Details about Katrien Antonio

Access statistics for papers by Katrien Antonio.

Last updated 2023-11-10. Update your information in the RePEc Author Service.

Short-id: pan714

Working Papers

2025

1. Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff
   Papers, arXiv.org

2023

2. Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
   Papers, arXiv.org View citations (1)
   See also Journal Article Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims, ASTIN Bulletin, Cambridge University Press (2023) (2023)

2021

3. A hierarchical reserving model for reported non-life insurance claims
   Papers, arXiv.org
   See also Journal Article A hierarchical reserving model for reported non-life insurance claims, Insurance: Mathematics and Economics, Elsevier (2022) View citations (7) (2022)
4. Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
   Papers, arXiv.org
   See also Journal Article Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model, Risks, MDPI (2022) View citations (1) (2022)

2019

5. Modeling the number of hidden events subject to observation delay
   Papers, arXiv.org View citations (6)
   See also Journal Article Modeling the number of hidden events subject to observation delay, European Journal of Operational Research, Elsevier (2019) View citations (6) (2019)

2018

6. An EM algorithm to model the occurrence of events subject to a reporting delay
   Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven
   Also in Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven (2018)
7. Unraveling the predictive power of telematics data in car insurance pricing
   Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
   Also in Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven (2016)
   Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven (2016)
   Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven (2018)
   See also Journal Article Unravelling the predictive power of telematics data in car insurance pricing, Journal of the Royal Statistical Society Series C, Royal Statistical Society (2018) View citations (32) (2018)

2017

8. A data driven binning strategy for the construction of insurance tariff classes
   Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
   Also in Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven (2017)
   See also Journal Article A data driven binning strategy for the construction of insurance tariff classes, Scandinavian Actuarial Journal, Taylor & Francis Journals (2018) View citations (4) (2018)
9. Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation
   LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (2)
   See also Journal Article LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION, ASTIN Bulletin, Cambridge University Press (2017) View citations (2) (2017)

2016

10. 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven
11. 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven
    Also in Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven (2016)
    See also Journal Article Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions, Insurance: Mathematics and Economics, Elsevier (2017) View citations (12) (2017)
12. Producing the Dutch and Belgian mortality projections: A stochastic multi-population standard
    Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven

2015

13. Bayesian Poisson log-bilinear models for mortality projections with multiple populations
    BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy View citations (12)
    Also in Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven (2015)
14. Bayesian Poisson log-bilinear models for mortality projections with multiple populations - Online appendix
    Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven
15. Lang leven in België: een nieuwe prognose
    Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven
    Also in Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2015)
16. Multivariate mixtures of Erlangs for density estimation under censoring and truncation: additional examples
    Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven
    Also in Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven (2015)
17. On the transferability of reserves in lifelong health insurance contracts
    LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
    Also in Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven (2015)
18. The IA|BE 2015 mortality projection for the Belgian population
    Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven

2014

19. Individual loss reserving using paid-incurred data
    LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (18)
    See also Journal Article Individual loss reserving using paid–incurred data, Insurance: Mathematics and Economics, Elsevier (2014) View citations (19) (2014)
20. Individual loss reserving using paid–incurred data
    LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (19)

2013

21. Individual Loss Reserving with the Multivariate Skew Normal Framework
    LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (26)
    See also Journal Article INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK, ASTIN Bulletin, Cambridge University Press (2013) View citations (26) (2013)

2011

22. Individual Loss Reserving with the Multivariate Skew Normal Model
    LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Journal Articles

2023

1. Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
   ASTIN Bulletin, 2023, 53, (2), 185-212
   See also Working Paper Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims, Papers (2023) View citations (1) (2023)
2. Empirical risk assessment of maintenance costs under full-service contracts
   European Journal of Operational Research, 2023, 304, (2), 476-493
3. Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
   Scandinavian Actuarial Journal, 2023, 2023, (9), 853-884

2022

4. A hierarchical reserving model for reported non-life insurance claims
   Insurance: Mathematics and Economics, 2022, 104, (C), 158-184 View citations (7)
   See also Working Paper A hierarchical reserving model for reported non-life insurance claims, Papers (2021) (2021)
5. Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model
   Risks, 2022, 10, (2), 1-33 View citations (1)
   See also Working Paper Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model, Papers (2021) (2021)
6. Copula-based inference for bivariate survival data with left truncation and dependent censoring
   Insurance: Mathematics and Economics, 2022, 107, (C), 1-21 View citations (2)
7. The added value of dynamically updating motor insurance prices with telematics collected driving behavior data
   Insurance: Mathematics and Economics, 2022, 105, (C), 79-95 View citations (3)

2021

8. Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods
   North American Actuarial Journal, 2021, 25, (2), 255-285 View citations (17)
9. Pricing service maintenance contracts using predictive analytics
   European Journal of Operational Research, 2021, 290, (2), 530-545 View citations (4)
10. Quantifying longevity gaps using micro‐level lifetime data
    Journal of the Royal Statistical Society Series A, 2021, 184, (2), 548-570
11. Sparse regression with Multi-type Regularized Feature modeling
    Insurance: Mathematics and Economics, 2021, 96, (C), 248-261 View citations (3)

2019

12. Modeling the number of hidden events subject to observation delay
    European Journal of Operational Research, 2019, 277, (3), 930-944 View citations (6)
    See also Working Paper Modeling the number of hidden events subject to observation delay, Papers (2019) View citations (6) (2019)

2018

13. A data driven binning strategy for the construction of insurance tariff classes
    Scandinavian Actuarial Journal, 2018, 2018, (8), 681-705 View citations (4)
    See also Working Paper A data driven binning strategy for the construction of insurance tariff classes, Working Papers of Department of Decision Sciences and Information Management, Leuven (2017) (2017)
14. Unravelling the predictive power of telematics data in car insurance pricing
    Journal of the Royal Statistical Society Series C, 2018, 67, (5), 1275-1304 View citations (32)
    See also Working Paper Unraveling the predictive power of telematics data in car insurance pricing, Working Papers of Department of Decision Sciences and Information Management, Leuven (2018) (2018)

2017

15. A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY
    ASTIN Bulletin, 2017, 47, (3), 681-713 View citations (3)
16. LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION
    ASTIN Bulletin, 2017, 47, (3), 803-836 View citations (2)
    See also Working Paper Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation, LIDAM Reprints ISBA (2017) View citations (2) (2017)
17. Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions
    Insurance: Mathematics and Economics, 2017, 77, (C), 65-77 View citations (12)
    See also Working Paper 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 (2016) (2016)

2016

18. 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, 2016, 22, (3), 429-455 View citations (5)
19. The impact of multiple structural changes on mortality predictions
    Scandinavian Actuarial Journal, 2016, 2016, (7), 581-603 View citations (3)

2015

20. FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM
    ASTIN Bulletin, 2015, 45, (3), 729-758 View citations (18)
21. Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation
    North American Actuarial Journal, 2015, 19, (4), 273-288 View citations (5)

2014

22. Individual loss reserving using paid–incurred data
    Insurance: Mathematics and Economics, 2014, 58, (C), 121-131 View citations (19)
    See also Working Paper Individual loss reserving using paid-incurred data, LIDAM Discussion Papers ISBA (2014) View citations (18) (2014)
23. Micro-level stochastic loss reserving for general insurance
    Scandinavian Actuarial Journal, 2014, 2014, (7), 649-669 View citations (2)

2013

24. INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK
    ASTIN Bulletin, 2013, 43, (3), 399-428 View citations (26)
    See also Working Paper Individual Loss Reserving with the Multivariate Skew Normal Framework, LIDAM Reprints ISBA (2013) View citations (26) (2013)

2012

25. Statistical concepts of a priori and a posteriori risk classification in insurance
    AStA Advances in Statistical Analysis, 2012, 96, (2), 187-224 View citations (14)

2010

26. A Multilevel Analysis of Intercompany Claim Counts
    ASTIN Bulletin, 2010, 40, (1), 151-177 View citations (9)

2008

27. Issues in Claims Reserving and Credibility: A Semiparametric Approach With Mixed Models
    Journal of Risk & Insurance, 2008, 75, (3), 643-676 View citations (10)

2007

28. Actuarial statistics with generalized linear mixed models
    Insurance: Mathematics and Economics, 2007, 40, (1), 58-76 View citations (29)

2006

29. Lognormal Mixed Models for Reported Claims Reserves
    North American Actuarial Journal, 2006, 10, (1), 30-48 View citations (6)

2005

30. “A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004
    North American Actuarial Journal, 2005, 9, (3), 130-142