[Turkmath:2947] general seminar

[burcu.temur]

Dear colleagues, 

You are cordially invited to the general seminar
organized by the Department of Mathematics, Atılım University.

Our
speaker is KASIRGA YILDIRAK from Hacettepe University. 

The title of
his talk is "AGRICULTURAL INSURANCE PORTFOLIO RISK ASSESSMENT". 

You
can find the abstract of the talk below. 

 ABSTRACT: 

10 YEARS OF
CLAIMS DATA COLLECTED BY TURKISH AGRICULTURAL INSURANCE POOL (TARSIM) IS
ANALYZED TO BUILD A PORTFOLIO RISK MANAGEMENT MODEL FOR INTERNAL
REPORTING, REINSURANCE PRICING AND ACTUARIAL PRICING.IN ORDER TO REDUCE
THE DIMENSION OF DATA, PRODUCT SPECIFIC CLUSTERS, SO CALLED HAZARD
REGIONS, FOR HAIL, FROST, FLOOD, FIRE AND STORM ARE FORMED. LAYER BASED
SPHERICAL CLUSTERING METHODS WHERE THE LAYERS ARE COMPOSED OF LOCATION,
NUMBER OF POLICIES ISSUED, DAMAGE RATIO AND DAMAGE PROBABILITY ARE USED
EMPLOYING DISTANCE BASED SPHERICAL K-MEANS, DENSITY BASED FINITE MIXTURE
VON-MISES FISHER. INFORMATION OBTAINED FROM CLUSTERS IS USED TO BUILD
THE LOSS DISTRIBUTION ASSOCIATED WITH ENTIRE PORTFOLIO. LOSS
DISTRIBUTION IS ESTIMATED BY POISSON-GAMMA ACTUARIAL PORTFOLIO RISK
MODEL TO COMPUTE THE ECONOMIC CAPITAL, RISK CONTRIBUTIONS, EXPECTED
MAXIMUM LOSS AND PROBABLE MAXIMUM LOSS.

  

DATE: APRIL 18, 2018


TIME: 15:40 

PLACE: FEF 404 
With my best regards, 

Burcu Gülmez
Temür 

 
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