Katrien Antonio

KU Leuven

Professor

Leuven, Vlaams-Brabant

http://www.econ.kuleuven.be/katrien.antonio

University of Amsterdam

Associate professor

Roetersstraat 11

Amsterdam, 1018 WB

Netherlands

SCHOLARLY PAPERS

21

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3,221

SSRN CITATIONS
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SSRN RANKINGS

Top 19,715

in Total Papers Citations

44

CROSSREF CITATIONS

6

Scholarly Papers (21)

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1.

Unraveling the Predictive Power of Telematics Data in Car Insurance Pricing

Number of pages: 28 Posted: 18 Nov 2016 Last Revised: 07 Feb 2018
Verbelen Roel, Katrien Antonio and Gerda Claeskens
KU Leuven, KU LeuvenUniversity of Amsterdam and KU Leuven - Department of Economics
Downloads 710 (41,093)
Citation 9

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Pay-as-you-drive insurance, Usage-based insurance, Risk classification, Generalized additive models, Compositional predictors, Structural zeros

2.

Micro-Level Stochastic Loss Reserving for General Insurance

Number of pages: 24 Posted: 04 Jun 2010 Last Revised: 17 May 2017
Katrien Antonio and Richard Plat
KU LeuvenUniversity of Amsterdam and Richard Plat Consultancy
Downloads 694 (42,397)
Citation 12

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Stochastic Loss Reserving, General Insurance, Micro-Level

3.

Statistical Concepts of a Priori and a Posteriori Risk Classification in Insurance

AStA Advances in Statistical Analysis, 2012, 96(2), 187-224.
Number of pages: 35 Posted: 25 Aug 2010 Last Revised: 17 May 2017
Katrien Antonio and Emiliano A. Valdez
KU LeuvenUniversity of Amsterdam and University of Connecticut - Department of Mathematics
Downloads 370 (92,605)
Citation 1

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Actuarial Science, Regression and Credibility Models, Bonus-Malus Systems

4.

A Data Driven Binning Strategy for the Construction of Insurance Tariff Classes

Number of pages: 30 Posted: 13 Oct 2017
Roel Henckaerts, Katrien Antonio, Maxime Clijsters and Verbelen Roel
KU Leuven - Faculty of Business and Economics (FEB), KU LeuvenUniversity of Amsterdam, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven
Downloads 216 (162,588)
Citation 3

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P&C insurance pricing, frequency, severity, continuous risk factors, spatial risk

5.

A Multi-State Approach and Flexible Payment Distributions for Micro-Level Reserving in General Insurance

Number of pages: 35 Posted: 10 May 2016
Katrien Antonio, Els Godecharle and Robin Van Oirbeek
KU LeuvenUniversity of Amsterdam, KU Leuven - Department of Applied Economics and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 189 (184,082)
Citation 3

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micro-level reserving, extreme value theory, splicing, multi-state model

6.

Bayesian Poisson Log-Bilinear Models for Mortality Projections with Multiple Populations

European Actuarial Journal, 2015, 5(2), 245-281
Number of pages: 37 Posted: 07 May 2015 Last Revised: 17 May 2017
Katrien Antonio, Anastasios Bardoutsos and Wilbert Ouburg
KU LeuvenUniversity of Amsterdam, University of Groningen - Faculty of Spatial Sciences and Delta Lloyd
Downloads 154 (219,515)
Citation 4

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projected life tables, multi-population stochastic mortality models, Bayesian statistics, Poisson regression, one factor Lee & Carter model, two factor Lee & Carter model,Li & Lee model, augmented common factor model

7.

Individual Loss Reserving with the Multivariate Skew Normal Framework

ASTIN Bulletin, 43(3), 399-428 (2013)
Number of pages: 30 Posted: 01 Feb 2012 Last Revised: 17 May 2017
Mathieu Pigeon, Katrien Antonio and Michel Denuit
Catholic University of Louvain (UCL), KU LeuvenUniversity of Amsterdam and Catholic University of Louvain
Downloads 133 (247,146)
Citation 3

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stochastic loss reserving, general insurance, multivariate skew normal distribution, chain-ladder

8.

Individual Loss Reserving Using Paid-Incurred Data

Insurance: Mathematics and Economics, 2014, 58, 121-131.
Number of pages: 23 Posted: 05 Mar 2014 Last Revised: 17 May 2017
Mathieu Pigeon, Katrien Antonio and Michel Denuit
Catholic University of Louvain (UCL), KU LeuvenUniversity of Amsterdam and Catholic University of Louvain
Downloads 125 (260,560)

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Stochastic Loss Reserving; General Insurance; Multivariate Skew Normal Distribution; Prediction

9.

Linear Mixed Models for Predictive Modelling in Actuarial Science

Chapter 8 in Predictive Modeling Applications in Actuarial Science, Vol. 1 Predictive Modeling Techniques. (Editors E.W. Frees, R.A. Derrig, G. G. Meyers). Cambridge University Press, pages 266-312.
Number of pages: 36 Posted: 20 Jan 2014 Last Revised: 17 May 2017
Katrien Antonio and Yanwei Zhang
KU LeuvenUniversity of Amsterdam and University of Chicago - Department of Statistics
Downloads 95 (313,295)
Citation 1

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10.

Fitting Mixtures of Erlangs to Censored and Truncated Data Using the EM Algorithm

ASTIN Bulletin, 2015, 45(3), 729-758.
Number of pages: 28 Posted: 21 Jan 2014 Last Revised: 17 May 2017
Verbelen Roel, Gong Lan, Katrien Antonio, Andrei Badescu and X. Sheldon Lin
KU Leuven, University of Toronto, KU LeuvenUniversity of Amsterdam, University of Toronto - Department of Statistics and Department of Statistical Sciences, University of Toronto
Downloads 88 (328,982)
Citation 7

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Mixture of Erlang distributions with a common scale parameter; Censoring; Truncation; Expectation-maximization algorithm; Maximum likelihood

11.

The IA|BE 2015 Mortality Projection for the Belgian Population

Number of pages: 16 Posted: 12 Mar 2015
Katrien Antonio, Lize Devolder and Sander Devriendt
KU LeuvenUniversity of Amsterdam, Independent and Independent
Downloads 86 (333,641)
Citation 1

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12.

The Impact of Multiple Structural Changes on Mortality Predictions

Scandinavian Actuarial Journal, 2016, 7, 581-603.
Number of pages: 24 Posted: 05 Mar 2014 Last Revised: 17 May 2017
Frank Van Berkum, Katrien Antonio and Michel Vellekoop
KU Leuven - Faculty of Business and Economics (FBE), KU LeuvenUniversity of Amsterdam and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 67 (384,550)
Citation 9

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stochastic mortality; structural changes; mortality forecasting; backtesting

13.

Reserving by Conditioning on Markers of Individual Claims: A Case-Study Using Historical Simulation

North American Actuarial Journal, 2015, 19(4), 273-288
Number of pages: 21 Posted: 10 Jul 2014 Last Revised: 17 May 2017
Els Godecharle and Katrien Antonio
KU Leuven - Department of Applied Economics and KU LeuvenUniversity of Amsterdam
Downloads 57 (416,997)

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claims reserving, micro-level loss reserving, claim characteristics, historical simulation

14.

Non Linear Mixed Models for Predictive Modelling in Actuarial Science

Chapter 16 in Predictive Modeling Applications in Actuarial Science, Vol. 1 Predictive Modeling Techniques. (Editors E.W. Frees, R.A. Derrig, G. G. Meyers). Cambridge University Press, pages 566-601. (With peer review)
Number of pages: 27 Posted: 20 Jan 2014 Last Revised: 17 May 2017
Katrien Antonio and Yanwei Zhang
KU LeuvenUniversity of Amsterdam and University of Chicago - Department of Statistics
Downloads 57 (416,997)

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15.

Multivariate Mixtures of Erlangs for Density Estimation Under Censoring and Truncation

Lifetime Data Analysis, 2016, 22(3), 429-455.
Number of pages: 36 Posted: 07 Jan 2015 Last Revised: 17 May 2017
Verbelen Roel, Katrien Antonio and Gerda Claeskens
KU Leuven, KU LeuvenUniversity of Amsterdam and KU Leuven - Department of Economics
Downloads 48 (449,925)
Citation 1

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Multivariate Erlang mixtures with a common scale parameter, Density estimation, Censored data, Truncated data, Expectation-maximization algorithm, Maximum likelihood.

16.

A Bayesian Joint Model for Population and Portfolio-Specific Mortality

Netspar Discussion Paper No. 11/2015-034
Number of pages: 31 Posted: 20 Nov 2015 Last Revised: 17 May 2017
Frank van Berkum, Katrien Antonio and Michel Vellekoop
University of Amsterdam - Department of Quantitative Economics (KE), KU LeuvenUniversity of Amsterdam and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 39 (488,001)

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Bayesian analysis, portfolio-specific mortality, mortality experience, random effects, smoothing prior, simultaneous modelling

17.

Modeling Censored Losses Using Splicing: A Global Fit Strategy with Mixed Erlang and Extreme Value Distributions

Number of pages: 29 Posted: 18 Nov 2016 Last Revised: 17 May 2017
Tom Reynkens, Verbelen Roel, Jan Beirlant and Katrien Antonio
KU Leuven - Department of Mathematics, KU Leuven, Catholic University of Leuven (KUL) and KU LeuvenUniversity of Amsterdam
Downloads 35 (506,469)
Citation 2

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censoring, composite model, expectation-maximization algorithm, risk measurement, tail modeling

18.

Lifelong Health Insurance Covers with Surrender Values: Updating Mechanisms in the Presence of Medical Inflation

Number of pages: 30 Posted: 28 Apr 2015 Last Revised: 17 May 2017
Jan Dhaene, Els Godecharle, Katrien Antonio and Michel Denuit
Katholieke Universiteit Leuven, KU Leuven - Department of Applied Economics, KU LeuvenUniversity of Amsterdam and Catholic University of Louvain
Downloads 35 (506,469)

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medical expense insurance, lifelong contract, medical inflation index, withdrawal, surrender value

19.

Multivariate Mixtures of Erlangs for Density Estimation Under Censoring and Truncation: Additional Examples

Number of pages: 23 Posted: 12 Apr 2015
Verbelen Roel, Katrien Antonio and Gerda Claeskens
KU Leuven, KU LeuvenUniversity of Amsterdam and KU Leuven - Department of Economics
Downloads 20 (593,755)

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20.

Issues in Claims Reserving and Credibility: A Semiparametric Approach with Mixed Models

Journal of Risk & Insurance, Vol. 75, Issue 3, pp. 643-676, September 2008
Number of pages: 34 Posted: 05 Aug 2008
Katrien Antonio and Jan Beirlant
KU LeuvenUniversity of Amsterdam and Catholic University of Leuven (KUL)
Downloads 3 (715,184)
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21.

Bayesian Poisson Log-Bilinear Models for Mortality Projections with Multiple Populations: Online Appendix

Posted: 16 Jun 2015
Katrien Antonio, Anastasios Bardoutsos and Wilbert Ouburg
KU LeuvenUniversity of Amsterdam, University of Groningen - Faculty of Spatial Sciences and Delta Lloyd

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