Dr R.M. (Robert) Verschuren

Faculty of Economics and Business

Section Quantitative Economics

Visiting address

Roetersstraat 11
Room number: 4.25

Postal address

Postbus 15867
1001 NJ Amsterdam

Contact details

Social media

Profile

Position

Researcher/Lecturer, Actuarial Data Science

Research project

Pricing from Experience: Predictive Analytics for Dynamic Pricing in Non-life Insurance

Industry partners

VIVAT
Nationale-Nederlanden
Amsterdam Data Science

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/RMVerschuren

Education

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
Downloads
Verschuren, R.M. (2022)
Supplementary files
Supplementary appendix B
Supplementary code

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]
Downloads
Verschuren, R.M. (2022)
Supplementary files
Supplementary appendices
Supplementary code

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]
Downloads
Verschuren, R.M. (2020)
Supplementary files
S0515036120000343sup001
S0515036120000343sup002

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]
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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]

2017

Verschuren, R. (2017). The Best Player Rule: Impact of Imitation and Memory in Dynamic Cournot Oligopolies. Aenorm, 25(92), 35-43. [details]
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2022

Verschuren, R. M. (2022). Pricing from experience: Predictive analytics for dynamic pricing in non-life insurance. [Thesis, fully internal, Universiteit van Amsterdam]. [details]
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Ancillary activities
- De Nederlandsche Bank
  Data & business specialist toezicht verzekeraars

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Dr R.M. (Robert) Verschuren

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