Assessment of Longevity Risk via Credibility Approach

Date

2019-06-25

Author

Yıldırım Külekci, Bükre
Kestel, Sevtap Ayşe

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http://files.iam.metu.edu.tr/usak4/index.html
https://hdl.handle.net/11511/76682
https://www.egu2015.eu/home.html

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Department of Geological Engineering, Conference / Seminar

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Assessment of longevity risk: credibility approach Kestel, Ayşe Sevtap; Yıldırım Külekci, Bükre (2021-05-01) To correctly measure the effect of mortality rates on the stability of insurance and pension provider's financial risk, longevity risk should be considered. This paper aims to investigate the future mortality and longevity risk with different age structures for different countries. Lee–Carter mortality model is used on the historical census data to forecast future mortality rates. Turkey, Germany, and Japan are chosen concerning their expected life and population distributions. Then, the longevity risk on a...
ASSESSMENT OF SUPPLIER RISK FOR COPPER PROCUREMENT Buzdogan-Lindenmayr, Ezgi; Kara, Guray; Kestel, Sevtap Ayşe (2019-01-01) Procurement risk management (PRM) requires a good understanding and assessment of all potential risks. As the procurement industry mostly functions globally and the supply-demand chain forms a dependency structure among all interested parties, the quantification of risks related to the suppliers gain importance. This study presents a systematic PRM to evaluate and quantify the risks of a commodity associated to its suppliers. The probabilistic set up using total probability theorem on the information collec...

Citation Formats

B. Yıldırım Külekci and S. A. Kestel, “Assessment of Longevity Risk via Credibility Approach,” 2019, Accessed: 00, 2021. [Online]. Available: http://files.iam.metu.edu.tr/usak4/index.html.