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Affiliation: Middle East Technical University
Office: S224
Phone: +90 (312) 210-5614
E-Mail: skestelmetu.edu.tr
Research Interests: Catastrophic Insurance; Life Insurance; Seismic Risk Analysis; Network Reliability

ResearcherID OrcidID GoogleScholarID ResearchGateID ScopusAuthorID

  • 2018:
    1. Computation of hedging coefficients for mortgage default and prepayment options: Malliavin calculus approach. B. Yilmaz and A.S. Selcuk-Kestel. The Journal of Real Estate Finance and Economics, 2018. BibTeX | DOI ]
      @article{SSelcuk-Kestel_BYilmaz_2018,
        doi           = {10.1007/s11146-018-9688-6},
        year          = {2018},
        month         = {Nov},
        publisher     = {Springer},
        author        = {B. Yilmaz and A. S. Selcuk-Kestel},
        title         = {Computation of hedging coefficients for mortgage default and prepayment options: Malliavin calculus approach},
        journal       = {The Journal of Real Estate Finance and Economics}
      }
      
      
    2. Measuring dependence between electricity consumption and contributing indicators via copulas: Turkish case. O.O. Evkaya, C.Yozgatligil and A.S. Selcuk-Kestel. Gazi University Journal of Science, 31(4} pages ={1284-1296), 2018. BibTeX | DOI ]
      @article{SSelcuk-Kestel_OEvkaya_2018,
        doi           = {},
        year          = {2018},
        month         = {Dec},
        publisher     = {Gazi University},
        author        = {O. O. Evkaya and C.Yozgatligil and A. S. Selcuk-Kestel},
        title         = {Measuring dependence between electricity consumption and contributing indicators via copulas: Turkish case},
        journal       = {Gazi University Journal of Science},
        volume        = {31},
        number        = {4} pages ={1284-1296}
      }
      
      
    3. Aggregate claim estimation using bivariate hidden Markov model. Z.N. Oflaz, C. Yozgatligil and A.S. Selcuk-Kestel. ASTIN Bulletin, 2018. BibTeX | DOI ]
      @article{SSelcuk-Kestel_ZNOflaz_2018,
        doi           = {10.1017/asb.2018.29},
        year          = {2018},
        month         = {Nov},
        publisher     = {IAA},
        author        = {Z. N. Oflaz and C. Yozgatligil and A. S. Selcuk-Kestel},
        title         = {Aggregate claim estimation using bivariate hidden Markov model},
        journal       = {ASTIN Bulletin}
      }
      
      
    4. The estimation of adopted mortality and morbidity rates using Markov model and the phase type law: the Turkish case. F.Akat, A.S. Selcuk-Kestel and F. Tank. Communications in Statistics-Simulation and Computation, 2018. BibTeX | DOI ]
      @article{SSelcuk-Kestel_FAkat_2018,
        doi           = {10.1080/03610918.2018.1478098},
        year          = {2018},
        month         = {Nov},
        publisher     = {Taylor and Francis},
        author        = {F.Akat and A. S. Selcuk-Kestel and F. Tank},
        title         = {The estimation of adopted mortality and morbidity rates using Markov model and the phase type law: the Turkish case},
        journal       = {Communications in Statistics-Simulation and Computation}
      }
      
      
    5. A stochastic approach to model housing markets: The US housing market case. B. Yilmaz and A.S. Selcuk-Kestel. Numerical Algebra Control Optimization, 8(4} pages ={481-492), 2018. BibTeX | DOI ]
      @article{BYilmaz_SSelcuk-Kestel_2018,
        doi           = {10.3934/naco.2018030},
        year          = {2018},
        month         = {Dec},
        publisher     = {American Institute of Mathematical Sciences},
        author        = {B. Yilmaz and A. S. Selcuk-Kestel},
        title         = {A stochastic approach to model housing markets: The US housing market case},
        journal       = {Numerical Algebra Control Optimization},
        volume        = {8},
        number        = {4} pages ={481-492}
      }
      
      
    6. Assessment of supplier risk for copper procurement. E.B. Lindenmayer, G. Kara and A.S. Selcuk-Kestel. Communications Ser. A1 Math. Stat, 2018. BibTeX | DOI  ]
      @article{SSelcuk-Kestel_EBuzdogan_2018,
        doi           = {10.1501/Commua1_0000000000; ISSN 1303ñ5991},
        year          = {2018},
        month         = {Dec},
        publisher     = {Faculty of Science , University Ankara},
        author        = {E. B. Lindenmayer and G. Kara and A. S. Selcuk-Kestel},
        title         = {Assessment of supplier risk for copper procurement},
        journal       = {Communications Ser. A1 Math. Stat}
      }
      
      
    7. Quantitative hazard assessment for Zonguldak coal basin underground mines. H.H. Erdogan, H.S. Duzgun and A.S. Selcuk-Kestel. International Journal of Mining Science and Technology, 2018. BibTeX | DOI ]
      @article{SSelcuk-Kestel_HHErdogan_2018,
        doi           = {10.1007/s11146-018-9688-6},
        year          = {2018},
        month         = {Nov},
        publisher     = {Springer Nature},
        author        = {H. H. Erdogan and H. S. Duzgun and A. S. Selcuk-Kestel},
        title         = {Quantitative hazard assessment for Zonguldak coal basin underground mines},
        journal       = {International Journal of Mining Science and Technology}
      }
      
      
    8. Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading. B.Z. Temocin, R. Korn and A.S. Selcuk-Kestel. Annals of Operations Research, 260(1-2} pages ={515-544), 2018. BibTeX | DOI ]
      @article{SSelcuk-Kestel_BZTemocin_2018,
        doi           = {DOI 10.1007/s10479-017-2449-8},
        year          = {2018},
        month         = {Sept},
        publisher     = {Springer Nature},
        author        = {B. Z. Temocin and R. Korn and A. S. Selcuk-Kestel},
        title         = {Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading},
        journal       = {Annals of Operations Research},
        volume        = {260},
        number        = {1-2} pages ={515-544}
      }
      
      
  • 2017:
    1. Constant proportion portfolio insurance in defined contribution pension plan management. B.Z. Temocin, R. Korn and A.S. Selcuk-Kestel. Annals of Operations Research, 2017. BibTeX | DOI ]
      @article{Temocin_2017,
        doi           = {10.1007/s10479-017-2449-8},
        year          = {2017},
        month         = {March},
        publisher     = {Springer Nature},
        author        = {B. Z. Temocin and R. Korn and A. S. Selcuk-Kestel},
        title         = {Constant proportion portfolio insurance in defined contribution pension plan management},
        journal       = {Annals of Operations Research}
      }
      
      
    2. Actuarial present value and variance for changing mortality and stochastic interest rates. B. Yildirim and A.S. Selcuk-Kestel. Springer, 2017. BibTeX | DOI ]
      @book{Selcuk-Kestel36160698,
        title         = {Actuarial present value and variance for changing mortality and stochastic interest rates},
        journal       = {Springer Series in Statistics and Mathematics},
        author        = {B. Yildirim and A. S. Selcuk-Kestel},
        doi           = {10.1007/978-3-319-55236-1_24},
        publisher     = {Springer},
        year          = {2017}
      }
      
      
    3. Analysis of training sample selection strategies for regression-based quantitative landslide susceptibility mapping methods. A. Erener, A.A. Sivas, A.S. Selcuk-Kestel and H.S.B. Duzgun. Computers and Geosciences, 104:62-74, 2017. BibTeX ]
      @article{Selcuk-Kestel2017,
        title         = {Analysis of training sample selection strategies for regression-based quantitative landslide susceptibility mapping methods},
        journal       = {Computers and Geosciences},
        year          = {2017},
        volume        = {104},
        pages         = {62-74},
        author        = {A. Erener and A. A. Sivas and A. S. Selcuk-Kestel and H. S. B. Duzgun}
      }
      
      
    4. Simulation of large earthquakes and its implications on earthquake insurance rates: a case study in Bursa region (Turkey). B. Unal, A.I. Askan and A.S. Selcuk-Kestel. Natural Hazards, 85(1):215-236, 2017. BibTeX ]
      @article{RID_0822170346370-3,
        title         = {Simulation of large earthquakes and its implications on earthquake insurance rates: a case study in Bursa region (Turkey)},
        journal       = {Natural Hazards},
        year          = {2017},
        author        = {B. Unal and A. I. Askan and A. S. Selcuk-Kestel},
        volume        = {85},
        number        = {1},
        pages         = {215-236}
      }
      
      
    5. The impact of crude oil prices on financial market indicators: copula approach. D.E. Kayalar, C. Kucukozmen and A.S. Selcuk-Kestel. Energy Economics, 61:162-173, 2017. BibTeX ]
      @article{RID_0822170346370-2,
        title         = {The impact of crude oil prices on financial market indicators: copula approach},
        journal       = {Energy Economics},
        year          = {2017},
        author        = {D. E Kayalar and C. Kucukozmen and A. S. Selcuk-Kestel},
        volume        = {61},
        pages         = {162-173}
      }
      
      
  • 2016:
    1. Estimation of earthquake insurance premium rates: Turkish catastrophe insurance pool case. B.Z. Temocin and A.S. Selcuk-Kestel. Communications 1, 161-173, 2016. BibTeX | DOI ]
      @article{Selcuk-Kestel_BZTemocin_2016,
        title         = {Estimation of earthquake insurance premium rates: Turkish catastrophe insurance pool case},
        journal       = {Communications 1},
        author        = {B. Z. Temocin and A. S. Selcuk-Kestel},
        doi           = {10.1501/Commua1_0000000767},
        year          = {2016},
        pages         = {161-173}
      }
      
      
  • 2015:
    1. Adjusting SPI for crop specific agricultural drought. K. Yildirak and A.S. Selcuk-Kestel. Environmental and Ecological Statistics, 22(4):681-691, 2015. BibTeX ]
      @article{RID_0822170346370-4,
        title         = {Adjusting SPI for crop specific agricultural drought},
        journal       = {Environmental and Ecological Statistics},
        year          = {2015},
        author        = {K. Yildirak and A. S. Selcuk-Kestel},
        volume        = {22},
        number        = {4},
        pages         = {681-691}
      }
      
      
  • 2014:
    1. A bayesian pricing model for CAT bonds. F. Ahrens, R. Fuess and A.S. Selcuk-Kestel. Springer, 2014. BibTeX | DOI ]
      @book{Selcuk-Kestel36160635,
        title         = {A bayesian pricing model for CAT bonds},
        journal       = {Springer Proceedings in Mathematics \& Statistics},
        author        = {F. Ahrens and R. Fuess and A. S. Selcuk-Kestel},
        doi           = {10.1007/978-3-319-04849-9_4},
        publisher     = {Springer},
        year          = {2014}
      }
      
      
    2. Analysis of portfolio diversification between REIT assets. P. Rees and A.S. Selcuk-Kestel. Journal of Computational and Applied Mathematics, 259:425-433, 2014. BibTeX ]
      @article{RID_0822170346370-5,
        title         = {Analysis of portfolio diversification between REIT assets},
        journal       = {Journal of Computational and Applied Mathematics},
        year          = {2014},
        author        = {P. Rees and A. S. Selcuk-Kestel},
        volume        = {259},
        pages         = {425-433}
      }
      
      
    3. System reliability, investigation of draglines using fault tree analysis. N. Demirel, O. Golbasi. A.S. Selcuk-Kestel and H.S.B. Duzgun. Mine Planning and Equipment Selection, Springer, 2014. BibTeX | DOI ]
      @article{Selcuk-Kestel36160807,
        title         = {System reliability, investigation of draglines using fault tree analysis},
        journal       = {Mine Planning and Equipment Selection, Springer},
        author        = {N. Demirel and O. Golbasi. and A. S. Selcuk-Kestel and H. S. B. Duzgun},
        doi           = {10.1007/978-3-319-02678-7_112},
        year          = {2014}
      }
      
      
  • 2012:
    1. A GIS-based software for lifeline reliability analysis under seismic hazard. A.S. Selcuk-Kestel, H.S.B. Duzgun and L. Oduncuoglu. Computers & Geosciences, 42:37-46, 2012. BibTeX ]
      @article{RID_0822170346371-6,
        title         = {A GIS-based software for lifeline reliability analysis under seismic hazard},
        journal       = {Computers \& Geosciences},
        year          = {2012},
        author        = {A. S. Selcuk-Kestel and H. S. B. Duzgun and L. Oduncuoglu},
        volume        = {42},
        pages         = {37-46}
      }
      
      
  • 2009:
    1. Stochastic modeling of accident risks associated with an underground coal mine in Turkey. M. Sari, A.S. Selcuk. C. Karpuz and H.S.B. Duzgun. Safety Science, 47(1):78-87, 2009. BibTeX ]
      @article{RID_0822170346371-7,
        title         = {Stochastic modeling of accident risks associated with an underground coal mine in Turkey},
        journal       = {Safety Science},
        year          = {2009},
        author        = {M. Sari and A. S. Selcuk. and C. Karpuz and H. S. B. Duzgun},
        volume        = {47},
        number        = {1},
        pages         = {78-87}
      }
      
      
  • 2006:
    1. Length-biased inverse Gaussian hazard rate estimation: A predictive density approach. O. Akman and A.S. Selcuk. Advances and Applications in Statistics, 2006. BibTeX ]
      @article{Selcuk-Kestel36160815,
        title         = {Length-biased inverse Gaussian hazard rate estimation: A predictive density approach},
        journal       = {Advances and Applications in Statistics},
        author        = {O. Akman and A. S. Selcuk},
        year          = {2006}
      }
      
      
  • 2004:
    1. Accident analysis of two Turkish underground coal mines. M. Sari, H.S.B. Duzgun, C. Karpuz and A.S. Selcuk. Safety Science, 42(8):675-690, 2004. BibTeX ]
      @article{RID_0822170346371-8,
        title         = {Accident analysis of two Turkish underground coal mines},
        journal       = {Safety Science},
        year          = {2004},
        author        = {M. Sari and H. S. B. Duzgun and C. Karpuz and A. S. Selcuk},
        volume        = {42},
        number        = {8},
        pages         = {675-690}
      }
      
      
  • 2001:
    1. An international comparison of Turkish coal mining industry safety performance. M. Sari, C. Karpuz and A.S. Selcuk. Mine Planning and Equipment Selection 2001, 917-922, 2001. BibTeX ]
      @article{RID_0822170346371-9,
        title         = {An international comparison of Turkish coal mining industry safety performance},
        journal       = {Mine Planning and Equipment Selection 2001},
        year          = {2001},
        author        = {M. Sari and C. Karpuz and A. S. Selcuk},
        pages         = {917-922}
      }
      
      
    2. Compulsory earthquake insurance scheme for residences in Turkey and its implications. A.S. Selcuk, P. Gulkan and S. Yazici. Journal of International Insurance, 2001. BibTeX ]
      @article{Selcuk-Kestel36160826,
        title         = {Compulsory earthquake insurance scheme for residences in Turkey and its implications},
        journal       = {Journal of International Insurance},
        author        = {A. S. Selcuk and P. Gulkan and S. Yazici},
        year          = {2001}
      }
      
      
    3. Nonnormal regression. II. Symmetric distributions. M.L. Tiku, M.Q. Islam and A.S. Selcuk. Communications in Statistics-Theory and Methods, 30(6):1021-1045, 2001. BibTeX ]
      @article{RID_0822170346371-10,
        title         = {Nonnormal regression. II. Symmetric distributions},
        journal       = {Communications in Statistics-Theory and Methods},
        year          = {2001},
        author        = {M. L. Tiku and M. Q. Islam and A. S. Selcuk},
        volume        = {30},
        number        = {6},
        pages         = {1021-1045}
      }
      
      
  • 2000:
    1. Analysis of Tuncbilek underground coal mine accidents based on risk analysis techniques. A.S. Selcuk, C. Karpuz, H.S.B. Duzgun and M. Sari. Environmental Issues and Management of Waste in Energy and Mineral Production, 237-243, 2000. BibTeX ]
      @article{RID_0822170346371-12,
        title         = {Analysis of Tuncbilek underground coal mine accidents based on risk analysis techniques},
        journal       = {Environmental Issues and Management of Waste in Energy and Mineral Production},
        year          = {2000},
        author        = {A. S. Selcuk and C. Karpuz and H. S. B. Duzgun and M. Sari},
        pages         = {237-243}
      }
      
      
    2. Candamari sebekelerinin deprem guvenirligi. A.S. Selcuk and M.S. Yucemen. Turkish Journal of Engineering and Environmental Sciences, 24:143-160, 2000. BibTeX ]
      @article{Selcuk-Kestel36161226,
        title         = {Candamari sebekelerinin deprem guvenirligi},
        journal       = {Turkish Journal of Engineering and Environmental Sciences},
        author        = {A. S. Selcuk and M. S. Yucemen},
        year          = {2000},
        volume        = {24},
        pages         = {143-160}
      }
      
      
    3. Reliability of lifeline networks with multiple sources under seismic hazard. A.S. Selcuk and M.S. Yucemen. Natural Hazards, 21(1):1-18, 2000. BibTeX ]
      @article{RID_0822170346371-13,
        title         = {Reliability of lifeline networks with multiple sources under seismic hazard},
        journal       = {Natural Hazards},
        year          = {2000},
        author        = {A. S. Selcuk and M. S. Yucemen},
        volume        = {21},
        number        = {1},
        pages         = {1-18}
      }
      
      
    4. Robust time series: Some engineering applications. M.L. Tiku and A.S. Selcuk. Proceedings of IEEE International Conference on Industrial Technology 2000, Vols 1 and 2, 466-473, 2000. BibTeX ]
      @article{RID_0822170346371-11,
        title         = {Robust time series: Some engineering applications},
        journal       = {Proceedings of IEEE International Conference on Industrial Technology 2000, Vols 1 and 2},
        year          = {2000},
        author        = {M. L. Tiku and A. S. Selcuk},
        pages         = {466-473}
      }
      
      
  • 1999:
    1. Reliability of lifeline networks under seismic hazard. A.S. Selcuk and M.S. Yucemen. Reliability Engineering & System Safety, 65(3):213-227, 1999. BibTeX ]
      @article{RID_0822170346372-14,
        title         = {Reliability of lifeline networks under seismic hazard},
        journal       = {Reliability Engineering \& System Safety},
        year          = {1999},
        author        = {A. S. Selcuk and M. S. Yucemen},
        volume        = {65},
        number        = {3},
        pages         = {213-227}
      }
      
      
    2. The Turkish Insurance Market: Land of Opportunity. A.S. Selcuk. Journal of International Insurance, 1:77-96, 1999. BibTeX ]
      @article{Selcuk-Kestel36160897,
        title         = {The Turkish Insurance Market: Land of Opportunity},
        journal       = {Journal of International Insurance},
        author        = {A. S. Selcuk},
        year          = {1999},
        volume        = {1},
        pages         = {77-96}
      }
      
      
  • 1994:
    1. Earthquake reliability of lifeline networks. M.S. Yucemen and A.S. Selcuk. Fifth U.s National Conference on Earthquake Engineering - Earthquake Awareness and Mitigation Across the Nation, Proceedings, Vol IV, 809-818, 1994. BibTeX ]
      @article{RID_0822170346372-15,
        title         = {Earthquake reliability of lifeline networks},
        journal       = {Fifth U.s National Conference on Earthquake Engineering - Earthquake Awareness and Mitigation Across the Nation, Proceedings, Vol IV},
        year          = {1994},
        author        = {M. S. Yucemen and A. S. Selcuk},
        pages         = {809-818}
      }
      
      
  • 1993:
    1. Application of Monte Carlo simulation method for the estimation of reliability indices in electric power generation systems. A.S. Selcuk and M. Sahinoglu. Turkish Journal of Engineering and Environmental Sciences, 17:157-163, 1993. BibTeX ]
      @article{SSelcuk-Kestel_MSahinoglu_1993,
        title         = {Application of Monte Carlo simulation method for the estimation of reliability indices in electric power generation systems},
        journal       = {Turkish Journal of Engineering and Environmental Sciences},
        author        = {A. S. Selcuk and M. Sahinoglu},
        year          = {1993},
        volume        = {17},
        pages         = {157-163}
      }
      
      
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