This page gives an overview of my current and former affiliations, my visiting positions, and the courses in my teaching portfolio.
At KU Leuven I coordinate and teach the courses:
Loss Models. This is a 6 ects course that equips students with the basic tools necessary for the construction, estimation and interpretation of quantitative risk models, with a particular focus on the frequency - severity approach typical for general insurance loss models. The course explains probabilistic concepts relevant for frequency and severity modeling, explains how to use these building blocks to set up loss models, how to calibrate the models on data and how to measure risks using such models.
Data science for general insurance. This is a 6 ects course that equips students with a wide range of methods from data science useful for pricing and reserving in non-life insurance. Starting from GLMs and GAMs, we next cover regularization methods and tree-based techniques (including random forests, bagging, boosting) for both regression and classification. Computer labs in R demonstrate the techniques with practical use cases.
Advanced Life Insurance Mathematics. This is a 6 ects course that equips students with quantitative and statistical skills relevant for a selection of advanced topics in the life insurance business. The course covers stochastic mortality projection models and multi-state models. Computer labs in R demonstrate the techniques with practical use cases.
MSc thesis in Actuarial and Financial Engineering. This is a 15 ects course in which the student demonstrates his ability to analyse complex problems independently and at an academic level. The focus of the master’s thesis is on scientific research and related practice in the domains of actuarial science, finance and related domains. I am the coordinator of the MSc thesis in actuarial and financial engineering.
I am part-time associate professor in actuarial science and insurance analytics at UvA, Faculty of Economics and Business, Amsterdam School of Economics, research group Actuarial Science and Mathematical Finance.
At UvA I coordinate and teach the course:
Life Insurance Mathematics. This is a 6 ects course that equips students with insights in human mortality models and human mortality data, and a general framework for the valuation of life contingent liabilities where cash flows depend on the future lifetime of one insured or multiple insureds. The course covers the calculation of actuarial present values, premium structures and policy values for different types of life annuity and life insurance products, both in discrete and continuous time for one and multiple insureds.
I develop, teach and coordinate modules in the Executive Program in actuarial science at the Amsterdam Business School, in the Actuarial Practice Cycle. More specifically, I co-teach the module on Product Development: the case of disability insurance with Niels Van der Laan (Milliman) and Pieter Bultena (PwC) and the module on Insurance Analytics: an actuarial perspective on data science with dr. Bram Wouters (UvA).
I worked as visiting professor (in a teaching or research role) in the following institutions:
Aarhus Summer University (Denmark), July 2018 and 2019, teaching the course Data science in insurance Collegio Carlo Alberto, University of Torino (Italy), teaching the course Non-life insurance in the MSc in Finance, Insurance and Risk Management University of Ljubljana (Slovenia), teaching the course Risk modeling in insurance in the MSc program in Quantitative finance and actuarial sciences University of Lausanne (Switzerland), July 2017 as visiting researcher UQAM, Montreal (Canada), July - August 2015 as visiting researcher University of Wisconsin in Madison (USA), 1 week in October 2018, 2 weeks in July 2016, 5 months in 2008 and 6 weeks in 2006. ISFA Lyon (France), 3 weeks in April - May 2012.