Özenç Murat Mert

E-mail
mmert@metu.edu.tr
Department
Graduate School of Applied Mathematics
Scopus Author ID
Web of Science Researcher ID
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...
Optimal Stop-Loss Reinsurance: A Dependence Analysis of Aggregate Claims under Certain Distributions
Mert, Özenç Murat; Kestel, Sevtap Ayşe (null; 2018-09-11)
Dependence Analysis with Normally Distributed Aggregate Claims in Stop Loss Insurance
Mert, Özenç Murat; Kestel, Sevtap Ayşe (null; 2017-12-08)
The reinsurance contracts in the insurance market have been playing an important role in the last couple of decades. One of the most important reinsurance contracts is the stop-loss reinsurance. It has an interesting prope...
BIST30 Varantlarına Heston Stokastik Volatilite Modelinin Uygulanması
Mert, Özenç Murat; Sezer, Ali Devin (2016-07-14)
Heston modeli ilk ve en bilinen stokastik volatilite modellerinden biridir. Bu çalışmanın amacı Heston modelinin BIST30 üzerine yazılmış varantlar üzerindeki fiyat ve üretme (pricing and replication) performansını ve Hesto...
Surface characterization of poly(L-lactic acid)-methoxy poly(ethylene glycol) diblock copolymers by static and dynamic contact angle measurements, FTIR, and ATR-FTIR
Mert, Özenç Murat; ERBİL, HÜSNÜ YILDIRIM; Dernir, A. S. (2008-02-05)
The surface composition and surface free energy properties of two types of amphiphilic and semicrystalline diblock copolymers consisting of poly(L-lactic acid) coupled to (methoxy poly(ethylene glycol) (PLLA-MePEG) having ...
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