Ayşe Arık

Ayşe Arık
Phone: +90312 297 61 60 (office)
e-mail: [email protected]
[email protected]
Education and Awards:
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Hacettepe University, Faculty of Science, PhD study in the Department of Actuarial Science
(2011-...)
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Hacettepe University, Faculty of Science, MSc Actuarial Science (2009-2011)
Thesis: Pricing Longevity Bonds: Extreme Value Theory and Risk Cubic Pricing Model
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Hacettepe University, Faculty of Science, BSc Actuarial Science (2005-2009)
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Hacettepe University, Faculty of Economics and Administrative Sciences, Minor Degree in
Economics (2007-2009)
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50th Year High School (2001-2005)
(first degree of the high school)
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First Degree in graduation from Hacettepe University, Faculty of Science, Department of
Actuarial Science (2009)
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Hacettepe University, Honor Award (2009)
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Ihsan Doğramacı Award for High Accomplishment (2009)
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Study Scholarship for MsC research from TUBITAK (2009-2011)
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Study Scholarship for PhD research from TUBITAK (2011-...)
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Scholarship from Hacettepe University to study on PhD thesis on abroad (2013)
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Scholarship from International Actuarial Association (IAA) for congress registration fees of 30th
International Congress of Actuaries and hotel accommodation (2014)
Papers:
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Arık, A., Okur, Y.Y., Şahin, S., "Pricing Pension Buy-outs under Dependence Assumption"
ongoing study.
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Lin, Y., Shi, T., Arık, A., 2016, “Pricing Buy-ins and Buy-outs”, Journal of Risk and Insurance,
http://ssrn.com/abstract=2745368 (Indexed in the SSCI, EconLit, RePEc, Lexis-Nexis, Dow
Jones Interactive etc.).
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Karabey, U., Şahin, S., Arık, A., 2016, "Pricing Turkish Longevity Risk", IJEES International
Journal of Ecological Economics and Statistics, Accepted for Vol:37, Issue 2 (Indexed in
SCOPUS, EconLit, JEL, CIS, ISI, IndecCopernicus).
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Arık, A., Sucu, M., 2011, “Pricing Longevity Bonds: Extreme Value Theory and Risk Cubic
Pricing Model”, İstatistikçiler Dergisi, Vol:4, No:2, pp 69-85 (published in Turkish).
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Arık, A., Bulut, B., Sucu, M., 2013, “Measuring Financial Risks with Extreme Value Theory”,
Anadolu University Journal of Science and Technology-A Applied Sciences and Engineering
(published in Turkish).
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Arık, A., Nevruz, E., Karabey, U., 2013, “Measuring Financial Risks of Some Emerging Markets
by Using Extreme Value Theory”, İstatistikçiler Dergisi: İstatistik&Aktüerya, Vol:6, No:2, pp
86-95 (published in Turkish).
Congress and Seminars:
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Arık, A., Bulut, B., Özkök, E., Sucu, M.,”The Lee-Carter Method and Poisson Log-Bilinear
Model: An Application to Turkish Census Data”, 25th European Conference on Operational
Research, July 8-11, 2012, Vilnius, Lithuania, as a chair.
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Annuity and Longevity Seminar, March 5, 2012, Istanbul, Turkey, as a listener.
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Arık, A., Nevruz, E., Karabey, U., “Uç Değer Kuramı ve Risk Analizi: Gelişmekte Olan Finansal
Piyasalar İçin Bir Uygulama”, 1. Ulusal Sigorta ve Aktüerya Kongresi (Poster Presentation),
June 5-6, 2013, Ankara, Turkey.
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Arık, A., Bulut, B., Özkök, E., Sucu, M., “Türkiye Ölümlülük Verisinin Modellenmesi Üzerine Bir
Uygulama”, 1. Ulusal Sigorta ve Aktüerya Kongresi (Poster Presentation), June 5-6, 2013,
Ankara, Turkey.
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Arık, A., Bulut, B., Özkök, E., Sucu, M.,”A Bayesian Approach to Modelling Turkish Mortality
Rates and Pricing a Longevity Bond”, 26th European Conference on Operational Research, July
1-4, 2013, Rome.
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Arık, A., Nevruz, E., Karabey, U., “Extreme Value Theory and Risk Analysis: An Application for
Emerging Financial Markets”, The 17th of International Congress on Insurance: Mathematics
and Economics, July 1-3, 2013, Copenhagen.
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Karabey, U., Şahin, Ş., Arık, A., “Selecting the Best Pricing Model to Conform to a Country’s
Available Data”, 30th International Congress of Actuaries (Oral Presentation), March 30-April
4, 2014, Washington DC.
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Arık, A., Şahin, Ş., “Impact of Different Investment Strategies on Pricing of Pension Bulk
Annuities”, The 18th International Congress on Insurance: Mathematics and Finance (Oral
Presentation), July 10-July 12, 2014, Shanghai.
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Şimşek, G., Arık, A., Okur, Y.Y., “Analyzing Collateralized Debt Obligations as a Hedging
Instrument for a Pension Plan”, The 18th International Congress on Insurance: Mathematics
and Finance, July 10-July 12, 2014, Shanghai, as a listener.
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Lin, Y., Shi, T., Arık, A., “Pricing Buy-ins and Buy-outs”, The 18th International Congress on
Insurance: Mathematics and Finance, July 10-July 12, 2014, Shanghai, as a listener.
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International Actuarial Association Council and Committee Meetings, April 7-April 12, 2015,
Zurich, as a member.
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Arık, A., Okur, Y.Y., Şahin, Ş., “Pricing of Pension Buy-outs under Dependence Assumption”,
The 11th International Longevity Risk and Capital Markets Solutions Conference (Oral
Presentation), September 7-September 9, 2015, Lyon.
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International Actuarial Association Regional Development Meetings (Eurasia and Middle East),
September 28-September 29, 2015, Baku, as a member.
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International Actuarial Association Council and Committee Meetings, May 24-May 29, 2016,
St. Petersburg, as a member.
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Arık, A., Şahin, Ş., Okur, Y.Y., “On the Pension Buy-out Pricing in Presence of Stochastic
Interest and Mortality Rates”, The Joint IACA, IAAHS, PBSS and IPEBLA Colloquium (Oral
Presentation), June 27-June 29, 2016, St. John’s, NL, Canada.
Work Experience:
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15/12/2009-... : Hacettepe University, Actuarial Science, Research Assistant
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A member of International Actuarial Association Eurasia and Middle East Committee, 2014
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A member of International Actuarial Association Mortality Working Group, 2015
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PhD research between 13 July 2013 and 17 December 2013 in the University of NebraskaLincoln, USA
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Registered Actuary, Republic of Turkey Prime Ministry Undersecretariat of Treasury,
Registration number:125, December 2012 (member of Actuarial Society of Turkey)
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Republic of Turkey Prime Ministry Undersecretariat of Treasury, Result of 3rd Level of Actuarial
Exams is successful, title of Actuary
Republic of Turkey Prime Ministry Undersecretariat of Treasury, Result of 2nd Level of Actuarial
Exams is successful, title of Associate Actuary and
Republic of Turkey Prime Ministry Undersecretariat of Treasury, Result of 1st Level of Actuarial
Exams is successful, title of Trainee Actuary.
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Projects:
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Actuarial Valuation of EXIMBANK, May, 2012
Actuarial Valuation of Ormancılar Yardımlaşma Vakfı, May, 2011
Actuarial Valuation of Dışişleri Bakanlığı Mensupları Sosyal Güvenlik ve Yadımlaşma Vakfı, May,
2010
Actuarial Valuation of İller Bankası Mensupları Sosyal Yardımlaşma ve Emeklilik Vakfı, May,
2010
Actuarial Valuation of Ormancılar Yardımlaşma Vakfı, May, 2010
Giving Actuarial Education to Employees of Social Security Institution, February, 2010
Assistant of Lectures:
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AKT 385– Actuary (2015-2016 Academic Year, Fall Semester)
AKT 303 – Insurance Statistics (2014-2015 Academic Year, Fall Semester)
IST 385– Actuary (2014-2015 Academic Year, Fall Semester)
AKT 420 – Financial Time Series (2013-2014 Academic Year, Spring Semester)
AKT 204 – Actuarial Numerical Analysis (2012-2013 Academic Year, Spring Semester)
AKT 208 – Life Insurance Mathematics (2009-2010 Academic Year, Spring Semester; 20102011 Academic Year, Spring Semester; 2011-2012 Academic Year, Spring Semester; 20122013 Academic Year, Spring Semester)
AKT 311 – Actuarial Mathematics 1 (2010-2011 Academic Year, Fall Semester; 2011-2012
Academic Year, Fall Semester; 2012-2013 Academic Year, Fall Semester)
AKT 309 – Simulation (2011-2012 Academic Year, Fall Semester)
Computer Skills:
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MS Office (Word, Excel, Access, Frontpage, PowerPoint) (advanced)
Programming Language of JAVA (good)
MATLAB (very good)
SPSS, MINITAB (very good)
R (advanced)
WinBugs (good)
Foreign Language:
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Turkish (native)
English (TOEFL IBT, 97)
French (beginner)