Please visit my KU Leuven page for full overview and details of output.
Contributions are labelled below according to research topics and acronyms.
Topic | Acronym |
---|
Claims reserving non-life insurance | ClResNLI |
Mortality modelling | MoMo |
Insurance data science | IDS |
Non-life insurance pricing | NonLifeIP |
Insurance fraud risk modelling | IFRM |
Loss modelling | LossM |
Data science for operations mgmt | DSOpsMa |
Algorithmic fairness | AlgoFair |
Workers’ compensation insurance | WorkComp |
Motor insurance | Motor |
Life insurance | Life |
Working papers
Publications
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.
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.
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 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.
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.
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.
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.
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.
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]
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]
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]
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.
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.
External reports
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.
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.