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Now showing items 21-30 of 41
The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable dependent claim occurrences
(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 ...
Is U.S. labor market flexibility a prescription to curve Turkey's high unemployment?
(2011)
This paper compares the U.S. and Turkish labor markets in terms of flexibility and draws some results for Turkey. In paper the U.S. is considered a flexible model and Turkey a rigid model. Since 2001 unemployment is one ...
A tournament analysis of mutual funds in Turkey
(Bilgesel Yayincilik San & Tic Ltd, 2012)
This is an analysis of the mutual funds in Turkey with respect to their risk-altering behavior Using the monthly returns and volatilities of 133 funds from 2002 to 2007 we divide each year in two parts and check whether ...
Modeling of claim exceedances over random thresholds for related insurance portfolios
(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. ...
Measurement of bivariate risks by the north-south quantile points approach
(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 ...
Bivariate Pseudo-Gompertz distribution and concomitants of its order statistics
(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 ...
Information cascades, short-selling constraints, and herding in equity markets
(Borsa İstanbul Anonim Şirketi, 2020)
This paper examines the relationship between informed trading and herding in Borsa İstanbul. Our firm-level cross-sectional analysis asserts that informed trading can significantly increase future herding levels. Furthermore, ...
Efficiency analysis of Black sea container seaports: application of an integrated MCDM approach
(Routledge, 2020)
The current paper carries out an examination about the selection of the proper container seaport, which in the Black sea region. This paper focuses on a research question. Is it possible to apply multi-criteria decision-making ...
Economic policy uncertainty, stakeholder engagement, and environmental, social, and governance practices: The moderating effect of competition
(Wiley, 2020)
his paper investigates the effect of the economic policy uncertainty (EPU) on corporate environmental, social, and governance practices (ESG), using 6,562 firm-year observations from 15 developed European countries covering ...
Perceived Financial Needs, Income Sources, and Subjective Financial Well-Being in an Emerging Market
(Springer Publishing Co, 2019)
This study investigates perceived financial needs and subjective financial well-being using data from a national survey of 2,567 households in Turkey. Financial needs are measured by consumer perceived ability to meet ...