Prof. dr. K. (Katrien) Antonio
Faculty of Economics and Business
Section Quantitative Economics
Visiting address
- Roetersstraat 11
- Room number: 4.22
Postal address
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Postbus 15867
1001 NJ Amsterdam
Contact details
Social media
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Profiel
Bio
- Professor in actuarial data science at the University of Amsterdam (part time) and professor in actuariel science and insurance analytics 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.
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Publications
2025
Antonio, K., De Spiegeleer, J., Schoutens, W., & Verschueren, E. (in press). The skin-in-the-game bond: a novel sustainable capital instrument. In K. Alexander, M. Gargantini, & M. Siri (Eds.), The Cambridge Handbook of EU Sustainable Finance: Regulation, Supervision and Governance (Cambridge law handbooks). Cambridge University Press. https://doi.org/10.2139/ssrn.3827001
2024
- Campo, B., & Antonio, K. (2024). On clustering levels of a hierarchical categorical risk factor. Annals of Actuarial Science. https://doi.org/10.1017/S1748499523000283
2023
- Campo, B., & Antonio, K. (2023). Insurance pricing with hierarchically structured data: an illustration with a workers' compensation insurance portfolio. Scandinavian Actuarial Journal. Advance online publication. https://doi.org/10.1080/03461238.2022.2161413
- Crevecoeur, J., Antonio, K., Desmedt, S., & Masquelein, A. (2023). Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims. ASTIN Bulletin, 53(2), 185-212. https://doi.org/10.1017/asb.2023.14 [details]
- Deprez, L., Antonio, K., & Boute, R. (2023). Empirical risk assessment of maintenance costs under full-service contracts. European Journal of Operational Research, 304(2), 476-493. https://doi.org/10.1016/j.ejor.2022.03.055 [details]
- Deprez, L., Antonio, K., Arts, J., & Boute, R. (2023). Data-driven preventive maintenance for a heterogeneous machine portfolio. Operations Research Letters, 51(2), 163-170. https://doi.org/10.1016/j.orl.2023.01.006 [details]
2022
- Crevecoeur, J., Robben, J., & Antonio, K. (2022). A hierarchical reserving model for reported non-life insurance claims. Insurance: Mathematics & Economics, 104, 158-184. https://doi.org/10.1016/j.insmatheco.2022.02.005 [details]
- Deresa, N. W., Van Keilegom, I., & Antonio, K. (2022). Copula-based inference for bivariate survival data with left truncation and dependent censoring. Insurance: Mathematics and Economics, 107, 1-21. https://doi.org/10.1016/j.insmatheco.2022.07.011 [details]
- Henckaerts, R., & Antonio, K. (2022). The added value of dynamically updating motor insurance prices with telematics collected driving behavior data. Insurance: Mathematics & Economics, 105, 79-95. https://doi.org/10.1016/j.insmatheco.2022.03.011 [details]
- Henckaerts, R., Antonio, K., & Côté, M-P. (2022). When stakes are high: balancing accuracy and transparency with Model-Agnostic Interpretable Data-driven suRRogates. Expert Systems With Applications, 202, Article 117230. https://doi.org/10.1016/j.eswa.2022.117230 [details]
- 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), Article 26. https://doi.org/10.3390/risks10020026 [details]
- Verbelen, R., Antonio, K., Claeskens, G., & Crevecoeur, J. (2022). Modeling the occurrence of events subject to a reporting delay via an EM algorithm. Statistical Science, 37(3), 394-410. https://doi.org/10.1214/21-STS831 [details]
- Óskarsdóttir, M., Ahmed, W., Antonio, K., Baesens, B., Dendievel, R., Donas, T., & Reynkens, T. (2022). Social network analytics for supervised fraud detection in insurance. Risk Analysis, 42(8), 1872-1890. https://doi.org/10.1111/risa.13693 [details]
2021
- Antonio, K., Dutang, C., & Tsanakas, A. (2021). Editorial - special issue insurance data science. Annals of Actuarial Science, 15(2), 205-206. https://doi.org/10.1017/S174849952100018X [details]
- Deprez, L., Antonio, K., & Boute, R. (2021). Pricing service maintenance contracts using predictive analytics. European Journal of Operational Research, 290(2), 530-545. Advance online publication. https://doi.org/10.1016/j.ejor.2020.08.022 [details]
- Devriendt, S., Antonio, K., Reynkens, T., & Verbelen, R. (2021). Sparse regression with Multi-type Regularized Feature modeling. Insurance: Mathematics & Economics, 96, 248-261. Advance online publication. https://doi.org/10.1016/j.insmatheco.2020.11.010 [details]
- Henckaerts, R., Côté, M-P., Antonio, K., & Verbelen, R. (2021). Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods. North American Actuarial Journal, 25(2), 255-285. Advance online publication. https://doi.org/10.1080/10920277.2020.1745656 [details]
- 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. Advance online publication. https://doi.org/10.1111/rssa.12631 [details]
2019
- Crevecoeur, J., Antonio, K., & Verbelen, R. (2019). Modeling the number of hidden events subject to observation delay. European Journal of Operational Research, 277(3), 930-944. https://doi.org/10.1016/j.ejor.2019.02.044 [details]
2018
- Henckaerts, R., Antonio, K., Clijsters, M., & Verbelen, R. (2018). A data driven binning strategy for the construction of insurance tariff classes. Scandinavian Actuarial Journal, 2018(8), 681-705. Advance online publication. https://doi.org/10.1080/03461238.2018.1429300 [details]
- Stripling, E., vanden Broucke, S., Antonio, K., Baesens, B., & Snoeck, M. (2018). Profit maximizing logistic model for customer churn prediction using genetic algorithms. Swarm and Evolutionary Computation, 40, 116-130. Advance online publication. https://doi.org/10.1016/j.swevo.2017.10.010 [details]
- Verbelen, R., Antonio, K., & Claeskens, G. (2018). Unravelling the predictive power of telematics data in car insurance pricing. Journal of the Royal Statistical Society. Series C: Applied Statistics, 67(5), 1275-1304. https://doi.org/10.1111/rssc.12283 [details]
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. Advance online publication. 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. Advance online publication. 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. Advance online publication. https://doi.org/10.1017/asb.2017.17 [details]
2016
- Verbelen, R., Antonio, K., & Claeskens, G. (2016). Multivariate mixtures of Erlangs for density estimation under censoring. Lifetime Data Analysis, 22(3), 429-455. Advance online publication. https://doi.org/10.1007/s10985-015-9343-y [details]
- van Berkum, F., Antonio, K., & Vellekoop, M. (2016). The impact of multiple structural changes on mortality predictions. Scandinavian Actuarial Journal, 2016(7), 581-603. Advance online publication. https://doi.org/10.1080/03461238.2014.987807 [details]
2015
- Antonio, K., Bardoutsos, A., & Ouburg, W. (2015). Bayesian Poisson log-bilinear models for mortality projections with multiple populations. European Actuarial Journal, 5(2), 245-281. https://doi.org/10.1007/s13385-015-0115-6 [details]
- Godecharle, E., & Antonio, K. (2015). Reserving by conditioning on markers of individual claims: a case study using historical simulation. North American Actuarial Journal, 19(4), 273-288. https://doi.org/10.1080/10920277.2015.1046607 [details]
- Verbelen, R., Gong, L., Antonio, K., Badescu, A., & Lin, S. (2015). Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm. ASTIN Bulletin, 45(3), 729-758. https://doi.org/10.1017/asb.2015.15 [details]
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
- Pigeon, M., Antonio, K., & Denuit, M. (2013). Individual loss reserving with the multivariate skew normal framework. ASTIN Bulletin, 43(3), 399-428. https://doi.org/10.1017/asb.2013.20 [details]
- Vercruysse, W., Dhaene, J., Denuit, M., Pitacco, E., & Antonio, K. (2013). Premium indexing in lifelong health insurance. Far East Journal of Mathematical Sciences, Special Volume(4), 365-384. http://www.pphmj.com/abstract/7855.htm [details]
2012
- Antonio, K., & Valdez, E. (2012). Statistical concepts of a priori and a posteriori risk classification in insurance. AStA-Advances in Statistical Analysis, 96(2), 187-224. https://doi.org/10.1007/s10182-011-0152-7 [details]
2010
- Antonio, K., Frees, E. W., & Valdez, E. A. (2010). A multilevel analysis of intercompany claim counts. ASTIN Bulletin, 40(1), 151-177. https://doi.org/10.2143/AST.40.1.2049223 [details]
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). 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
- Antonio, K., & Beirlant, J. (2007). Actuarial statistics with generalized linear mixed models. Insurance: Mathematics & Economics, 40(1), 58-76. https://doi.org/10.1016/j.insmatheco.2006.02.013 [details]
2006
- Antonio, K., Beirlant, J., Hoedemakers, T., & Verlaak, R. (2006). Lognormal mixed models for reported claims reserves. North American Actuarial Journal, 10(1), 30-48. https://doi.org/10.1080/10920277.2006.10596238
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. http://www.econ.kuleuven.be/insurance/pdfs/CommentOnVerrallNAAJ.pdf
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). KU Leuven. http://feb.kuleuven.be/home/les/documenten/les15-151-antonio-devriendt-sterfteprognose-finaal.pdf [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). Koninklijk Actuarieel Genootschap. http://www.ag-ai.nl/download/16816-LR+ASTIN50jaar.pdf [details]
2012
- Antonio, K. (2012). Bijlage bij prognosetafel AG2012-2062: sluiten van de periodetafel GBM/V 2005-2010. Actuarieel Genootschap & Actuarieel Instituut. http://www.ag-ai.nl/download/14133-Sluiten+van+de+periodetafel+GBMV+2005-2010.pdf [details]
- Antonio, K., & Plat, R. (2012). Schadereservering anders?: van driehoeken naar micro-data. Actuaris, 19(6), 32-34. http://www.ag-ai.nl/download/13786-19-6-art.Antonio%2BPlat.pdf [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., de Waegenaere, A. M. B., & van Zijp, P. P. C. (2012). Prognosetafel AG 2012-2062. Het Actuarieel Genootschap / Actuarieel Instituut. http://www.ag-ai.nl/download/14130-Prognosetafel+AG2012-2062.pdf [details]
2010
- Antonio, K., & Dannenburg, D. (2010). Credibiliteit 2.0. Actuaris, 17(5), 32-35. http://www.ag-ai.nl/bibliotheek-1.php?action=view&Content_Id=1944 [details]
- Antonio, K., & Plat, R. (2010). Micro-level stochastic loss reserving. Aenorm, 18(69), 15-17. http://www.aenorm.eu/editions/?edt=8&art=56 [details]
2008
- Antonio, K. (2008). Statistical tools for non-life insurance. Aenorm, 59, 5-9. http://aenorm.nl/artikelen/59-Antonio.pdf [details]
Prize / grant
- Antonio, K. (2023). Brockett - Shapiro actuarial award. https://www.aria.org/brockett-shapiro
- Antonio, K. (2022). Best paper published in 2021 in the North American Actuarial Journal. https://www.tandfonline.com/journals/uaaj20/collections/best-paper-prize-north-american-actuarial-journal
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. -
Ancillary activities
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KU Leuven
gewoon hoogleraar actuariële wetenschappen
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KU Leuven
Antonio, K., De Spiegeleer, J., Schoutens, W., & Verschueren, E. (in press). The skin-in-the-game bond: a novel sustainable capital instrument. In K. Alexander, M. Gargantini, & M. Siri (Eds.), The Cambridge Handbook of EU Sustainable Finance: Regulation, Supervision and Governance (Cambridge law handbooks). Cambridge University Press.