Dr F. (Frank) van Berkum
Faculty of Economics and Business
Section Quantitative Economics
Visiting address
- Roetersstraat 11
- Room number: E3.26
Postal address
- Postbus 15867
1001 NJ Amsterdam
Contact details
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Profile
Position
PhD Student
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Publications
2021
van Berkum, F., Antonio, K., & Vellekoop, M. (2021). Quantifying longevity gaps using micro-level lifetime data. Journal of the Royal Statistical Society. Series A: Statistics in Society, 184(2), 548-570. https://doi.org/10.1111/rssa.12631 [details]
2017
- van Berkum, F., Antonio, K., & Vellekoop, M. (2017). A Bayesian joint model for population and portfolio-specific mortality. ASTIN Bulletin, 47(3), 681-713. https://doi.org/10.1017/asb.2017.17 [details]
2016
- van Berkum, F., Antonio, K., & Vellekoop, M. (2016). The impact of multiple structural changes on mortality predictions. Scandinavian Actuarial Journal, 2016(7), 581-603. https://doi.org/10.1080/03461238.2014.987807 [details]
2014
- Antonio, K., Shi, P., & van Berkum, F. (2014). Longitudinal data and experience rating. In A. Charpentier (Ed.), Computational actuarial science with R (pp. 511-542). (Chapman & Hall/CRC The R Series). Boca Raton: CRC Press. [details]
2014
- van Berkum, F. (2014). De impact van structurele veranderingen op de projectie van sterftekansen. Actuaris, 21(5), 10-13. [details]
Talk / presentation
- van Berkum, F. (speaker) (2017). Unraveling relevant risk factors explaining pension fund mortality: a case study in the Netherlands, Netspar Pension Day, Utrecht.
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Ancillary activities
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PwC
Consultancy
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PwC
van Berkum, F., Antonio, K., & Vellekoop, M. (2021). Quantifying longevity gaps using micro-level lifetime data. Journal of the Royal Statistical Society. Series A: Statistics in Society, 184(2), 548-570.