Extreme Value Theory on Valuation of Actuarial Risk

Yıldırım Külekci, Bükre
Kestel, Sevtap Ayşe
Karabey, Uğur


Pseudo-Dynamic Testing and Analytical Modeling of AAC Infilled RC Frames
Sucuoğlu, Haluk (2014-01-01)
Two concrete frames were tested by the PsD procedure. One frame was bare and the other was infilled with AAC blocks in the middle bay. The objective was to determine the effect of AAC infills on the seismic performance of reinforced concrete frames and developing an AAC strut model. Based on the test results, it was found that AAC infill panels did not modify the deformation response of the RC test frame significantly; however, shear in diagonal strut must be considered in boundary column design. A shear de...
Linear Mixed Models and Data Science Investigations
Gökalp Yavuz, Fulya; Arslan, Olçay (null; 2017-03-08)
Backward stochastic differential equations and Feynman-Kac formula in the presence of jump processes
İncegül Yücetürk, Cansu; Yolcu Okur, Yeliz; Hayfavi, Azize; Department of Financial Mathematics (2013)
Backward Stochastic Differential Equations (BSDEs) appear as a new class of stochastic differential equations, with a given value at the terminal time T. The application area of the BSDEs is conceptually wide which is known only for forty years. In financial mathematics, El Karoui, Peng and Quenez have a fundamental and significant article called “Backward Stochastic Differential Equations in Finance” (1997) which is taken as a groundwork for this thesis. In this thesis we follow the following steps: Firstl...
Adaptive Harmonic Balance Methods, A Comparison
Sert, Onur; Ciğeroğlu, Ender (2016-01-28)
Harmonic balance method (HBM) is one of the most popular and powerful methods, which is used to obtain response of nonlinear vibratory systems in frequency domain. The main idea of the method is to express the response of the system in Fourier series and converting the nonlinear differential equations of motion into a set of nonlinear algebraic equations. System response can be obtained by solving this nonlinear equation set in terms of the unknown Fourier coefficients. The accuracy of the solution is great...
Smooth Breaks and Nonlinear Mean Reversion in Real Interest Parity: Evidence form East Asian countries
Gülcü, Abdullah; Yıldırım Kasap, Dilem (2018-06-28)
Citation Formats
B. Yıldırım Külekci, S. A. Kestel, and U. Karabey, “Extreme Value Theory on Valuation of Actuarial Risk,” 2018, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/73072.