INSTITUTE OF APPLIED MATHEMATICS
Embedded Image
Affiliation: Middle East Technical University
Office: S224
Phone: +90 (312) 210-5614
E-Mail: skestel\( @ \)metu.edu.tr
Research Interests: Catastrophic Insurance; Life Insurance; Seismic Risk Analysis; Network Reliability

  • 2017:
    1. Constant proportion portfolio insurance in defined contribution pension plan management. B.Z. Temocin, R. Korn and S.A. Selcuk-Kestel. Annals of Operations Research, 2017. BibTeX | DOI ]
      @article{Temocin_2017,
        doi           = {10.1007/s10479-017-2449-8},
        year          = {2017},
        month         = {mar},
        publisher     = {Springer Nature},
        author        = {Busra Zeynep Temocin and Ralf Korn and A. Sevtap 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. 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        = {Yildirim, B. and Selcuk-Kestel, AS},
        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. Düzgün. 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        = {Erener, A. and Sivas, A.A. and Selcuk-Kestel, A.S. and D{\"u}zg{\"u}n, H.S.}
      }
      
      
    4. Simulation of large earthquakes and its implications on earthquake insurance rates: a case study in Bursa region (Turkey). B. Unal, A.l. 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        = {Unal, B. and Askan, A.l and Selcuk-Kestel, A. S.},
        volume        = {85},
        number        = {1},
        pages         = {215-236}
      }
      
      
    5. The impact of crude oil prices on financial market indicators: copula approach. D. Kayalar, C. Kucukozmen and A. 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        = {Kayalar, DE and Kucukozmen, C. and Selcuk-Kestel, A.},
        volume        = {61},
        pages         = {162-173}
      }
      
      
  • 2016:
    1. Estimation of earthquake insurance Premium rates: Turkish catastrophe insurance pool case. B. Temocin and Selcuk-Kestel. Communications 1, 161–173, 2016. BibTeX | DOI ]
      @article{Selcuk-Kestel36161246,
        title         = {Estimation of earthquake insurance Premium rates: Turkish catastrophe insurance pool case},
        journal       = {Communications 1},
        author        = {Temocin, BZ. and 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        = {Yildirak, K. and Selcuk-Kestel, A. S.},
        volume        = {22},
        number        = {4},
        pages         = {681-691}
      }
      
      
  • 2014:
    1. A Bayesian Pricing Model for CAT Bonds. F. Ahrens, R. Fuess and A. Selcuk-Kestel. Springer, 2014. BibTeX | DOI ]
      @book{Selcuk-Kestel36160635,
        title         = {A Bayesian Pricing Model for CAT Bonds},
        journal       = {Springer Proceedings in Mathematics \& Statistics},
        author        = {Ahrens, F. and Fuess, R. and Selcuk-Kestel, AS},
        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. 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        = {Rees, P. and Selcuk-Kestel, AS.},
        volume        = {259},
        pages         = {425-433}
      }
      
      
    3. System Reliability, Investigation of Draglines Using Fault Tree Analysis. N. Demirel, O. Golbası, Selcuk-Kestel and D. HS. 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        = {Demirel, N. and Golbası, O. and Selcuk-Kestel and Duzgun HS},
        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. Duzgun and L.i. 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        = {Selcuk-Kestel, A. S. and Duzgun, H. S. and Oduncuoglu, L.i},
        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.l. Karpuz and H.S. 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        = {Sari, M. and Selcuk, A. S. and Karpuz, C.l and Duzgun, H. S.},
        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-Kestel. 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        = {Akman, O. and Selcuk-Kestel,A.S.},
        year          = {2006}
      }
      
      
  • 2004:
    1. Accident analysis of two Turkish underground coal mines. M. Sari, H. Duzgun, C. Karpuz and A. 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        = {Sari, M and Duzgun, HSB and Karpuz, C and Selcuk, AS},
        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. 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        = {Sari, M and Karpuz, C and Selcuk, AS},
        pages         = {917-922}
      }
      
      
    2. Compulsory Earthquake Insurance Scheme for Residences in Turkey and Its Implications. A. Selcuk-Kestel, 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        = {Selcuk-Kestel, AS. and Gulkan, P. and Yazici, S.},
        year          = {2001}
      }
      
      
    3. Nonnormal regression. II. Symmetric distributions. M. Tiku, M. Islam and A. 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        = {Tiku, ML and Islam, MQ and Selcuk, AS},
        volume        = {30},
        number        = {6},
        pages         = {1021-1045}
      }
      
      
  • 2000:
    1. Analysis of Tuncbilek underground coal mine accidents based on risk analysis techniques. A. Selcuk, C. Karpuz, H. 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        = {Selcuk, AS and Karpuz, C and Duzgun, HSB and Sari, M},
        pages         = {237-243}
      }
      
      
    2. Candamar\i \cSebekelerinin Deprem Güvenirliği. M. Selcuk-Kestel, Yucemen. Turkish Journal of Engineering and Environmental Sciences, 2000. BibTeX ]
      @article{Selcuk-Kestel36161226,
        title         = {Candamar\i \c{S}ebekelerinin Deprem G{\"u}venirli\u{g}i},
        journal       = {Turkish Journal of Engineering and Environmental Sciences},
        author        = {Selcuk-Kestel, Yucemen, MS},
        year          = {2000}
      }
      
      
    3. Reliability of lifeline networks with multiple sources under seismic hazard. A. Selcuk and M. 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        = {Selcuk, AS and Yucemen, MS},
        volume        = {21},
        number        = {1},
        pages         = {1-18}
      }
      
      
    4. Robust time series: Some engineering applications. M. Tiku and A. 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        = {Tiku, ML and Selcuk, AS},
        pages         = {466-473}
      }
      
      
  • 1999:
    1. Reliability of lifeline networks under seismic hazard. A. Selcuk and M. 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        = {Selcuk, AS and Yucemen, MS},
        volume        = {65},
        number        = {3},
        pages         = {213-227}
      }
      
      
    2. The Turkish Insurance Market: Land of Opportunity. Selcuk-Kestel. Journal of International Insurance, 1999. BibTeX ]
      @article{Selcuk-Kestel36160897,
        title         = {The Turkish Insurance Market: Land of Opportunity},
        journal       = {Journal of International Insurance},
        author        = {Selcuk-Kestel},
        year          = {1999}
      }
      
      
  • 1994:
    1. EARTHQUAKE RELIABILITY OF LIFELINE NETWORKS. M. YUCEMEN and A. 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        = {YUCEMEN, MS and SELCUK, AS},
        pages         = {809-818}
      }
      
      
  • 1993:
    1. Application of Monte Carlo Simulation Method for the Estimation of Reliability Indices in Electric Power Generation Systems. Selcuk-Kestel and M. Sahinoglu. Turkish Journal of Engineering and Environmental Sciences, 1993. BibTeX ]
      @article{Selcuk-Kestel36161223,
        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        = {Selcuk-Kestel and Sahinoglu, M},
        year          = {1993}
      }
      
      
back