Econometric Game 2015

Bas Werker

Bas Werker is a professor of Finance and Econometrics at Tilburg University. His research interests cover various fields in asset pricing and asymptotic statistics. He has published work in journals as the Annals of Statistics, the Journal of Econometrics, and the Journal of Finance and the Review of Financial Studies. In the past he has been affiliated to Université de Sciences Sociales in Toulouse and, from 1997-2000 the Université Libre de Bruxelles (ECARES). He has taught courses in econometrics, investment analysis, and statistics at both the undergraduate and graduate level in various schools around the world. Moreover he supervises several Ph.D students. He is a Fellow of the Society for Financial Econometrics, senior researcher at the Center for Applied Research, Netspar researcher coordinator. Bas Werker is also author of the Tilburg Finance Tool.

Ramon van den Akker

Ramon van den Akker is an Associate Professor in statistics and econometrics at the department of Econometrics an Operations Research at Tilburg University. His research interests cover various fields in the area of asymptotic statistics, quantitative risk management, and time series analysis. He has taught courses in econometrics, life insurance, mathematics, probability theory, quantitative finace, and statistics at Tilburg University and Tias business school.

Michel Vellekoop

Michel Vellekoop is a full professor in the Actuarial Sciences and Mathematical Finance group at the University of Amsterdam. He studied Applied Mathematics at the University of Twente and obtaind his Ph.D degree in 1998 at Imperial College in London for research on nonlinear filtering problems for stochastic processes. Since then he has focused on applications in finance and insurance, both as an academic and as director of research for the Derivatives Technology Foundation. His main interests are valuation and risk management problems for contingent claims in complete as well as incomplete markets. Since 2009 he has bee theme coordinator for Netspar, the Dutch research network for studies on pensions, ageing and retirement. He is currently a member of the committee of the Dutch Actuarial Association that is responsible for the design of new stochastic mortality models for the Netherlands.

Katrien Antonio

Katrien Antonio is assistent professor in actuarial science at the University of Amsterdam and associate professor in actuarial science at KU Leuven (Belgium). Katrien holds a MSc degree in mathematics (2003) and a PhD (2007) in mathematics from KU Leuven. Her research puts focus on actuarial statistical models for life, non-life and health insurance. She studies – among others – loss reserving and tarification models for non-life insurance, and stochastic mortality models for life insurance. Katrien was a researcher in the working group of the Dutch actuarial association and participated in the development of the AG2014 mortality projection model. As lead researcher she also published the 2015 mortality projection table of the Belgian Institute of Actuaries. Katrien is teaching non-life insurance mathematics, life insurance mathematics, stochastic loss reserving and disability insurance in Leuven and Amsterdam.