Risk measures and solvency - Special Issue: Guest Editors' Foreword. - Ömer L. Gebizlioglu; Jan Dhaene (J. Comput. Appl. Math., 2009)

Risk analysis under progressive type II censoring with binomial claim numbers. - Sibel Acik Kemaloglu; Ömer L. Gebizlioglu (J. Comput. Appl. Math., 2009)

Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution. - Ömer L. Gebizlioglu; Birdal Senoglu; Yeliz Mert Kantar (J. Comput. Appl. Math., 2011)

Preface. - Marc J. Goovaerts; Ömer L. Gebizlioglu; Ismihan Bayramoglu; Ersan Akyildiz (J. Comput. Appl. Math., 2011)

Bivariate Pseudo-Gompertz distribution and concomitants of its order statistics. - Serap Yörübulut; Ömer L. Gebizlioglu (J. Comput. Appl. Math., 2013)

Recent Advances in Applied and Computational Mathematics: ICACM-IAM-METU. - Ersan Akyildiz; Ömer L. Gebizlioglu; Bülent Karasözen; Ömür Ugur; Gerhard-Wilhelm Weber (J. Comput. Appl. Math., 2014)

Measurement of bivariate risks by the north-south quantile points approach. - Emel Kizilok Kara; Ömer L. Gebizlioglu (J. Comput. Appl. Math., 2014)

On concomitants of upper record statistics and survival analysis for a pseudo-Gompertz distribution. - Serap Yörübulut; Ömer L. Gebizlioglu (J. Comput. Appl. Math., 2014)

Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences. - Serkan Eryilmaz; Ömer L. Gebizlioglu (J. Comput. Appl. Math., 2017)

A max-min model of random variables in bivariate random sequences. - Ismihan Bayramoglu; Ömer L. Gebizlioglu (J. Comput. Appl. Math., 2021)