[photo Ayşe Arık]

Ayşe Arık [CV] ORC-id

Last modified
Institution Heriot-Watt University
Status Research Associate in the ARC connected to IFoA funded project
Manager Andrew Cairns
Contact a.arik@hw.ac.uk

Research Interests

Modelling, measurement and management of longevity risk. Morbidity risk modelling. Stochastic short rate and mortality models. Longevity securitization. Actuarial and financial pricing.


  1. Cancer Morbidity Inequalities in England with a Bayesian Analysis [abstract] Ayşe Arık, Erengül Dodd, George Streftaris expected completion September 2019
  2. Pension Buy-out Pricing using Jump Diffusion Models [abstract] Ayşe Arık, Ömür Uğur, Torsten Kleinow expected completion November 2019
  3. Pricing Pension Buy-outs under Stochastic Interest and Mortality Rates [abstract, paper] Ayşe Arık, Yeliz Yolcu Okur, Şule Şahin, Ömür Uğur, Scandinavian Actuarial Journal, 2017
  4. Pricing Buy-ins and Buy-outs [abstract, paper] Yijia Lin, Tianxiang Shi, Ayşe Arık, Journal of Risk and Insurance, 2017
  5. Pricing Turkish Longevity Risk [abstract, paper] Uğur Karabey, Şule Şahin, Ayşe Arık, IJEES International Journal of Ecological Economics and Statistics, 2016
  6. Measuring Financial Risks with Extreme Value Theory [abstract] Ayşe Arık, Başak Bulut, Meral Sucu, Anadolu University Journal of Science and Technology-A Applied Sciences and Engineering, 2013
  7. Measuring Financial Risks of Some Emerging Markets by using Extreme Value Theory [abstract] Ayşe Arık, Ezgi Nevruz, Uğur Karabey, İstatistikçiler Dergisi: İstatistik&Aktüerya, 2013
  8. Pricing Longevity Bonds: Extreme Value Theory and Risk Cubic Pricing Model [abstract] Ayşe Arık, Meral Sucu, İstatistikçiler Dergisi, 2011