Dr F. (Frank) van Berkum
Researcher and lecturer
Faculty of Economics and Business
Section Quantitative Economics
Visiting address
- Roetersstraat 11
Postal address
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Postbus 15867
1001 NJ Amsterdam
Contact details
Social media
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Profile
Researcher at the Research Center for Longevity Risk (https://rclr.nl)
Lecturer for the course Introduction Econometrics & Actuarial Science (first years' course)
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Other activities
- Scientific Member of the Mortality Research Committee of the Dutch Actuarial Association (CSO)
- Lecturer at the Actuarial Institute
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Publications
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. Advance online publication. 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. Advance online publication. 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. Advance online publication. 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. (2022). Estimating the impact of the COVID-19 pandemic using granular mortality data. (v1 ed.) ArXiv. https://doi.org/10.48550/arXiv.2209.06473 [details]
2023
- van Berkum, F., & Hoogervorst, K. (2023). Een zoektocht naar de bron van ontwikkelingen in de levensverwachting. De Actuaris, 31(1), 41-43. https://www.actuarieelgenootschap.nl/kennisbank/een-zoektocht-naar-de-bron-van-ontwikkelingen-in-de-levensverwachting-1.htm [details]
- van Heerwaarden, A. E., Can, S. U., Vellekoop, M. H., van Berkum, F., Laeven, R. J. A., van Meurs, R. G. M., & de Koning, Y. (2023). De evolutie van de actuaris: Van kasuaris tot vogelbekdier en verder. De Actuaris, 30(4), 8-11. https://www.actuarieelgenootschap.nl/kennisbank/de-evolutie-van-de-actuaris-1 [details]
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 [details]
2014
- van Berkum, F. (2014). De impact van structurele veranderingen op de projectie van sterftekansen. Actuaris, 21(5), 10-13. http://www.ag-ai.nl/download/19274-21-5-art.vBerkum.pdf [details]
Talk / presentation
- 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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Ancillary activities
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PwC
Consultancy -
Actuarial Institute
Lecturer
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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. Advance online publication.