J. (Jens) Robben
Faculteit Economie en Bedrijfskunde
Sectie Quantitative Economics
Expertisegebied: actuarial science, life insurance, mortality and longevity modelling, climate risk, machine learning applications
Bezoekadres
- Roetersstraat 11
- Kamernummer: E5.33
Postadres
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Postbus 15867
1001 NJ Amsterdam
Contactgegevens
Social media
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Publicaties
2025
- Robben, J., Antonio, K., & Kleinow, T. (2025). The short-term association between environmental variables and mortality: evidence from Europe. Journal of the Royal Statistical Society. Series A (Statistics in Society). Advance online publication. https://doi.org/10.1093/jrsssa/qnaf052
2024
Robben, J., & Antonio, K. (2024). Catastrophe risk in a stochastic multi-population mortality model. The Journal of Risk and Insurance, 91(3), 599-651. https://doi.org/10.1111/jori.12470 [details]
2022
- Crevecoeur, J., Robben, J., & Antonio, K. (2022). A hierarchical reserving model for reported non-life insurance claims. Insurance: Mathematics and Economics, 104, 158-184.
- 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), 26.
2025
- Robben, J., & Barigou, K. (2025). A Penalized Distributed Lag Non-Linear Lee-Carter Framework for Regional Weekly Mortality Forecasting. ArXiv. https://doi.org/10.48550/arXiv.2509.24087
- Robben, J., Barigou, K., & Kleinow, T. (2025). Granular mortality modeling with temperature and epidemic shocks: a three-state regime-switching approach. (arXiv preprint arXiv:2503.04568).
2024
- Robben, J., Antonio, K., & Kleinow, T. (2024). The short-term association between environmental variables and mortality: evidence from Europe. (v3 ed.) ArXiv. https://doi.org/10.48550/arXiv.2405.18020 [details]
2024
- Robben, J. & Antonio, K. (2024). Replication Data for: "Catastrophe risk in a stochastic multi-population mortality model". Harvard Dataverse. https://doi.org/10.7910/dvn/rced3c
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Nevenwerkzaamheden
Geen nevenwerkzaamheden
Robben, J., & Antonio, K. (2024). Catastrophe risk in a stochastic multi-population mortality model. The Journal of Risk and Insurance, 91(3), 599-651.