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Prof. dr. K. (Katrien) Antonio

Faculteit Economie en Bedrijfskunde
Sectie Quantitative Economics
Fotograaf: Inge Van den Heuvel (Eye Flash)

Bezoekadres
  • Roetersstraat 11
  • Kamernummer: 4.22
Postadres
  • Postbus 15867
    1001 NJ Amsterdam
Social media
  • Profiel

    Bio

    • Associate professor in actuarial science at the University of Amsterdam and professor in insurance data science at KU Leuven (main affiliation).
    • MSc in Mathematics (KU Leuven, 2003) and PhD in statistics and actuarial science (KU Leuven, 2007).

    Personal homepage: 

    For more information please visit https://katrienantonio.github.io

     

    Research interests

    • Insurance data science, insurance analytics.
    • Actuarial science.
    • Quantitative risk modeling.
    • Pricing and reserving for non-life, life and health insurance.
    • Mortality modeling and forecasting.
  • Publicaties

    2022

    • Robben, J., Antonio, K., & Devriendt, S. (2022). Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model. Risks, 10(2), 1-33. [26]. https://doi.org/10.3390/risks10020026

    2021

    2019

    2018

    2017

    • Antonio, K., Devriendt, S., de Boer, W., de Vries, R., De Waegenaere, A., Kan, H-K., Kromme, E., Ouburg, W., Schulteis, T., Slagter, E., van der Winden, M., van Iersel, C., & Vellekoop, M. (2017). Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. European Actuarial Journal, 7(2), 297-336. https://doi.org/10.1007/s13385-017-0159-x [details]
    • Dhaene, J., Godecharle, E., Antonio, K., Denuit, M., & Hanbali, H. (2017). Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation. ASTIN Bulletin, 47(3), 803-836. https://doi.org/10.1017/asb.2017.13 [details]
    • Reynkens, T., Verbelen, R., Beirlant, J., & Antonio, K. (2017). Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions. Insurance: Mathematics & Economics, 77, 65-77. https://doi.org/10.1016/j.insmatheco.2017.08.005 [details]
    • 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

    2015

    2014

    • Antonio, K., & Plat, R. (2014). Micro-level stochastic loss reserving for general insurance. Scandinavian Actuarial Journal, 2014(7), 649-699. https://doi.org/10.1080/03461238.2012.755938 [details]
    • Antonio, K., & Zhang, Y. (2014). Linear mixed models. In E. W. Frees, R. A. Derrig, & G. Meyers (Eds.), Predictive modeling applications in actuarial science - Vol. 1: predictive modeling techniques (pp. 182-216). (International Series on Actuarial Science). New York: Cambridge University Press. [details]
    • Antonio, K., & Zhang, Y. (2014). Nonlinear mixed models. In E. W. Frees, R. A. Derrig, & G. Meyers (Eds.), Predictive modeling applications in actuarial science - Vol. 1: predictive modeling techniques (pp. 398-426). (International Series on Actuarial Science). New York: Cambridge University Press. [details]
    • 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]
    • Pigeon, M., Antonio, K., & Denuit, M. (2014). Individual loss reserving using paid-incurred data. Insurance: Mathematics & Economics, 58, 121-131. https://doi.org/10.1016/j.insmatheco.2014.06.012 [details]

    2013

    2012

    2010

    2008

    • Antonio, K., & Beirlant, J. (2008). Issues in claims reserving and credibility: a semiparametric approach with mixed models. The Journal of Risk and Insurance, 75(3), 643-676. https://doi.org/10.1111/j.1539-6975.2008.00278.x [details]
    • Antonio, K., & Beirlant, J. (2008). Risk classification in nonlife insurance. In E. L. Melnick, & B. S. Everitt (Eds.), Encyclopedia of quantitative risk analysis and assessment. - Vol. 4 (pp. 1530-1535). Chichester [etc.]: Wiley. [details]
    • van Calster, H., Endels, P., Antonio, K., Verheyen, K., & Hermy, M. (2008). Coppice management effects on experimentally established populations of three herbaceous layer woodland species. Biological Conservation, 141(10), 2641-2652. https://doi.org/10.1016/j.biocon.2008.08.001 [details]

    2007

    2006

    2005

    • Antonio, K., Beirlant, J., & Hoedemakers, T. (2005). Discussion on 'A Bayesian generalized linear model for the Bornhuetter-Ferguson method of claims reserving'. North American Actuarial Journal, 9(3), 143-145.

    2004

    • Antonio, K., Goovaerts, M., & Hoedemakers, T. (2004). On the distribution of Discounted Loss Reserves. Medium Econometrische Toepassingen, 12(3), 12-16. [details]

    2017

    • Antonio, K., & Charpentier, A. (2017). La tarification par genre en assurance: corrélation ou causalité? Risques, 109, 107-110. [details]

    2015

    • Antonio, K., & Devriendt, S. (2015). Lang leven in België: een nieuwe prognose. (Leuvense Economische Standpunten; No. LES 2015/151). Leuven: KU Leuven. [details]

    2013

    • Antonio, K., & Plat, R. (2013). Stochastische schadereservering op microniveau. In F. Thooft (Ed.), 50 jaar ASTIN: verleden, heden en toekomst (pp. 28-31). Utrecht: Koninklijk Actuarieel Genootschap. [details]

    2012

    • Antonio, K. (2012). Bijlage bij prognosetafel AG2012-2062: sluiten van de periodetafel GBM/V 2005-2010. Utrecht: Actuarieel Genootschap & Actuarieel Instituut. [details]
    • Antonio, K., & Plat, R. (2012). Schadereservering anders?: van driehoeken naar micro-data. Actuaris, 19(6), 32-34. [details]
    • Antonio, K., van der Heijden, A. M. J. H., Meijer, R. E. V., Smit, C. T., Tornij, J. H., de Vries, R. W. J., ... van Zijp, P. P. C. (2012). Prognosetafel AG 2012-2062. Utrecht: Het Actuarieel Genootschap / Actuarieel Instituut. [details]

    2010

    • Antonio, K., & Dannenburg, D. (2010). Credibiliteit 2.0. Actuaris, 17(5), 32-35. [details]
    • Antonio, K., & Plat, R. (2010). Micro-level stochastic loss reserving. Aenorm, 18(69), 15-17. [details]
    • Plat, R., & Antonio, K. (2010). Stochastische schadereservering op microniveau. Actuaris, 18(2), 26-27.

    2008

    • Antonio, K. (2008). Statistical tools for non-life insurance. Aenorm, 59, 5-9. [details]

    2018

    • van Berkum, F. (2018). Models for population-wide and portfolio-specific mortality. [details]

    2007

    • Antonio, K. (2007). Statistical Tools For Non-Life Insurance: Essays On Claims Reserving And Ratemaking For Panels And Fleets.
    This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list.
  • Nevenwerkzaamheden
    • KU Leuven
      gewoon hoogleraar actuariële wetenschappen