Organisation
Research Centre Insurance, Leuven
Research Group
The Research Centre Insurance, Leuven, conducts research in the domains of life and non-life insurance as well as in risk management and financial mathematics.
Current researchers
1 - 10 of 38 results
- Jan Dhaene (Responsible)
- Katrien Antonio (Member)
- Anastasios Bardoutsos (Member)
- Karim Barigou (Member)
- Dominique Beckers (Member)
- Xinliang Chen (Member)
- Ze Chen (Member)
- Hubert Claassens (Member)
- Jonas Crèvecoeur (Member)
- Bavo De Cock (Member)
Projects
1 - 10 of 29 results
- Adaptation of statistical learning algorithms to actuarial applicationsFrom27 Nov 2020 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Interpretable machine learning methods for insurance pricing and reservingFrom31 Aug 2020 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Economic and Financial Data Infrastructure for Empirical Research in Economics and BusinessFrom1 May 2020 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Economic and Financial Data Infrastructure for Empirical Research in Economics and BusinessFrom1 May 2020 → TodayFunding: FWO Medium Size Research Infrastructure
- On the application of the fair valuation approach for CAT bond pricingFrom19 Apr 2019 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Understanding Insurance in the Era of Big Data and Personalization of RiskFrom1 Jan 2018 → 31 Dec 2020Funding: BOF - Other initiatives
- The economic impact of air pollution.From1 Dec 2017 → 22 May 2019Funding: Own budget, for example: patrimony, inscription fees, gifts
- Measuring diversity and systematic risk from derivative market data and mapping to real-world probability statementsFrom1 Jan 2017 → 31 Dec 2020Funding: FWO research project
- MICRO: Methods for Individual Claims Reserving OperationsFrom27 Sep 2016 → 13 Nov 2020Funding: FWO fellowships
- Predictive modeling in Finance and Insurance.From21 Sep 2016 → TodayFunding: FWO Strategic Basic Research Grant
Publications
1 - 10 of 187 results
- Typical ultrasound features of various endometrial pathologies described using International Endometrial Tumor Analysis (IETA) terminology in women with abnormal uterine bleeding.(2021)
Authors: Thierry Van den Bosch, Jan Verbakel, L Valentin, Laure Wynants, Bavo De Cock, MA Pascual, FPG Leone, P Sladkevicius, JL Alcazar, A Votino, et al.
Pages: 164 - 172 - Sparse regression with Multi-type Regularized Feature modeling(2020)
Authors: Sander Devriendt, Katrien Antonio, Tom Reynkens, Roel Verbelen
Pages: 248 - 261 - Methods for claim reserving in non-life insurance: modeling the occurrence, reporting and development of individual claims(2020)
Authors: Jonas Crèvecoeur, Katrien Antonio
- ROC curves for clinical prediction models part 1. ROC plots showed no added value above the AUC when evaluating the performance of clinical prediction models(2020)
Authors: Jan Verbakel, Ewout W Steyerberg, Hajime Uno, Bavo De Cock, Laure Wynants, Gary S Collins, Ben Van Calster
Pages: 207 - 216Number of pages: 10 - Regression shrinkage methods for clinical prediction models do not guarantee improved performance: Simulation study(2020)
Authors: Ben Van Calster, Maarten van Smeden, Bavo De Cock, Ewout W Steyerberg
Pages: 3166 - 3178Number of pages: 13 - Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach(2020)
Authors: Ze Chen, Bingzheng Chen, Jan Dhaene
Pages: 792 - 818Number of pages: 27 - Programming R and RShiny for Pensions - Basics and Concepts applied to Business(2020)
Authors: Dominique Beckers
Pages: 5 - 196 - Comonotonic asset prices in arbitrage-free markets(2020)
Authors: Jan Dhaene, Alexander Kukush, Daniël Linders
Number of pages: 13 - Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system(2019)
Authors: Hamza Hanbali, Hubert Claassens, Michel Denuit, Jan Dhaene, Julien Trufin
Pages: 970 - 975Number of pages: 6 - Fair valuation of insurance liabilities: interplay between actuarial judgement and market-consistency.(2019)
Authors: Karim Barigou, Jan Dhaene