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Organisation
Insurance Research Group
Research Group
Main organisation:Department of Accountancy, Finance and Insurance
Lifecycle:1 Nov 2005 → Today
Organisation profile:
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.
Keywords:Insurance
Disciplines:Applied economics
Current researchers
1 - 10 of 18 results
- Jan Dhaene (Responsible)
- Katrien Antonio (Member)
- Dominique Beckers (Member)
- Rune Buckinx (Member)
- Bavo Campo (Member)
- Atibhav Chaudhry (Member)
- Jan Dhaene (Member)
- Roel Henckaerts (Member)
- Freek Holvoet (Member)
- Churui Li (Member)
Projects
1 - 10 of 45
- Responsible actuarial and statistical learningFrom22 Sep 2023 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Statistical learning for innovate and inclusive insurance products in a changing risk landscapeFrom10 Oct 2022 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- pricing dynamic and experience-based maintenance contractsFrom1 Sep 2022 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Risk Pooling for Peer-to-Peer InsuranceFrom17 Aug 2022 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Actuaries and STatisticians endeavour to design innovative, inclusive insurance products in a changing RISK landscapeFrom1 Jan 2022 → TodayFunding: FWO EOS
- The use of machine learning in combination with classical statistics for better predictive modelling in insuranceFrom1 Nov 2021 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Theoretical and Practical Aspects of Advanced Risk Analytics in a Dynamic Insurance and Finance Environment.From1 Oct 2021 → TodayFunding: BOF - projects
- Causal Machine Learning in Finance and InsuranceFrom29 Sep 2021 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Herd behavior indexFrom20 Sep 2021 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Valuation and Advanced Learning methods for Emerging, global Risks In Actuarial scienceFrom24 Aug 2021 → 30 Sep 2023Funding: Own budget, for example: patrimony, inscription fees, gifts
Publications
41 - 50 of 268
- Empirical Risk Assessment of Maintenance Costs under Full-service Contracts(2023)
Authors: Laurens Deprez, Katrien Antonio, Robert Boute
Pages: 476 - 493 - The multivariate black & scholes market: Conditions for completeness and no-arbitrage(2014)
Authors: Jan Dhaene, A Kukush, Daniël Linders
Pages: 85 - 98 - Valuation and hedging in a world of financial and actuarial risks.(2015)
Authors: Ben Stassen, Jan Dhaene
Number of pages: 249 - Worst case risk measurement: Back to the future?(2011)
Authors: Marc Goovaerts, Roger Laeven
Pages: 380 - 392 - Can a coherent risk measure be too subadditive?(2008)
Authors: Jan Dhaene, Roger Laeven, Steven Vanduffel, Marc Goovaerts
Pages: 365 - 386 - Analysing market fear, liquidity and new capital instruments, before, during and after the financial crisis(2015)
Authors: Monika Forys, Wim Schoutens, Jan Dhaene
Number of pages: 155 - Maximum human lifespan may increase to 125 years(2017)
Authors: Joop de Beer, Anastasios Bardoutsos, Fanny Janssen
Pages: E16 - E20 - Modern contributions in quantitative finance: on derivatives pricing and sustainable capital(2023)
Authors: Eva Verschueren, Katrien Antonio, Wim Schoutens
- Mixed models(2014)
Authors: Katrien Antonio
Pages: 266 - 312 - Efficient computation of the optimal strikes in the comonotonic upper bound for on arithmetic Asian option.(2018)
Authors: Jan Dhaene
Pages: 95 - 106