Cem Yavrum

E-mail

cyavrum@metu.edu.tr

Department

Graduate School of Applied Mathematics

ORCID

0000-0002-9455-6397

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...
Impact of Outlier-Adjusted Lee–Carter Model on the Valuation of Life Annuities Yavrum, Cem; Kestel, Sevtap Ayşe (Springer, London/Berlin , 2022-01-01) Annuity pricing is critical to the insurance companies for their financial liabilities. Companies aim to adjust the prices using a forecasting model that fits best to their historical data, which may have outliers influ...
Impact of Outliers in Mortality Rates on the Valuation of Life Annuities Yavrum, Cem; Kestel, Sevtap Ayşe (2021-07-09) Annuity pricing is essential to insurance companies for their financial liabilities. Therefore, one of the purposes of companies is to adjust the annuity prices using a forecasting model that fits their historical data ...

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