About

›   Focus on actuarial science, insurance analytics, risk theory and interplay between actuarial and financial risks;
›   Fundamental as well as applied quantitative research on the estimation, measurement and management of risks in financial institutions;
›   Main focus on the insurance business;
›   Coordinate and teach in the Master programs in Insurance Studies, Financial and Actuarial Engineering.

 
Research topics

   Predictive modeling for actuarial pricing and reserving;
   Insurance analytics;
   Measuring and managing longevity risks;
   Measuring herd behavior in stock markets;
   Combining financial and actuarial risks.

About

›   Focus on actuarial science, insurance analytics, risk theory and interplay between actuarial and financial risks;
›   Fundamental as well as applied quantitative research on the estimation, measurement and management of risks in financial institutions;
›   Main focus on the insurance business;
›   Coordinate and teach in the Master programs in Insurance Studies, Financial and Actuarial Engineering.

Research topics

›   Predictive modeling for actuarial pricing and reserving;
›   Insurance analytics;
›   Measuring and managing longevity risks;
›   Measuring herd behavior in stock markets;
›   Combining financial and actuarial risks.

LRisk

​​​With colleagues from the Faculty of Science, the Faculty of Law and the Faculty of Social Sciences the Insurance group created the interdisciplinary research centre LRisk: the Leuven research centre for financial and actuarial risk analysis.

Visit LRisk

 
Highlights and events

›   Long established tradition and recognition in actuarial research and education, with the first students starting in 1941.
›   Up to date, two year master program to become a fully qualified actuary.
›   The bibliographical study of Genest and Carabarin-Aguirre (2013) puts the group at the 4th position in a ranking of the productivity of 867 actuarial research groups worldwide.
›   Strong international orientation.
›   Dedicated alumni chapter with the Alumni & Friends Actuariaat Leuven

 
Meet the experts

                  Antonio           Beckers             Dhaene          Goovaerts         Van Hulle


   Laeven

Key papers

›   Dhaene, J., Stassen, B., Devolder, P. and Vellekoop, M. 2015. The minimal entropy martingale measure in a market of traded financial and actuarial risks. Journal of Computational and Applied Mathematics.
›   Antonio, K. and Plat, H.J. 2014. Micro-level stochastic loss reserving in general insurance. Scandinavian Actuarial Journal.
›   Dhaene, J., Denuit, M., Goovaerts M.J., Kaas R. and Vyncke D. 2012. The concept of comonotonicity in actuarial science and finance: theory. Insurance: Mathematics and Economics.
›   Dhaene, J., Tsanakas, A., Valdez, E. and Vanduffel, S. 2012. Optimal capital allocation principles. Journal of Risk and Insurance.
›   Antonio, K. and Beirlant, J. 2007.  Actuarial statistics with generalized linear mixed models. Insurance: Mathematics and Economics.

Key papers

›   Antonio, K. and Beirlant, J. 2007.  Actuarial statistics with generalized linear mixed models. Insurance: Mathematics and Economics, 40, 1-58.
›   Dhaene, J., Tsanakas, A., Valdez, E. and Vanduffel, S. 2012. Optimal capital allocation principles. Journal of Risk and Insurance, 79(1), 1-28.
›   Dhaene, J., Denuit, M., Goovaerts M.J., Kaas R. and Vyncke D. 2012. The concept of comonotonicity in actuarial science and finance: theory. Insurance: Mathematics and Economics, 31(1), 3-33.
›   Antonio, K. and Plat, H.J. 2014. Micro-level stochastic loss reserving in general insurance. Scandinavian Actuarial Journal, 2014(7), 649-669.
›   Dhaene, J., Stassen, B., Devolder, P. and Vellekoop, M. 2015. The minimal entropy martingale measure in a market of traded financial and actuarial risks. Journal of Computational and Applied Mathematics, 282, 111-133.

Meet the experts

                  Antonio           Beckers             Dhaene          Goovaerts         Van Hulle


   Laeven

 

Highlights and events

›   Long established tradition and recognition in actuarial research and education, with the first students starting in 1941.
›   Up to date, two year master program to become a fully qualified actuary.
›   The bibliographical study of Genest and Carabarin-Aguirre (2013) puts the group at the 4th position in a ranking of the productivity of 867 actuarial research groups worldwide.
›   Strong international orientation.
›   Dedicated alumni chapter with the Alumni & Friends Actuariaat Leuven