stop-loss contracts are the most commonly used reinsurance agreements in insurance whose important factors are the retention and the maximum (cap) values attained on the random loss, which may occur within the policy perio...
Forecasting the Hydro Inflow and Optimization of Virtual Power Plant Pricing Çabuk, Sezer; Mert, Özenç Murat; Kestel, Sevtap Ayşe; Kalaycı, Erkan (Springer, 2021-01-01) Hydro inflow forecasting is crucial for effective hydro optimization, virtual power plant pricing, volume risk management, and weather derivatives pricing in the electricity markets. Predicting hydro inflow allows the deci...

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