Cem Yavrum

E-mail

cyavrum@metu.edu.tr

Department

Graduate School of Applied Mathematics

ORCID

0000-0002-9455-6397

Spatio-temporal crop yield prediction using time-varying copula and actuaries climate index Yavrum, Cem; Kestel, Sevtap Ayşe; Garrido, José (2025-09-10) Climate anomalies pose significant threats to agricultural productivity and food security by severely disrupting crop yields. While weather conditions at harvest time are important, extreme climate anomalies occurring du...
Assessing the applicability of the Actuaries Climate Index within weather derivatives framework Yavrum, Cem; Kestel, Sevtap Ayşe (2024-09-04) The global climate change has emerged as one of the most complex and pressing challenges confronting humanity. With the impact of climate change intensifying, a growing number of industries, such as agriculture, insurance,...
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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