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Katrien Antonio

Personal Details

First Name:Katrien
Middle Name:
Last Name:Antonio
Suffix:
RePEc Short-ID:pan714
[This author has chosen not to make the email address public]
http://katrienantonio.github.io

Affiliation

Department of Accountancy, Finance and Insurance
Faculteit Economie en Bedrijfswetenschappen
KU Leuven

Leuven, Belgium
https://feb.kuleuven.be/research/accounting-finance-insurance
RePEc:edi:dakulbe (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Freek Holvoet & Katrien Antonio & Roel Henckaerts, 2023. "Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff," Papers 2310.12671, arXiv.org, revised Aug 2024.
  2. Jonas Crevecoeur & Katrien Antonio & Stijn Desmedt & Alexandre Masquelein, 2022. "Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims," Papers 2203.07145, arXiv.org, revised Feb 2023.
  3. Jens Robben & Katrien Antonio & Sander Devriendt, 2021. "Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model," Papers 2111.10164, arXiv.org.
  4. Jonas Crevecoeur & Jens Robben & Katrien Antonio, 2019. "A hierarchical reserving model for reported non-life insurance claims," Papers 1910.12692, arXiv.org, revised Nov 2021.
  5. Jonas Crevecoeur & Katrien Antonio & Roel Verbelen, 2018. "Modeling the number of hidden events subject to observation delay," Papers 1801.02935, arXiv.org, revised Mar 2019.
  6. R Verbelen & K Antonio & Gerda Claeskens & J Crevecoeur, 2018. "An EM algorithm to model the occurrence of events subject to a reporting delay," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 623951, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
  7. Dhaene, Jan & Godecharle, Els & Antonio, Katrien & Denuit, Michel & Hanbali, Hamza, 2017. "Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation," LIDAM Reprints ISBA 2017036, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  8. Roel Henckaerts & Katrien Antonio & Maxime Clijsters & Roel Verbelen, 2017. "A data driven binning strategy for the construction of insurance tariff classes," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 583471, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
  9. Tom Reynkens & Roel Verbelen & Jan Beirlant & Katrien Antonio, 2016. "Modeling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 549545, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
  10. Katrien Antonio & Els Godecharle & Robin Van Oirbeek, 2016. "A multi-state approach and flexible payment distributions for micro-level reserving in general insurance," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 540323, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
  11. Roel Verbelen & Katrien Antonio & Gerda Claeskens, 2016. "Unraveling the predictive power of telematics data in car insurance pricing," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 552745, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
  12. Katrien Antonio & Sander Devriendt & Wouter de Boer & Robert de Vries & Anja De Waegenaere & Hok-Kwan Kan & Egbert Kromme & Wilbert Ouburg & Tim Schulteis & Erica Slagter & Michel Vellekoop & Marco va, 2016. "Producing the Dutch and Belgian mortality projections: A stochastic multi-population standard," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 554572, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
  13. Katrien Antonio & Anastasios Bardoutsos & Wilbert Ouburg, 2015. "Bayesian Poisson log-bilinear models for mortality projections with multiple populations," BAFFI CAREFIN Working Papers 1505, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  14. Dhaene, Jan & Godecharle, Els & Antonio, Katrien & Denuit, Michel, 2015. "On the transferability of reserves in lifelong health insurance contracts," LIDAM Discussion Papers ISBA 2015008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  15. Katrien Antonio & Anastasios Bardoutsos & Wilbert Ouburg, 2015. "Bayesian Poisson log-bilinear models for mortality projections with multiple populations - Online appendix," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 499724, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
  16. Katrien Antonio & Lize Devolder & Sander Devriendt, 2015. "The IA|BE 2015 mortality projection for the Belgian population," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 487077, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
  17. Roel Verbelen & Katrien Antonio & Gerda Claeskens, 2015. "Multivariate mixtures of Erlangs for density estimation under censoring and truncation: additional examples," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 493730, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
  18. Katrien Antonio & Sander Devriendt, 2015. "Lang leven in België: een nieuwe prognose," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 501605, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
  19. Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2014. "Individual loss reserving using paid–incurred data," LIDAM Reprints ISBA 2014024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  20. Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2014. "Individual loss reserving using paid-incurred data," LIDAM Discussion Papers ISBA 2014014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  21. Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2013. "Individual Loss Reserving with the Multivariate Skew Normal Framework," LIDAM Reprints ISBA 2013028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  22. Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2011. "Individual Loss Reserving with the Multivariate Skew Normal Model," LIDAM Discussion Papers ISBA 2011043, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

Articles

  1. Deprez, Laurens & Antonio, Katrien & Boute, Robert, 2023. "Empirical risk assessment of maintenance costs under full-service contracts," European Journal of Operational Research, Elsevier, vol. 304(2), pages 476-493.
  2. Crevecoeur, Jonas & Antonio, Katrien & Desmedt, Stijn & Masquelein, Alexandre, 2023. "Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims," ASTIN Bulletin, Cambridge University Press, vol. 53(2), pages 185-212, May.
  3. Bavo D. C. Campo & Katrien Antonio, 2023. "Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2023(9), pages 853-884, October.
  4. Crevecoeur, Jonas & Robben, Jens & Antonio, Katrien, 2022. "A hierarchical reserving model for reported non-life insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 104(C), pages 158-184.
  5. Jens Robben & Katrien Antonio & Sander Devriendt, 2022. "Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model," Risks, MDPI, vol. 10(2), pages 1-33, January.
  6. Henckaerts, Roel & Antonio, Katrien, 2022. "The added value of dynamically updating motor insurance prices with telematics collected driving behavior data," Insurance: Mathematics and Economics, Elsevier, vol. 105(C), pages 79-95.
  7. Deresa, N.W. & Van Keilegom, I. & Antonio, K., 2022. "Copula-based inference for bivariate survival data with left truncation and dependent censoring," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 1-21.
  8. Roel Henckaerts & Marie-Pier Côté & Katrien Antonio & Roel Verbelen, 2021. "Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods," North American Actuarial Journal, Taylor & Francis Journals, vol. 25(2), pages 255-285, April.
  9. Deprez, Laurens & Antonio, Katrien & Boute, Robert, 2021. "Pricing service maintenance contracts using predictive analytics," European Journal of Operational Research, Elsevier, vol. 290(2), pages 530-545.
  10. Frank van Berkum & Katrien Antonio & Michel Vellekoop, 2021. "Quantifying longevity gaps using micro‐level lifetime data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(2), pages 548-570, April.
  11. Devriendt, Sander & Antonio, Katrien & Reynkens, Tom & Verbelen, Roel, 2021. "Sparse regression with Multi-type Regularized Feature modeling," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 248-261.
  12. Crevecoeur, Jonas & Antonio, Katrien & Verbelen, Roel, 2019. "Modeling the number of hidden events subject to observation delay," European Journal of Operational Research, Elsevier, vol. 277(3), pages 930-944.
  13. Roel Verbelen & Katrien Antonio & Gerda Claeskens, 2018. "Unravelling the predictive power of telematics data in car insurance pricing," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(5), pages 1275-1304, November.
  14. Roel Henckaerts & Katrien Antonio & Maxime Clijsters & Roel Verbelen, 2018. "A data driven binning strategy for the construction of insurance tariff classes," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2018(8), pages 681-705, September.
  15. Reynkens, Tom & Verbelen, Roel & Beirlant, Jan & Antonio, Katrien, 2017. "Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions," Insurance: Mathematics and Economics, Elsevier, vol. 77(C), pages 65-77.
  16. van Berkum, Frank & Antonio, Katrien & Vellekoop, Michel, 2017. "A Bayesian Joint Model For Population And Portfolio-Specific Mortality," ASTIN Bulletin, Cambridge University Press, vol. 47(3), pages 681-713, September.
  17. Dhaene, Jan & Godecharle, Els & Antonio, Katrien & Denuit, Michel & Hanbali, Hamza, 2017. "Lifelong Health Insurance Covers With Surrender Values: Updating Mechanisms In The Presence Of Medical Inflation," ASTIN Bulletin, Cambridge University Press, vol. 47(3), pages 803-836, September.
  18. Roel Verbelen & Katrien Antonio & Gerda Claeskens, 2016. "Multivariate mixtures of Erlangs for density estimation under censoring," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(3), pages 429-455, July.
  19. Frank van Berkum & Katrien Antonio & Michel Vellekoop, 2016. "The impact of multiple structural changes on mortality predictions," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2016(7), pages 581-603, August.
  20. Els Godecharle & Katrien Antonio, 2015. "Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation," North American Actuarial Journal, Taylor & Francis Journals, vol. 19(4), pages 273-288, October.
  21. Verbelen, Roel & Gong, Lan & Antonio, Katrien & Badescu, Andrei & Lin, Sheldon, 2015. "Fitting Mixtures Of Erlangs To Censored And Truncated Data Using The Em Algorithm," ASTIN Bulletin, Cambridge University Press, vol. 45(3), pages 729-758, September.
  22. Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2014. "Individual loss reserving using paid–incurred data," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 121-131.
  23. Katrien Antonio & Richard Plat, 2014. "Micro-level stochastic loss reserving for general insurance," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2014(7), pages 649-669.
  24. Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2013. "Individual Loss Reserving With The Multivariate Skew Normal Framework," ASTIN Bulletin, Cambridge University Press, vol. 43(3), pages 399-428, September.
  25. Katrien Antonio & Emiliano Valdez, 2012. "Statistical concepts of a priori and a posteriori risk classification in insurance," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(2), pages 187-224, June.
  26. Antonio, Katrien & Frees, Edward W. & Valdez, Emiliano A., 2010. "A Multilevel Analysis of Intercompany Claim Counts," ASTIN Bulletin, Cambridge University Press, vol. 40(1), pages 151-177, May.
  27. Katrien Antonio & Jan Beirlant, 2008. "Issues in Claims Reserving and Credibility: A Semiparametric Approach With Mixed Models," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(3), pages 643-676, September.
  28. Antonio, Katrien & Beirlant, Jan, 2007. "Actuarial statistics with generalized linear mixed models," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 58-76, January.
  29. Katrien Antonio & Jan Beirlant & Tom Hoedemakers & Robert Verlaak, 2006. "Lognormal Mixed Models for Reported Claims Reserves," North American Actuarial Journal, Taylor & Francis Journals, vol. 10(1), pages 30-48.
  30. Katrien Antonio & Jan Beirlant & Tom Hoedemakers, 2005. "“A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004," North American Actuarial Journal, Taylor & Francis Journals, vol. 9(3), pages 130-142.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IAS: Insurance Economics (9) 2016-10-23 2016-10-23 2017-06-04 2017-06-04 2018-01-22 2019-09-30 2019-09-30 2019-11-04 2022-05-02. Author is listed
  2. NEP-RMG: Risk Management (7) 2016-06-09 2016-10-02 2016-11-13 2017-01-08 2018-01-22 2019-11-04 2022-05-02. Author is listed
  3. NEP-AGE: Economics of Ageing (3) 2016-11-13 2017-01-08 2021-12-20
  4. NEP-CMP: Computational Economics (3) 2016-06-09 2019-11-25 2023-11-13
  5. NEP-ECM: Econometrics (3) 2016-10-02 2017-01-08 2019-11-25
  6. NEP-HEA: Health Economics (3) 2016-11-13 2017-01-08 2021-12-20
  7. NEP-DCM: Discrete Choice Models (2) 2017-06-04 2017-06-04
  8. NEP-FOR: Forecasting (1) 2017-01-08
  9. NEP-TRE: Transport Economics (1) 2016-10-23

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