Browsing by Author "Gebizlioğlu, Ömer Lütfi"
Now showing items 1-14 of 14
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An accumulation phase simulation for pension funds
Karabina, Fehmi Olcay (Kadir Has Üniversitesi, 2017)The aim of this thesis is to propose a pension fund accumulation phase simulation and analysis focusing on the Turkish Private Pension System. For this purpose after analyzing the historical progress of global and local ... -
Bivariate Pseudo-Gompertz distribution and concomitants of its order statistics
Yorubulut, Serap; Gebizlioğlu, Ömer Lütfi (Elsevier Science Bv, 2013)This paper presents a new bivariate Pseudo-Gompertz distribution that sprouts from the classical Gompertz distribution and possesses the features of pseudo-distribution functions. In addition to some standard properties ... -
Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
Eryilmaz, Serkan; Gebizlioğlu, Ömer Lütfi (Elsevier Science, 2017)In this paper we study a discrete time risk model based on exchangeable dependent claim occurrences. In particular we obtain expressions for the finite time non-ruin probability and the joint distribution of the time to ... -
Effect of financial factors on export oriented firm performance: An explication for manufacturing industry
Ramzan, Imran (Kadir Has Üniversitesi, 2022-11)Exports at the firm level improve the financial performance and thereby contribute to economic growth. Exporting activities require additional financing and become a challenge for manufacturing firms, thus affecting ... -
Fintech lending characteristics and loan repayment performance analyses
Karaman, Hakki Deniz (Kadir Has Üniversitesi, 2021)Bu tez, gelişmekte olan bir pazar olan Türkiye'de geleneksel bankacılık ve finansal teknoloji şirketlerinden kredi alan müşteriler arasındaki kredi performansı farklılıklarını incelemektedir. Çalışmada, Türkiye'nin en büyük ... -
Firma gelişiminde bulaşma etkisinin finansal etmenler bağlamında modellenmesi
Bozkurt, Murat (Kadir Has Üniversitesi, 2021)Şimdiye kadar, dünya çapındaki şirketler arasında bulaşmanın varlığını ve karakteristik özelliklerini ortaya çıkarmak için bazı çalışmalar yapılmıştır. Bu çalışmalardan da anlaşılacağı gibi, bölgeler arası şirket bulaşmaları ... -
Kurumsal yonetim uygulamalarinin finansal performansa etkileri Turkiye uygulamasi
Soysal, Mehmet Akif (Kadir Has Üniversitesi, 2015)Firmalar acisindan degerlendirildiginde ekonominin hizla degismekte ve gelismekte olan dinamik bir yapiya sahip oldugu gorulmektedir. Kursellesme gibi pek cok onemli etmenin sekillendirdigi bu yapi icerisinde firmalar ... -
The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable dependent claim occurrences
Gebizlioğlu, Ömer Lütfi; Eryilmaz, Serkan (John Wiley and Sons Ltd, 2019)This paper investigates a discrete-time risk model that involves exchangeable dependent loss generating claim occurrences and compound binomially distributed aggregate loss amounts. First a general framework is presented ... -
A max–min model of random variables in bivariate random sequences
Bayramoğlu, Ismihan; Gebizlioğlu, Ömer Lütfi (Elsevier, 2021)We introduce a max–min model to bivariate random sequences and applying bivariate binomial distribution in fourfold scheme derive the distributions of associated order statistics in a new model. Some examples for special ... -
Measurement of bivariate risks by the north-south quantile points approach
Kara, Emel Kızılok; Gebizlioğlu, Ömer Lütfi (Elsevier Science, 2014)This paper attempts to determine the Value at Risk (VaR) and Conditional Value at Risk (CVaR) measures for the sum of bivariate risks under dependence. The computation of these risk measures is performed by the north-south ... -
Modeling of claim exceedances over random thresholds for related insurance portfolios
Eryilmaz, Serkan; Gebizlioğlu, Ömer Lütfi; Tank, Fatih (Elsevier Science Bv, 2011)Large claims in an actuarial risk process are of special importance for the actuarial decision making about several issues like pricing of risks determination of retention treaties and capital requirements for solvency. ... -
On concomitants of upper record statistics and survival analysis for a pseudo-Gompertz distribution
Yorubulut, Serap; Gebizlioğlu, Ömer Lütfi (Elsevier Science, 2014)This paper presents upper record statistics and their concomitants for a bivariate pseudo-Gompertz distribution about paired lifetime variables. Survival and hazard functions are derived for the distribution. The survival ... -
A Pseudo-Pareto Distribution and Concomitants of Its Order Statistics
Gebizlioğlu, Ömer Lütfi; Yorubulut, Serap (Springer, 2016)Pareto distributions are very flexible probability models with various forms and kinds. In this paper a new bivariate Pseudo-Pareto distribution and its properties are presented and discussed. Main variables order statistics ... -
Recent Advances in Applied and Computational Mathematics: ICACM-IAM-METU
Akyildiz, Ersan; Gebizlioğlu, Ömer Lütfi; Karasözen, Bülent; Uğur, Ömür; Weber, Gerhard Wilhelm (Elsevier, 2014)[Abstract Not Available]