Dr R.M. (Robert) Verschuren
- Roetersstraat 11
- Room number: 4.25
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Postbus 15867
1001 NJ Amsterdam
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Profile
Position
Researcher/Lecturer, Actuarial Data Science
Industry partners
Research interests
Econometrics, Statistical Modeling, Machine Learning, Risk Classification, Non-life Insurance
For more information, visit my personal webpage at: https://sites.google.com/view/RMVerschurenEducation
PhD in Actuarial Data Science, University of Amsterdam (2018-2022)
Specialized courses in Econometrics, Tinbergen Institute (2017-2018)
MSc in Econometrics (cum laude), University of Amsterdam (2016-2017)
BSc in Econometrics & Operations Research (cum laude), University of Amsterdam (2013-2016)Prizes
UvA Thesis Prize (third place), University of Amsterdam, Link to podcast (2018)
H.K. Nieuwenhuis Thesis Award, University of Amsterdam, Link to pitch (2017) -
Teaching activities
Bachelor courses in Econometrics & Actuarial Science
Life Insurance Mathematics (2022-2023, 2021-2022, 2020-2021, 2019-2020, 2018-2019)
Empirical Project (2019-2020)
Risk Theory (2018-2019)Master courses in Econometrics
Machine Learning for Econometrics (2021-2022, 2020-2021)
Financial Econometrics (2018-2019)Thesis supervision
Master of Science in Econometrics (2021-2022)
Master of Science in Actuarial Science & Mathematical Finance (2020-2021)
Bachelor of Science in Econometrics (2018-2019) -
Publications
2022
Verschuren, R. M. (2022). Customer price sensitivities in competitive insurance markets. Expert Systems With Applications, 202, Article 117133. https://doi.org/10.1016/j.eswa.2022.117133- Verschuren, R. M. (2022). Frequency-Severity Experience Rating based on Latent Markovian Risk Profiles. Insurance: Mathematics and Economics, 107, 379-392. Advance online publication. https://doi.org/10.1016/j.insmatheco.2022.09.007 [details]
2021
- Verschuren, R. M. (2021). Predictive claim scores for dynamic multi-product risk classification in insurance. ASTIN Bulletin, 51(1), 1-25. Advance online publication. https://doi.org/10.1017/asb.2020.34 [details]
2020
- Verschuren, R. M. (2020). Stochastic interest rate modelling using a single or multiple curves: An empirical performance analysis of the Lévy forward price model. Quantitative Finance, 20(7), 1123-1148. Advance online publication. https://doi.org/10.1080/14697688.2020.1722318 [details]
2018
- Verschuren, R. (2018). Stochastic Interest Rate Modeling. Actuaris, 25(4), 35. https://www.ag-ai.nl/bibliotheek-1.php?action=view&Content_Id=4675 [details]
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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De Nederlandsche Bank
Data & business specialist toezicht verzekeraars
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De Nederlandsche Bank
Verschuren, R. M. (2022). Customer price sensitivities in competitive insurance markets. Expert Systems With Applications, 202, Article 117133.