EZGİ NEVRUZ

EZGİ NEVRUZ
Address
: Department of Actuarial Sciences, Faculty of Science, Hacettepe
University, 06800 Beytepe, Çankaya/Ankara/TURKEY
Phone
: +90 312 297 61 60 – 116
Fax
: +90 312 297 79 98
E-mail
: [email protected] – [email protected]
Web Page : http://www.aktuerya.hacettepe.edu.tr/pers/EzgiNevruz.php
EDUCATION
 Hacettepe University, Institute of Science
Department of Actuarial Sciences (PhD)
Thesis: Impacts of Risk Perception on Multicriteria Ranking and
Prioritization of Risks (Supervisor: Dr. Kasırga YILDIRAK)
(2012-...)
 Hacettepe University, Institute of Science
Department of Actuarial Sciences (MSc)
Thesis: Comparison of the Performance of Some Loss Reserving
Methods with Simulation (Supervisor: Dr. Yasemin GENÇTÜRK)
(2009-2012)
 Hacettepe University, Faculty of Science
Department of Actuarial Sciences (BSc)
(2004-2009)
 Hacettepe University, Faculty of Economics and Administrative Sciences
Department of Economics (Minor Degree)
(2006-2009)
WORK EXPERIENCE
 Research Assistant
Hacettepe University, Department of Actuarial Sciences
(06.01.2011-...)
 Summer Internship
Yapı Kredi Insurance Company, Research-Development
(July-August 2008)
FIELDS OF INTEREST
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Multicriteria Prioritization and Ranking of Risks
Environmental Risks
Loss Reserving
Simulation
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SEMINARS
 Nevruz, E., Gençtürk, Y.
“Comparison of the Performance of Some Loss Reserving Methods with
Simulation”
Hacettepe University, Department of Actuarial Sciences, Departmental
Seminars
Ankara, Turkey
(01.06.2012)
 Arık, A., Nevruz, E., Karabey, U.
"Extreme Value Theory and Risk Analysis: An Application of Emerging
Financial Markets"
Hacettepe University, Department of Actuarial Sciences, Departmental
Seminars
Ankara, Turkey
(06.12.2013)
PROCEEDINGS
Nevruz, E., Şahin, Ş.
“A Comparison of the GARCH Models and Extreme Value Theory in terms of Risk
Measures for Emerging Markets”
The 18th International Congress on Insurance: Mathematics and Economics (as a
presenter)
Shanghai, China
(10-12 July 2014)
Nevruz, E., Gençtürk, Y.
“A Comparison of Stochastic Loss Reserving Methods”
30th International Congress of Actuaries (as a presenter)
Washington, D.C., USA
(30 March-4 April 2014)
Nevruz, E., Tüzel, S., Dodd(Özkök), E.
“Smoothing and Forecasting Turkish Mortality Rates”
8th International Statistics Congress (as a presenter, in Turkish)
Antalya, Turkey
(27-30 October 2013)
Arık, A., Nevruz, E., Karabey, U.
“Extreme Value Theory and Risk Analysis: An Application for Emerging Financial
Markets”
The 17th International Congress on Insurance: Mathematics and Economics (as a
presenter)
Copenhagen, Denmark
(1-3 July 2013)
Arık, A., Nevruz, E., Karabey, U.
“Extreme Value Theory and Risk Analysis: An Application for Emerging Financial
Markets”
1. Ulusal Sigorta ve Aktüerya Kongresi (Poster Presentation, in Turkish)
Ankara, Turkey
(5-6 June 2013)
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PAPERS
 Nevruz, E., Gençtürk, Y.
“Comparison of the Performance of Some Loss Reserving Methods with
Simulation”
Anadolu University Journal of Science and Technology-A Applied Sciences
and Engineering Vol: 15, No: 1, 2014, pp. 15-31.
http://dergipark.ulakbim.gov.tr/aubtda/article/download/1066000259/10660001
66
(National Refereed Journal, Listed in EBSCO, DOAJ (Directory of Open
Access Journals) and ULAKBİM Mühendislik ve Temel Bilimler Veri Tabanı
(MTBVT))
 Arık, A., Nevruz, E., Karabey, U.
“Measuring Financial Risks of Some Emerging Markets by Using Extreme
Value Theory”
İstatistikçiler Dergisi: İstatistik&Aktüerya Vol: 6, No: 2, 2013, pp. 86-95.
http://www.istatistikciler.org/dergi/IstDer130203.pdf
(National Refereed Journal, Listed in DergiPark by TUBİTAK-ULAKBİM,
Google Scholar)
PROJECTS
 Evaluation of the Efficiency of Agricultural Insurance and Management of
Natural Disasters in Agriculture
(Researcher, National Project, T.C. Gıda Tarım ve Hayvancılık Bakanlığı
Tarımsal Araştırmalar ve Politikalar Genel Müdürlüğü (TAGEM))
(29.04.2015-...)
 2nd National Insurance and Actuarial Congress
(Researcher, National Project, Hacettepe University)
(16.06.2015-07.01.2016)
 Actuarial Valuation of MİPVAK
(June, 2011)
ASSISTED LECTURES
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AKT704 Actuarial Data Graduation (MSc-PhD)
AKT105 Computer Programming (BSc)
AKT201 Mathematical Statistics I (BSc)
AKT202 Mathematical Statistics II (BSc)
AKT204 Actuarial Numerical Analysis (BSc)
AKT208 Life Insurance Mathematics (BSc)
AKT303 Insurance Statistics (BSc)
AKT321 Product and Finance (BSc)
BEB650 Usage of Basic Information and Communication Technologies (BSc)
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AWARDS & HONORS
 Scholarship from International Actuarial Association (IAA) for congress
registration fees and hotel accommodation (ICA2014)
(30 March-4 April 2014)
 PhD Scholarship from The Scientific and Technological Research Council of
Turkey (TÜBİTAK)
(October,2012-...)
 MSc Scholarship from The Scientific and Technological Research Council of
Turkey (TÜBİTAK)
(October, 2010-August,2011)
 Actuarial Exams, Republic of Turkey Prime Ministry Undersecretariat of
Treasury,
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3rd Level
Successful in
“Non-life Insurance” exam.
(December, 2014)
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2nd Level
Successful
Title of Assistant Actuary
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1st Level
Successful
Title of Trainee Actuary
(November, 2014)
(June, 2011)
 Second Degree in Graduation from Department of Actuarial Sciences,
Hacettepe University
(June, 2009)
 Certificate of High Accomplishment, Faculty of Science, Hacettepe
University
(September, 2008)
 Bronze medal, Inter-university Billiards Tournament, Başkent University
(December, 2005)
RESPONSIBILITIES
 Assistant Coordinator of Minor Program, 2015 – ...
 Member of Executive Committee
2. Ulusal Sigorta ve Aktüerya Kongresi, 17-18 September, 2015
 Academic Advisor of Undergraduate Students, 2010 – ...
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WORKSHOPS & TRAININGS
 SAS Enterprise Guide
Training conducted by Department of Statistics, Hacettepe University
(11-12 September, 2013)
ADDITIONAL SKILLS
 Languages
Turkish (Native)
English (YDS: 75)
 Computer Skills
MS Office Applications (advanced), Latex (advanced)
Programming Language of Java (very good), Turbo Pascal (good)
R (advanced), Matlab (advanced)
Minitab (very good), SPSS (very good)
WinQsb (good)
 Interests
Billiards, Turkish Folk Dance
MEMBERSHIPS
 Actuary Society
 Eğitim ve Bilim Emekçileri Sendikası (EĞİTİM-SEN)
REFERENCES
 Available on request
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