Find below: working papers, published papers in refereed journals and external reports. Contributions are labelled according to the following 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 |
| Telematics insurance | Tele |
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Robben, J., Antonio, K., Kleinow, T. (2026). The short-term association between environmental variables and mortality: evidence from Europe. Journal of the Royal Statistical Society, Series A.
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.
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.
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.
Bavo Campo and Katrien Antonio (2025). An engine to simulate insurance fraud network data. European Actuarial Journal.
Wilsens, P., Antonio, K., Claeskens, G. (2024). Reducing the dimensionality and granularity in hierarchical categorical variables. Advances In Data Analysis And Classification.
Campo, B.D C., Antonio, K. (2024). On clustering levels of a hierarchical categorical risk factor. Annals of Actuarial Science.
Robben, J., & Antonio, K. (2024). Catastrophe risk in a stochastic multi-population mortality model. Journal of Risk and Insurance.
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] [Winner of the Hachemeister 2024 prize]
Deprez, L., Antonio, K., Arts, J. & Boute, R. (2023). Data-driven preventive maintenance for a heterogeneous machine portfolio. Operations Research Letters.. [DSOpsMa]
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]
Deprez, L., Antonio, K., Boute, R. (2023). Empirical Risk Assessment of Maintenance Costs under Full-service Contracts. European Journal Of Operational Research. [DSOpsMa]
R. Verbelen, K. Antonio, J. Crevecoeur & G. Claeskens (2022). Modeling the occurrence of events subject to a reporting delay via an EM algorithm. Statistical Science. [IDS] [ClResNLI]
M. Óskarsdóttir, W. Ahmed, K. Antonio, B. Baesens, R. Dendievel, T. Donas & T. Reynkens (2022). Social network analytics for supervised fraud detection in insurance. Risk Analysis: an International Journal. [IFRM]
Henckaerts, R., Antonio, K., Côté, M-P. (2022). When stakes are high: balancing accuracy and transparency with Model-Agnostic Interpretable Data-driven suRRogates. Expert Systems With Applications. [IDS] [NonLifeIP]
Deresa, N.W., Van Keilegom, I., Antonio, K. (2022). Copula-based inference for bivariate survival data with left truncation and dependent censoring. Insurance Mathematics & Economics. [LossM] [Life]
Henckaerts, R. & Antonio, K. (2022). The added value of dynamically updating motor insurance prices with telematics collected driving behavior data. Insurance: Mathematics and Economics.
Crevecoeur, J., Robben, J., & Antonio, K. (2022). A hierarchical reserving model for reported non-life insurance claims. Insurance: Mathematics and Economics.
Robben, J., Antonio, K., & Devriendt, S. (2022). Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model. Risks.
Deprez, L., Antonio, K., Boute, R. (2021). Pricing service maintenance contracts using predictive analytics. European Journal of Operational Research. [DSOpsMa]
van Berkum, F., Antonio, K., Vellekoop, M. (2021). Quantifying longevity gaps using micro-level lifetime data. Journal of the Royal Statistical Society: Series A (Statistics in Society). [MoMo]
Devriendt, S., Antonio, K., Reynkens, T., Verbelen, R. (2021). Sparse regression with Multi-type Regularized Feature modeling. Insurance: Mathematics and Economics. [IDS] [NonLifeIP]
Henckaerts, R., Côté, M.P., Antonio, K. & Verbelen, R. 2021. Boosting insights in insurance tariff plans with tree-based machine learning methods.North American Actuarial Journal.
Crevecoeur, J., Antonio, K. & Verbelen, R. 2019. Modelling the number of hidden events subject to observation delay.European Journal of Operational Research.
Verbelen, R., Antonio, K. & Claeskens, G. 2018. Unravelling the predictive power of telematics data in car insurance pricing. Journal of the Royal Statistical Society Series C: Applied Statistics.