Meral Şimşek

E-mail

smeral@metu.edu.tr

Department

Graduate School of Applied Mathematics

ORCID

0000-0002-1884-3394

Fluctuations of an omega-type killed process in discrete time Şimşek, Meral; Ramsden, Lewis; Papaioannou, Apostolos D. (2024-01-01) The theory of the so-called Wq and Zq scale functions is developped for the fluctuations of right-continuous discrete time and space killed random walks. Explicit expressions are derived for the resolvents and two-sided ex...
Genelleştirilmiş Lundberg Eşitisizliği Üzerine Hanalioğlu, Zülfiye; Şimşek, Meral; Hanalioğlu, Tahir (2017-09-28)
Stochastic risk assessment of an insurance portfolio underrenewal process with VaR and CVaR as initial capital Şimşek, Meral; Uğur, Ömür (2017-09-04)
Stochastic surplus process and constrained portfolio optimization with VaR and CVaR Şimşek, Meral; Uğur, Ömür; Kestel, Sevtap Ayşe (null; 2016-09-08)
Stochastic Surplus Process and Constrained Portfolio Optimisation with VaR and CVaR Şimşek, Meral; Uğur, Ömür; Kestel, Sevtap Ayşe (2016-09-05)
Surplus Process with Perturbations of a BrownianMotion in an Insurance Porftfolio Şimşek, Meral; Uğur, Ömür; Kestel, Sevtap Ayşe (null; 2015-05-16)

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