Backtesting in Time Varying Extreme Value Copulas for Dependent Risks

Date

2020-04-28

Author

Yıldırım Külekci, Bükre
Kestel, Sevtap Ayşe
Karabey, Uğur

Metadata

Show full item record

Item Usage Stats

113
views

0
downloads

URI

https://oica.univ-lyon1.fr/program/
https://hdl.handle.net/11511/80198

Conference Name

Online International Conference inActuarial Science (OICA), 28 - 29 April 2020

Collections

Unverified, Conference / Seminar

Suggestions

OpenMETU
Core

Backcalculation of pavement layer properties using artificial neural network based gravitational search algorithm / Öcal, Arda; Pekcan, Onur; Department of Civil Engineering (2014) Transportation agencies need to make accurate decisions about maintenance strategies to provide sustainability of pavements. Non-destructive pavement evaluation means play a crucial role when making such assessments. A commonly used method is to use Falling Weight Deflectometer (FWD) device which measures the surface deflections under imposed loadings. Determination of layer properties through the use of FWD deflections is known as pavement layer backcalculation. This process requires the use of mathematica...
Back Analyses of Landfill Slope Failures Huvaj Sarıhan, Nejan (null; 2008-08-16) This paper investigates the shear strength of municipal solid waste (MSW) using back analyses of failed waste slopes. Shear strength of MSW is a function of many factors such as waste type, composition, compaction, daily cover, moisture conditions, age, decomposition, overburden pressure, etc. These factors together with non-standardized sampling methods, insufficient sample size to be representative of in-situ conditions, and limited shear displacement or axial strain imposed during the shear tests affect ...
Back-Ordered Inventory Model With Inflation in A Cloudy-Fuzzy Environment Barman, Haripriya; Pervin, Magfura; Roy, Sankar Kumar; Weber, Gerhard Wilhelm (2021-07-01) In this paper, an Economic Production Quantity model for deteriorating items with time-dependent demand and shortages including partially back-ordered is developed under a cloudy-fuzzy environment. At first, we develop a crisp model by considering linearly time-dependent demand with constant deterioration rate, constant inflation rate and shortages under partially back-ordered, then we fuzzify the model to archive a decision under the cloudy-fuzzy (extension of fuzziness) demand rate, inflation rate, deteri...
Bootstrap in gaussian mixture models and performance assessment Kaygusuz, Mehmet Ali; Göğebakan, Maruf; Akoğul, Serkan; Purutçuoğlu Gazi, Vilda (2022-07-01)
Bootstrapping shared vocabulary in a population - weighted lists with probabilistic choice Eryılmaz, Kerem; Bozşahin, Hüseyin Cem; Department of Cognitive Sciences (2011) Works on semiotic dynamics and language as a complex adaptive system in general has been an important lane of research over the last decade. In this study, the mean-field naming game model developed in the course of the pioneering research programme of Luc Steels and colleagues is modified to include probabilistic word choice based on weighted lists of words, instead of either deterministic or totally random word choice based on (ordered) sets of words. The parameters’ interaction and this interaction’s eff...

Citation Formats

B. Yıldırım Külekci, S. A. Kestel, and U. Karabey, “Backtesting in Time Varying Extreme Value Copulas for Dependent Risks,” presented at the Online International Conference inActuarial Science (OICA), 28 - 29 April 2020, Lyon, France, 2020, Accessed: 00, 2021. [Online]. Available: https://oica.univ-lyon1.fr/program/.