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dr. K. (Katrien) Antonio

Faculty of Economics and Business
Section Quantitative Economics
Photographer: Inge Van den Heuvel (Eye Flash)

Visiting address
  • Roetersstraat 11
  • Room number: 4.22
Postal address
  • 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).

    Grants and awards

    • Ageas research chair on insurance analytics at KU Leuven (since 2019). 
    • Argenta research chair on loss modeling and reserving (since 2017).
    • Ageas CE research chair in insurance analytics at KU Leuven (as promoter) (since 2015).
    • Grant awarded by the Belgian National Bank (NBB) ('finaliteitsbeurs') for the PhD project of Anastasios Bardoutsos (KU Leuven) on 'Econometric models for insurance applications: essays on Bayesian mortality models, heavy tails and extreme value statistics'.
    • C2 research project (601,500 euro) awarded by KU Leuven's research council (as promoter), since October 2015.
    • IWT Strategisch Basis Onderzoek grant for the project 'Innovative pricing and reserving for non-life insurance' (nr. 131173), financing PhD student Roel Verbelen, January 2014-December 2017. Promoter: Gerda Claeskens, co-promoter: Katrien Antonio.
    • Carefin – Bocconi Centre for Applied Research in Finance research grant for the project Bayesian mortality models for two and more (sub)populations, with A. Bardoutsos and W. Ouburg, December 2013.
    • Best session award as voted by the participants at the Casualty Loss Reserve Seminar, Casualty Actuarial Society, Boston, USA, September 2013.
    • Research grant from FWO (Belgium) in 2012 (244,000 euro) for the project 'Stochastic models in health insurance' (with prof. Jan Dhaene (KU Leuven) and prof. Michel Denuit (UCL)).
    • Johan de Witt prize (2011) by the Dutch Actuarial Association for their paper 'Micro-level stochastic loss reserving' (with dr. Richard Plat).
    • Veni grant (2009) by NWO (250,000 euro) for the project 'Non-life: a life insurance approach'. 

    Research interests

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

    Consulting work and CPD courses

    • Katrien is available for consulting work and CPD courses that meet her research interests.
    • Examples of recent in house trainings: machine learning training, stochastic loss reserving, stochastic modeling of longevity risk, predictive modeling, predictive modeling in non-life insurance, loss reserving, ...

    Teaching

    • Life and non-life insurance, predictive modeling, analytics, general statistics and probability theory, statistics for finance and insurance (at KU Leuven and University of Amsterdam). 
    • Current courses: Life Insurance Mathematics (UvA, Bachelor in econometrics and actuarial science), APC on disability insurance (with Niels Van Der Laan and Pieter Bultena), APC on insurance analytics (with Bram Wouters), Loss Models (KU Leuven, Master in Insurance Studies), Data science for non-life insurance (KU Leuven, Master in Actuarial and Financial Engineering) and Advanced Life Insurance Mathematics (KU Leuven, Master in Actuarial and Financial Engineering).

    MSc Thesis supervision

    • The MSc thesis by Tine Huybrechts (supervisor: Katrien Antonio) was awarded the IA|BE prize in 2018. Topic: Updating the IA|BE mortality projection model
    • The MSc thesis by Roel Henckaerts (suoervisor: Katrien Antonio) was awarded the IA|BE prize in 2017. Topic: a data driven binning strategy for risk factors in P&C insurance.
    • The MSc thesis by Rachel Bonsel (supervisor: Katrien Antonio) was short listed for the HK Van Nieuwenhuis prize for the best thesis in economics at UvA. Topic: The effect of the economic climate on morbidity.
    • The MSc thesis by Maxime Clijsters (supervisor: Katrien Antonio) was awarded the Johan de Witt thesis prize 2015 for the best quantitative thesis (by the Dutch Actuarial Association) and the IA|BE prize in 2016. Topic: Dealing with continuous variables and geographical information in non-life insurance ratemaking. Practical solutions applied to a car insurance data set.
    • The MSc thesis by Bruno De Laet (supervisor: Katrien Antonio) was awarded the IA|BE prize in 2015. Topic: regression trees and ensembles of trees for P&C pricing.
    • The MSc thesis by Roel Verbelen (supervisor: Katrien Antonio & Tim Verdonck) was awarded the IA|BE prize (by the Belgian Institute of Actuaries) in 2014. Topic: phase type distributions, mixtures of Erlangs.
    • The MSc thesis by Wilbert Ouburg (supervisor: Katrien Antonio) was nominated for the Johan de Witt prijs 2013 and was awarded the Netspar thesis award 2014. Topic: Bayesian single and multivariate population mortality models.
    • The MSc thesis written by Hok-Kwan Kan (under supervision of Katrien Antonio) was nominated for the Johan de Witt prijs 2012 (2nd place) and was awarded the Netspar thesis award in 2013. Topic: Bayesian experience rating in mortality
    • The MSc thesis written by Frederik Borgers (under supervision of Katrien Antonio) was awarded the IA|BE prize (by the Belgian Institute of Actuaries) in March 2012. Topic: micro-level loss reserving.
    • The MSc thesis written by Frank Van Berkum (under supervision of Katrien Antonio) was awarded in 2011 the H.K. Van Nieuwenhuis prize for the best thesis in economics at UvA. Topic: tarification in automobile insurance.
    • Best AFI (Accountancy/Finance/Insurance) papers at Faculty of Economics & Business (KU Leuven): Laurence Verheye & Siska Depril (2012) on mortality forecasting with the AG projection method, Bruno De Laet (2013) on mortality improvement rate modeling.
    • Other (selected) recent MSc thesis projects: Laurence Verheye & Siska Depril (KU Leuven) on Rosenlund's RDC reserving method (2012), Roel Verbelen (KU Leuven) on Phase type distributions and mixtures of Erlangs - as study of theoretical concepts, calibration techniques and actuarial applications (2013), Bruno De Laet (KU Leuven) on Regression trees and ensembles of trees in P&C pricing (2014), Lianne Westinga (UvA) and Lize Devolder (KU Leuven) on Computational aspects of calibrating and projection of stochastic mortality models (2014).
    • Contact me if interested in any of those papers.
  • CV

    CV Katrien Antonio (last update January, 2020).

    For more details, please visit my personal homepage 

  • Working papers

    Please consult my personal homepage for full details and an up to date list; see https://katrienantonio.github.io.

  • Talks

    [Check CV for a full list]

  • Publications

    2019

    2018

    2017

    • Antonio, K., Devriendt, S., de Boer, W., de Vries, R., De Waegenaere, A., Kan, H. K., ... 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

    • 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. [details]

    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.
  • Ancillary activities
    • No ancillary activities