About me

Mathematician by training I work in actuarial science. More specifically, I am interested in data analysis, statistical learning as well as machine learning with a particular focus on insurance problems. My research projects are data driven, and find direct inspiration in collaborations with insurance companies or pension funds (e.g. through research chairs). The challenges raised by these insurance problems naturally create spill-over effects to other fields (e.g. pricing service contracts offered by OEMs) and to more methodological contributions (e.g. the SMuRF package).

I combine a professor position at KU Leuven (Research Centre Insurance) with a part-time position as associate professor at University of Amsterdam (with the Amsterdam School of Economics, section of Quantitative Economics). I am co-founder and co-director of LRisk, the Leuven Center for Insurance and Financial Risk Analysis.

I love teaching and have extensive experience with teaching at all levels of higher education, designing and coordinating courses for both small and large groups of students. Teaching abroad and creating in-company workshops related to my research agenda allow me to further expand my horizon. I serve as the program director of the MSc of Actuarial and Financial Engineering at KU Leuven. Moreover, I also serve as program director of KU Leuven’s Faculty of Economics and Business (FEB) (non-core) master programs and as ombudsman for the PhD students.

With my former PhD student Roel Verbelen I run the DataCamp course on Valuation of Life Insurance Products in R.