Browsing by Author "Özgürel, Banu"

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Bankalarda uygulanan hayat sigortaları için kalite fonksiyon göçerim yöntemi
(2017) Dinçer, Gizem; Özgürel, Banu
Quality function deployment (QFD), to ensure customer satisfaction, customer expectations, wishes and needs have not yet been detected, the operation of existing products and / or design services, development and activities to give direction to the production process. In this study, it was researched how to improve the quality of life insurance services provided by banks in terms of customers and beneficiaries by using Quality Function Deployment (QFD) method for life insurances applications for banks in the bank and in the direction of customer demand. Keywords: Quality Function Deployment (QFD), Quality Home, Life Insurance in Banks
Borsa İstanbul'da çeşitli beta ölçütleri ve hisse senedi getirileri: Portföy düzeyinde bir çalışma
(2015) Bengitöz, Pelin; Özgürel, Banu; Umutlu, Mehmet
Investors consider two fundamental characteristics in their investment decisions, which are risk and returns. Capital Asset Pricing Model (CAPM) analyzes the relationship between these two characteristics. According to this model, there is a linear and positive relationship between systematic risk, , and stock return. Besides many empirical studies testing the relationship between systematic risk and stock return at the firm level, the number of empirical studies testing this relation at the portfolio level is increasing in recent years. In this study, the effects of conditional, rolling and static beta measures on stock returns are examined at Istanbul Stock Exchange (ISE) for the period between July 1995 and August 2006. Unlike previous studies on BİST, the effect of systematic risk measures on stock returns is investigated by conducting portfolio-level analyses. Monthly conditional beta is estimated using daily returns within a month. Past twenty-four months of monthly return data are also used to estimate monthly rolling betas. Furthermore, static beta is estimated by using the full sample of monthly returns with the assumption of no time variation in betas. The tests are performed for the pre-, post and during crisis periods as well. Full sample and sub-sample test results show that conditional, rolling and static beta measures do not explain the stock returns at ISE for the period between July 1995 and August 2006.
A Study on the Technical Characteristics of Insurance Companies Marketing Automobile Insurance with QFD
(2015) Ersen, Mert; Özgürel, Banu
Kalite fonksiyon göçerimi, müşterilerin isteklerinin ve ihtiyaçlarının doğrultusunda kaliteli bir ürünün çıkmasını, müşterilerin memnuniyetinin artmasını ve firmaların başarıyı elde etmesini sağlayan bir yöntemdir. Müşterilerin ürün hakkındaki istek ve beklentileri, anket veya odak grup görüşmeleri yardımıyla elde edilir. Toplanan verilerin değerlendirilmesi Analitik Hiyerarşi Süreci (AHS) yardımıyla yapılmıştır. Bu çalışmadaki amaç, KFG ile kasko satan sigorta şirketlerinin müşteri beklentilerini en üst düzeye çıkartmak ve firmaların müşteri beklentilerine göre ürün sunmalarına olanak sağlamaktır. Anahtar sözcükler: Kalite Fonksiyon Göçerimi (KFG), Kasko Sigortası, Müşterinin Sesi (VOC), Analitik Hiyerarşi Süreci (AHS)
Vasıcek modelinde parametrelerin dağılımları
(2013) Ayrancı, Gönül; Özgürel, Banu
Bu çalışmada LIBOR TR faiz oranı verilerinin 2 Ocak 2008 ? 5 Aralık 2012 tarihleri arasındaki günlük zaman serilerinin stokastik davranışlarını incelemek için Vasicek faiz oranı modeli kullanılmıştır. Modelde yer alan parametrelerin tahimininde en küçük kareler tahmin yönteminden faydalanılmıştır. Monte Carlo simulasyonu kullanılarak parametrelerin dağılımları incelenmiştir. Bu metod sayesinde sadece parametre tahmini yapılmamış, parametrelere ilişkin güven aralıkları elde edilmiştir.
Veri üçgeninde negatif değerler bulunduğunda bayes ve stokastik modellerle hasar rezervlerinin karşılaştırılması
(2013) Sert, Tevhide; Özgürel, Banu
It is stated that claims payments made gradually over the years with negative values creates problem for insurance company reserves. In this study, the claims reserves consisting negative values, has been converted to positive values by using Bayesian and Stochastic Chain Ladder method. For this method, Prof. R. L. Brown?s American Insurance Company data have been used. During the application part, two models of a study have been chosen. The first one is; Alba?s (2006) which is implementation of Bayesian Chain Ladder Models, second is the studies of Renshaw and Verrall?s (1998) which is implementation of the Stochastic Chain Ladder Models with negative values of claims have been based on with applying R programming language. In this study, by comparing two models their positive and negative aspects have been presented. Keywords: IBNR, Chain Ladder Method, Negative Values in Run-off Triangle, Bayesian Approach, Stochastic Model.