A. Sevtap Selcuk-Kestel

Orcid: 0000-0001-5647-7973

According to our database1, A. Sevtap Selcuk-Kestel authored at least 13 papers between 2012 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Ruin probability for heavy-tailed and dependent losses under reinsurance strategies.
Math. Comput. Simul., 2024

2023
Modification of hybrid RNN-HMM model in asset pricing: univariate and multivariate cases.
Appl. Intell., October, 2023

Credit risk evaluation using clustering based fuzzy classification method.
Expert Syst. Appl., August, 2023

Estimation of disease progression for ischemic heart disease using latent Markov with covariates.
Stat. Anal. Data Min., February, 2023

2022
Default and prepayment options pricing and default probability valuation under VG model.
J. Comput. Appl. Math., 2022

2021
Time dependent stop-loss reinsurance and exposure curves.
J. Comput. Appl. Math., 2021

2019
The estimation of adopted mortality and morbidity rates using model and the phase type law: the Turkish case.
Commun. Stat. Simul. Comput., 2019

2018
Constant proportion portfolio insurance in defined contribution pension plan management.
Ann. Oper. Res., 2018

Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading.
Ann. Oper. Res., 2018

Preface: Advances of OR in commodities and financial modelling.
Ann. Oper. Res., 2018

2017
Analysis of training sample selection strategies for regression-based quantitative landslide susceptibility mapping methods.
Comput. Geosci., 2017

2014
Analysis of portfolio diversification between REIT assets.
J. Comput. Appl. Math., 2014

2012
A GIS-based software for lifeline reliability analysis under seismic hazard.
Comput. Geosci., 2012


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