Sevtap Ayşe Kestel

E-mail

skestel@metu.edu.tr

Department

Graduate School of Applied Mathematics

ORCID

0000-0001-5647-7973

Scopus Author ID

56910262500

Web of Science Researcher ID

K-1221-2017

The Impact of Renewable Energy Incentives on Carbon Prices in the USA ÇOŞKUN, ESİN HİLAL; Kestel, Sevtap Ayşe; DALKIR, SERDAR (Springer, 2024-01-01)
Stop-loss reinsurance pricing and exposure curves under jump influence Mert, Özenç Murat; Kestel, Sevtap Ayşe (2023-12-07)
On the information content of implied liquidity measure: Evidence from the S&P 500 index options Yerli, Cigdem; Eksi-Altay, Zehra; Kestel, Sevtap Ayşe (2023-11-01) This paper aims to unfold the information content of the implied liquidity measure, which is introduced through the Conic Finance theory and considered a proxy for the market liquidity level. We propose a partial informati...
TIME DEPENDENT STOP-LOSS REIUNSURANCE AND EXPOSURE CURVES VIA STOCHASTIC JUMP DIFFUSION Mert, Özenç Murat; Kestel, Sevtap Ayşe (2023-07-07)
Life Insurance Valuation under Pandemic Risks: Covid-19 Yavrum, Cem; Kestel, Sevtap Ayşe (2023-07-06) The Covid-19 pandemic has changed the world, affecting almost every industry, including the insurance sector. Since health and life products considering epidemic risk will gain prominence in the future, insurance compan...
Time Varying Approach to Stochastic Reserve Prediction Akarsu, Gülçin; Kestel, Sevtap Ayşe (2023-07-04)
Credit Risk Evaluation Using Clustering Based Fuzzy Classification Method Koç, Oğuz; Başer, Furkan; Kestel, Sevtap Ayşe (2023-03-01) Credit scoring is a crucial indicator for banks to determine the financial position and the eligibility of aclient for credit. In order to assign statistical odds or probabilities to predict the risk of nonpayment inrelati...
The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring Koç, Oğuz; Uğur, Ömür; Kestel, Sevtap Ayşe (2023-03-01) Banks utilize credit scoring as an important indicator of financial strength and eligibility for credit. Scoring models aim to assign statistical odds or probabilities for predicting if there is a risk of nonpayment in r...
Assessment of dependent risk using extreme value theory in a time-varying framework Yıldırım Külekci, Bükre; Karabey, Uğur; Kestel, Sevtap Ayşe (2023-02-01) 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 framewor...
Modeling comorbidity of chronic diseases using coupled hidden Markov model with bivariate discrete copula Oflaz, Zarina; Yozgatlıgil, Ceylan; Kestel, Sevtap Ayşe (2023-1-01) 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 mea...

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