Yıl 2017, Cilt 18, Sayı 5, Sayfalar 951 - 961 2017-12-31

DYNAMIC FINANCIAL ANALYSIS WITH DEPENDENCE BETWEEN MOTOR OWN DAMAGE INSURANCE AND COMPULSORY MOTOR INSURANCE USING COPULAS – THE CASE OF TURKEY

Betül Zehra Karagül [1] , Murat Büyükyazıcı [2]

144 212

Insurance companies can measure their ruin probability and default risk more realistically and have strong management strategies with Dynamic Financial Analysis (DFA). In this paper, the influence of the dependence between motor own damage insurance and compulsory motor insurance, that are two really important lines of business for nonlife insurance, on the risk, return and performance in a nonlife insurer’s DFA is investigated. The dependency is integrated to the DFA framework using copulas concept. In the application non-life insurance data of Turkey is used.

Dynamic Financial Analysis, Dependency between lines of business in insurance, Copulas, Non-life insurance
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Konular Mühendislik
Dergi Bölümü Araştırma Makalesi
Yazarlar

Yazar: Betül Zehra Karagül
Kurum: HacettepeÜniversitesi
Ülke: Turkey


Yazar: Murat Büyükyazıcı
Kurum: HACETTEPE ÜNİVERSİTESİ
Ülke: Turkey


Bibtex @araştırma makalesi { aubtda306784, journal = {ANADOLU UNIVERSITY JOURNAL OF SCIENCE AND TECHNOLOGY A - Applied Sciences and Engineering}, issn = {1302-3160}, eissn = {2146-0205}, address = {Eskişehir Teknik Üniversitesi}, year = {2017}, volume = {18}, pages = {951 - 961}, doi = {10.18038/aubtda.306784}, title = {DYNAMIC FINANCIAL ANALYSIS WITH DEPENDENCE BETWEEN MOTOR OWN DAMAGE INSURANCE AND COMPULSORY MOTOR INSURANCE USING COPULAS – THE CASE OF TURKEY}, key = {cite}, author = {Karagül, Betül Zehra and Büyükyazıcı, Murat} }
APA Karagül, B , Büyükyazıcı, M . (2017). DYNAMIC FINANCIAL ANALYSIS WITH DEPENDENCE BETWEEN MOTOR OWN DAMAGE INSURANCE AND COMPULSORY MOTOR INSURANCE USING COPULAS – THE CASE OF TURKEY. ANADOLU UNIVERSITY JOURNAL OF SCIENCE AND TECHNOLOGY A - Applied Sciences and Engineering, 18 (5), 951-961. DOI: 10.18038/aubtda.306784
MLA Karagül, B , Büyükyazıcı, M . "DYNAMIC FINANCIAL ANALYSIS WITH DEPENDENCE BETWEEN MOTOR OWN DAMAGE INSURANCE AND COMPULSORY MOTOR INSURANCE USING COPULAS – THE CASE OF TURKEY". ANADOLU UNIVERSITY JOURNAL OF SCIENCE AND TECHNOLOGY A - Applied Sciences and Engineering 18 (2017): 951-961 <http://dergipark.gov.tr/aubtda/issue/31308/306784>
Chicago Karagül, B , Büyükyazıcı, M . "DYNAMIC FINANCIAL ANALYSIS WITH DEPENDENCE BETWEEN MOTOR OWN DAMAGE INSURANCE AND COMPULSORY MOTOR INSURANCE USING COPULAS – THE CASE OF TURKEY". ANADOLU UNIVERSITY JOURNAL OF SCIENCE AND TECHNOLOGY A - Applied Sciences and Engineering 18 (2017): 951-961
RIS TY - JOUR T1 - DYNAMIC FINANCIAL ANALYSIS WITH DEPENDENCE BETWEEN MOTOR OWN DAMAGE INSURANCE AND COMPULSORY MOTOR INSURANCE USING COPULAS – THE CASE OF TURKEY AU - Betül Zehra Karagül , Murat Büyükyazıcı Y1 - 2017 PY - 2017 N1 - doi: 10.18038/aubtda.306784 DO - 10.18038/aubtda.306784 T2 - ANADOLU UNIVERSITY JOURNAL OF SCIENCE AND TECHNOLOGY A - Applied Sciences and Engineering JF - Journal JO - JOR SP - 951 EP - 961 VL - 18 IS - 5 SN - 1302-3160-2146-0205 M3 - doi: 10.18038/aubtda.306784 UR - http://dx.doi.org/10.18038/aubtda.306784 Y2 - 2017 ER -
EndNote %0 Anadolu Üniversitesi Bilim Ve Teknoloji Dergisi A - Uygulamalı Bilimler ve Mühendislik DYNAMIC FINANCIAL ANALYSIS WITH DEPENDENCE BETWEEN MOTOR OWN DAMAGE INSURANCE AND COMPULSORY MOTOR INSURANCE USING COPULAS – THE CASE OF TURKEY %A Betül Zehra Karagül , Murat Büyükyazıcı %T DYNAMIC FINANCIAL ANALYSIS WITH DEPENDENCE BETWEEN MOTOR OWN DAMAGE INSURANCE AND COMPULSORY MOTOR INSURANCE USING COPULAS – THE CASE OF TURKEY %D 2017 %J ANADOLU UNIVERSITY JOURNAL OF SCIENCE AND TECHNOLOGY A - Applied Sciences and Engineering %P 1302-3160-2146-0205 %V 18 %N 5 %R doi: 10.18038/aubtda.306784 %U 10.18038/aubtda.306784
ISNAD Karagül, Betül Zehra , Büyükyazıcı, Murat . "DYNAMIC FINANCIAL ANALYSIS WITH DEPENDENCE BETWEEN MOTOR OWN DAMAGE INSURANCE AND COMPULSORY MOTOR INSURANCE USING COPULAS – THE CASE OF TURKEY". ANADOLU UNIVERSITY JOURNAL OF SCIENCE AND TECHNOLOGY A - Applied Sciences and Engineering 18 / 5 (Aralık 2017): 951-961. http://dx.doi.org/10.18038/aubtda.306784