Dr. F. (Frank) van Berkum
Onderzoeker en docent
Administratief Centrum
Faculteit Economie en Bedrijfskunde
Bezoekadres
- Roetersstraat 11
- Kamernummer: E5.30
Postadres
Contactgegevens
Social media
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Profile
Onderzoeker aan het Research Center for Longevity Risk (https://rclr.nl)
Docent voor het vak Introductie Econometrie en Actuariële Wetenschappen (eerstejaarsvak)
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Publicaties
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]
2022
- van Berkum, F., Melenberg, B., & Vellekoop, M. H. (2022). Estimating the impact of the COVID-19 pandemic using granular mortality data. (v1 ed.) ArXiv. https://doi.org/10.48550/arXiv.2209.06473
2022
- Kremer, E., Peters, T., & van Berkum, F. (2022). Voorspellingen verbeteren dankzij postcodeclusters. De Actuaris, 30(1), 38-40. https://www.actuarieelgenootschap.nl/kennisbank/voorspellingen-verbeteren-dankzij-postcodeclusters-1.htm
2014
- van Berkum, F. (2014). De impact van structurele veranderingen op de projectie van sterftekansen. Actuaris, 21(5), 10-13. [details]
Spreker
- 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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Nevenwerkzaamheden
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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.