Dr Şule Şahin
Senior Lecturer‎ /‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ ‎ Director of the Centre for Actuarial Compensation and Valuation of Life (CAVOL)

Profile

Biography

Şule Şahin is currently a Senior Lecturer in Actuarial Science at the University of York. Previously, she served as a Lecturer in Actuarial and Financial Mathematics at the University of Liverpool (2017-2022) and held an Associate Professor position in the Department of Actuarial Sciences at Hacettepe University, Türkiye, from 2018 to 2020. She is the Director of the Centre for Actuarial Compensation and Valuation of Life (CAVOL), a member of the Ogden Working Party responsible for the analyses underpinning the Ogden Tables used in determining compensation for personal injury and fatal accident cases, and a Board Member of the AFIR-ERM section of the International Actuarial Association (IAA).

Dr Şahin earned her PhD in Actuarial Mathematics from Heriot-Watt University in 2010. She also holds an MSc in Actuarial Science from Hacettepe University, an MSc in Sociology, and a BSc in Statistics from the Middle East Technical University in Ankara, Türkiye. She is a Fellow of the Institute and Faculty of Actuaries and a Corresponding Member of the Actuarial Society of Türkiye.

Her research interests include stochastic investment models for long-term applications, mortality modelling, and compensation for loss of earnings. She has undertaken research visits to the University of the Witwatersrand, Johannesburg, in 2012 and Columbia University, New York, in 2019 as part of projects funded by the University of the Witwatersrand, the Casualty Actuarial Society, and the Society of Actuaries. In addition to attending numerous conferences, she has published papers in leading actuarial, applied mathematics, and statistics journals. Dr Şahin is also a co-editor of the open-access Springer Actuarial Series book, Pandemics: Insurance and Social Protection, published in 2021.

Research

Overview

Şule’s research interests lie in actuarial mathematics. More specifically, stochastic investment models (also known as economic scenario generators), mortality modelling, and actuarial compensations for loss of earnings and pensions. Her research is interdisciplinary which combines actuarial mathematics, statistics, economics and sociology.

Her recent research focuses on mortality modelling - transitory jumps with renewal process incorporating the history of catastrophic events such as pandemics, two-population models and longevity hedging as well as different aspects of economic scenario generators such as model uncertainty.

She also works on developing advanced actuarial compensation tables for injury and death applied to jurisdictions of different countries.

Publications

Full publications list

Please see York PURE Database.

Teaching

Undergraduate

Şule is a Fellow of Higher Education Academy and she has an extensive teaching experience in undergraduate and graduate levels.

Modules

• Further Statistics for Actuarial Science
• Quantitative Analysis in Management
• Advanced Quantitative Methods

Other teaching

Some of the modules taught previously: 

• Theory of Interest
• Applied Probability
• Actuarial Models
• Statistical Methods in Insurance and Finance
• Life Insurance Mathematics
• Actuarial Programming