Show/Hide Menu
Hide/Show Apps
Logout
Türkçe
Türkçe
Search
Search
Login
Login
OpenMETU
OpenMETU
About
About
Open Science Policy
Open Science Policy
Open Access Guideline
Open Access Guideline
Postgraduate Thesis Guideline
Postgraduate Thesis Guideline
Communities & Collections
Communities & Collections
Help
Help
Frequently Asked Questions
Frequently Asked Questions
Guides
Guides
Thesis submission
Thesis submission
MS without thesis term project submission
MS without thesis term project submission
Publication submission with DOI
Publication submission with DOI
Publication submission
Publication submission
Supporting Information
Supporting Information
General Information
General Information
Copyright, Embargo and License
Copyright, Embargo and License
Contact us
Contact us
Determination of adequate funding for unemployment insurance in Turkey
Download
index.pdf
Date
2019
Author
Yıldırım, Hacı Burak
Metadata
Show full item record
This work is licensed under a
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
.
Item Usage Stats
225
views
80
downloads
Cite This
This thesis analyzes future affordability of unemployment insurance fund (UIF) by determining future income of UIF with occurrence of additional expense which is support and incentive payment to firms, in Turkey. Main goal in this thesis work is to study how monthly income of fund can afford support expenses which is being implemented for last one and a half year by fund managers in Turkey. ARIMA model is built for unemployment rate and autoregression model is constructed for predicting future of UIF. Analysis result can give helpful advises for future affordability of UIF to fund managers.
Subject Keywords
Unemployment insurance
,
Unemployment insurance
,
Unemployment insurance
,
ARIMA
,
Time series
,
Augmented Dickey- Fuller test.
URI
http://etd.lib.metu.edu.tr/upload/12624992/index.pdf
https://hdl.handle.net/11511/45161
Collections
Graduate School of Applied Mathematics, Thesis
Suggestions
OpenMETU
Core
Valuation of life insurance contracts using stochastic mortality rate and risk process modeling
Çetinkaya, Şirzat; Hayfavi, Azize; Department of Financial Mathematics (2007)
In life insurance contracts, actuaries generally value premiums using deterministic mortality rates and interest rates. They have ignored them stochastically in most of the studies. However it is known that neither interest rates nor mortality rates are constant. It is also known that companies may encounter insolvency problems such as ruin, so the ruin probability need to be added to the valuation of the life insurance contracts process. Insurance companies should model their surplus processes to price som...
Exchange rate pass-through to domestic prices in Turkish economy
Alper, Koray; Gaygısız Lajunen, Esma; Department of Economics (2003)
In this study, determinants and the evolution of the exchange rate passthrough to domestic inflation in the Turkish economy is analyzed. The analyses cover the 1987-2003 period. In the analyses, single equation أError Correction Modelsؤ are used to estimate the exchange rate pass-through. Estimation results suggest that alike other emerging countries, the degree of exchange rate passthrough to domestic prices is high and the pass-through is completed in a very short time span. Estimations results also indic...
Assessment of Solvency II requirements for Turkish insurance market
Höbek, Mehmet; Kestel, Sevtap Ayşe; Department of Actuarial Sciences (2016)
Solvency II is the new capital regime being in force as of January 2016 in European Union (EU). It has brought profound changes to the previous one, namely Solvency I, by introducing new methods for the calculation of solvency capital requirement (SCR) of insurance and reinsurance companies. Besides the standard formula which is composed of sub-modules for the calculation of different risks, insurance companies are also allowed to use their partial or full internal models for the calculation of SCR. Since b...
The Comparison of risk measures on claim distributions: Turkish motor insurance case
Telkes, Cansu; Kestel, Sevtap Ayşe; Tank, Fatih; Department of Actuarial Sciences (2018)
In this thesis, the impact of various risk measures on pricing methodology of automobile insurance product by using the historical claim data which is obtained from one of the most reputable insurance company in Turkey is investigated. To model the distribution of claim experience for pricing methodology, four right skewed distributions are chosen, namely Gamma, Weibull, Lognormal and Pareto. Two classical methods, which are methods of moment estimation and maximum likelihood estimation, are used to estimat...
Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey
BERUMENT, MAHMUT HAKAN; DOĞAN, NÜKHET; Tansel, Aysıt (2009-05-01)
This paper investigates how various macroeconomic policy shocks in Turkey affect unemployment and provides evidence on the differential responses of unemployment in selected sectors of economic activity. Our paper extends previous work in two respects. First, we consider not only the response of total unemployment, but also the response of unemployment by selected sectors of economic activity. Second, we consider not only the effect of monetary policy shocks, but also the effects of several other macroecono...
Citation Formats
IEEE
ACM
APA
CHICAGO
MLA
BibTeX
H. B. Yıldırım, “Determination of adequate funding for unemployment insurance in Turkey,” Thesis (M.S.) -- Graduate School of Applied Mathematics. Financial Mathematics., Middle East Technical University, 2019.