Posts by Collection

portfolio

publications

The IA|BE 2020 mortality projection model for the Belgian population

Antonio, K., Devriendt, S. & Robben, J. (2020). The IA|BE 2020 mortality projection model for the Belgian population. Published by the Institute of Actuaries in Belgium.

Assessing the impact of COVID-19 on the IA|BE 2020 mortality projections: a scenario analysis

Antonio, K., Devriendt, S. & Robben, J. (2020). The IA|BE 2020 mortality projection model for the Belgian population. Published by the Institute of Actuaries in Belgium.

Insurance pricing analytics - a research perspective

May 2021 - Keynote delivered during FinTech workshop, organized for employees of the FSMA, the Financial Services and Markets Authority in Belgium.

Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model

Robben, J., Antonio, K., & Devriendt, S. (2022). Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model. Risks.

A hierarchical reserving model for reported non-life insurance claims

Crevecoeur, J., Robben, J., & Antonio, K. (2022). A hierarchical reserving model for reported non-life insurance claims. Insurance: Mathematics and Economics.

Insurance pricing with hierarchically structured data: An illustration with a workers compensation insurance portfolio

Campo B.D.C., Antonio, K. (2023). Insurance pricing with hierarchically structured data: An illustration with a workers compensation insurance portfolio. Scandinavian Actuarial Journal. [WorkComp] [IDS] [NonLifeIP]

Data-driven preventive maintenance for a heterogeneous machine portfolio

Deprez, L., Antonio, K., Arts, J. & Boute, R. (2023). Data-driven preventive maintenance for a heterogeneous machine portfolio. Operations Research Letters.. [DSOpsMa]

Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims.

Crevecoeur, J., Antonio, K., Desmedt, S., Masquelein, A. (2023). Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims. ASTIN Bulletin: the Journal of the International Actuarial Association. [ClResNLI] [NonLifeIP]

Catastrophe risk in a stochastic multi-population mortality model

Robben, J., & Antonio, K. (2024). Catastrophe risk in a stochastic multi-population mortality model. Journal of Risk and Insurance.

On clustering levels of a hierarchical categorical risk factor

Campo, B.D C., Antonio, K. (2024). On clustering levels of a hierarchical categorical risk factor. Annals of Actuarial Science.

Responsible actuarial learning

September 2024 - Keynote delivered during 115th annual meeting of the Swiss Actuarial Association in Bern.

The short-term association between environmental variables and mortality: evidence from Europe

September 2024 - Keynote delivered during online workshop of Actuarial Society of South Africa.

Responsible actuarial learning

September 2024 - Keynote delivered in Brussels during JoCo, the Joint Colloquium all sections of the International Actuarial Association (IAA) (ASTIN, AFIR-ERM, IACA, IAALS, IAAHS and PBSS).

Reducing the dimensionality and granularity in hierarchical categorical variables

Wilsens, P., Antonio, K., Claeskens, G. (2024). Reducing the dimensionality and granularity in hierarchical categorical variables. Advances In Data Analysis And Classification.

An engine to simulate insurance fraud network data

Bavo Campo and Katrien Antonio (2025). An engine to simulate insurance fraud network data. European Actuarial Journal.

The skin-in-the-game bond: a novel sustainable capital instrument

Antonio, K., De Spiegeleer, J., Schoutens, W., Verschueren, E. (2025). The skin-in-the-game bond: a novel sustainable capital instrument. In: The Cambridge Handbook of EU Sustainable Finance: Regulation, Supervision and Governance.

Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff.

Freek Holvoet, Katrien Antonio, Roel Henckaerts (2025). Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff. North Americal Actuarial Journal.

The Use of IoT Sensor Data to Dynamically Assess Maintenance Risk in Service Contracts.

Loeys, S., Boute, R., Antonio, K. (2025). The Use of IoT Sensor Data to Dynamically Assess Maintenance Risk in Service Contracts.European Journal Of Operational Research.

The short-term association between environmental variables and mortality: evidence from Europe

Robben, J., Antonio, K., Kleinow, T. (2025). The short-term association between environmental variables and mortality: evidence from Europe. Journal of the Royal Statistical Society, Series A.

talks

teaching

Loss Models

Course in the MSc in Actuarial and Financial Engineering, KU Leuven, 2014