Publications
by members of
KU Leuven → Faculteit Economie en Bedrijfswetenschappen → Department of Accountancy, Finance and Insurance
University of Leuven → Faculty of Business and Economics
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Books | Chapters |
Working papers
2026
- Steiner, Julia, 2026, "Evidence from wages and prices on the limited utility of Germany's first paper money (1772-1873)," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History, number 140541, May.
2025
- Goncharenko, Roman & Lukamanova, Elizaveta, 2025, "Monetary Policy Pass-Through to Lending Rates: Evidence from the Irish Central Credit Register," Economic Letters, Central Bank of Ireland, number 1/EL/25, Apr.
- Roman Goncharenko & Mikhail Mamonov & Steven Ongena & Svetlana Popova & Natalia Turdyeva, 2025, "Quo Vadis? Bank Closures, Firm Performance, and New Bank-Firm Relationships," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-52, May.
- Carlo Altavilla & Cecilia Melo Fernandes & Steven Ongena & Alessandro Scopelliti, 2025, "Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-38, Apr.
- Altavilla, Carlo & Fernandes, Cecilia Melo & Ongena, Steven & Scopelliti, Alessandro, 2022, "Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers," Working Paper Series, European Central Bank, number 2758, Dec.
- Carlo Altavilla & Steven Ongena & Alessandro Diego Scopelliti & Cecilia Melo Fernandes, 2025, "Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers," 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, number 772421, Apr.
2023
- 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, arXiv.org, number 2310.12671, Oct, revised Jan 2025.
- Roman Goncharenko & Mikhail Mamonov & Steven Ongena & Svetlana Popova & Natalia Turdyeva, 2023, "Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following “Sin” Bank Closures," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp754, Jun.
- Aleksy Leeuwenkamp & Wentao Hu, 2023, "New general dependence measures: construction, estimation and application to high-frequency stock returns," Papers, arXiv.org, number 2309.00025, Aug.
2022
- 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, arXiv.org, number 2203.07145, Mar, revised Feb 2023.
- 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, volume 53, issue 2, pages 185-212, May.
- Aleksy Leeuwenkamp, 2022, "Making heads or tails of systemic risk measures," Papers, arXiv.org, number 2206.02582, Jun, revised Apr 2023.
- Winta Beyene & Matteo Falagiarda & Steven Ongena & Alessandro Scopelliti, 2022, "Do Lenders Price the Brown Factor in Car Loans? Evidence from Diesel Cars," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-76, Oct.
- Couaillier, Cyril & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Scopelliti, Alessandro, 2022, "How to release capital requirements during a pandemic? Evidence from euro area banks," Working Paper Series, European Central Bank, number 2720, Sep.
2021
- Jens Robben & Katrien Antonio & Sander Devriendt, 2021, "Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model," Papers, arXiv.org, number 2111.10164, Nov.
- Jens Robben & Katrien Antonio & Sander Devriendt, 2022, "Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model," Risks, MDPI, volume 10, issue 2, pages 1-33, January.
- Roman Goncharenko & Mikhail Mamonov & Steven Ongena, 2021, "Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following Bad Bank Closures," Bank of Russia Working Paper Series, Bank of Russia, number wps90, Dec.
- Degryse, Hans & Goncharenko, Roman & Theunisz, Carola & Vadasz, Tamas, 2021, "When Green Meets Green," CEPR Discussion Papers, Centre for Economic Policy Research, number 16536, Sep.
- Degryse, Hans & Goncharenko, Roman & Theunisz, Carola & Vadasz, Tamas, 2023, "When green meets green," Journal of Corporate Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jcorpfin.2023.102355.
- Hans Degryse & Roman Goncharenko & Carola Theunisz & Tamas Vadasz, 2020, "When green meets green," Working Paper Research, National Bank of Belgium, number 392, Oct.
- Steven Ongena & Sara Pinoli & Paola Rossi & Alessandro Scopelliti, 2021, "Bank credit and market-based finance for corporations: the effects of minibond issuances," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1315, Feb.
- Steven Ongena & Sara Pinoli & Paola Rossi & Alessandro Scopelliti, 2020, "Bank Credit and Market-based Finance for Corporations: The Effects of Minibond Issuances," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-93, Nov.
- Steven Ongena & Sara Pinoli & Paola Rossi & Alessandro Scopelliti, 2021, "Bank Credit and Market-Based Finance for Corporations: The Effects of Minibond Issuances," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-55, Apr.
- Ongena, Steven & Pinoli, Sara & , & ,, 2021, "Bank Credit and Market-based Finance for Corporations: The Effects of Minibond Issuances," CEPR Discussion Papers, Centre for Economic Policy Research, number 16693, Nov.
- Ongena, Steven & Pinoli, Sara & Rossi, Paola & Scopelliti, Alessandro, 2020, "Bank credit and market-based finance for corporations: the effects of minibond issuances," Working Paper Series, European Central Bank, number 2508, Dec.
2019
- Jonas Crevecoeur & Jens Robben & Katrien Antonio, 2019, "A hierarchical reserving model for reported non-life insurance claims," Papers, arXiv.org, number 1910.12692, Oct, revised Nov 2021.
- Crevecoeur, Jonas & Robben, Jens & Antonio, Katrien, 2022, "A hierarchical reserving model for reported non-life insurance claims," Insurance: Mathematics and Economics, Elsevier, volume 104, issue C, pages 158-184, DOI: 10.1016/j.insmatheco.2022.02.005.
- Roman Goncharenko & Steven Ongena & Asad Rauf, 2019, "The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-43, Jun.
- Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2021, "The agency of CoCos: Why contingent convertible bonds are not for everyone," Journal of Financial Intermediation, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfi.2020.100882.
- Ongena, Steven & Goncharenko, Roman & Rauf, Asad, 2018, "The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone," CEPR Discussion Papers, Centre for Economic Policy Research, number 13344, Nov.
- Maddaloni, Angela & Scopelliti, Alessandro, 2019, "Rules and discretion(s) in prudential regulation and supervision: evidence from EU banks in the run-up to the crisis," Working Paper Series, European Central Bank, number 2284, May.
2018
- Jonas Crevecoeur & Katrien Antonio & Roel Verbelen, 2018, "Modeling the number of hidden events subject to observation delay," Papers, arXiv.org, number 1801.02935, Jan, revised Mar 2019.
- Crevecoeur, Jonas & Antonio, Katrien & Verbelen, Roel, 2019, "Modeling the number of hidden events subject to observation delay," European Journal of Operational Research, Elsevier, volume 277, issue 3, pages 930-944, DOI: 10.1016/j.ejor.2019.02.044.
- 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 623951.
- 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 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, number 623951.
2017
- 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, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017036, Jan.
- 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, volume 47, issue 3, pages 803-836, September.
- 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 583471.
- 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, volume 2018, issue 8, pages 681-705, September, DOI: 10.1080/03461238.2018.1429300.
- Roel Henckaerts & Katrien Antonio & Maxime Clijsters & Roel Verbelen, 2017, "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, number 583471.
- Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2017, "The agency of CoCo: Why do banks issue contingent convertible bonds?," CFS Working Paper Series, Center for Financial Studies (CFS), number 586.
2016
- 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 540323.
- 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 549545.
- 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, volume 77, issue C, pages 65-77, DOI: 10.1016/j.insmatheco.2017.08.005.
- 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 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, number 549545.
- 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 552745, Oct.
- 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, volume 67, issue 5, pages 1275-1304, November, DOI: 10.1111/rssc.12283.
- Roel Verbelen & Katrien Antonio & Gerda Claeskens, 2018, "Unraveling the predictive power of telematics data in car insurance pricing," 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, number 618916, Mar.
- Roel Verbelen & Katrien Antonio & Gerda Claeskens, 2016, "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, number 552745, Oct.
- Roel Verbelen & Katrien Antonio & Gerda Claeskens, 2018, "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, number 618916, Mar.
- 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 554572.
2015
- Dhaene, Jan & Godecharle, Els & Antonio, Katrien & Denuit, Michel, 2015, "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), number 2015008, Jan.
- Jan Dhaene & Els Godecharle & Katrien Antonio & Michel Denuit, 2015, "On the transferability of reserves in lifelong health insurance contracts," 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, number 494492.
- Katrien Antonio & Anastasios Bardoutsos & Wilbert Ouburg, 2015, "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, number 1505.
- Katrien Antonio & Anastasios Bardoutsos & Wilbert Ouburg, 2015, "Bayesian Poisson log-bilinear models for mortality projections with multiple populations," 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, number 485564.
- 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 487077.
- 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 493730.
- Roel Verbelen & Katrien Antonio & Gerda Claeskens, 2015, "Multivariate mixtures of Erlangs for density estimation under censoring and truncation: additional examples," 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, number 493730.
- 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 499724.
- Katrien Antonio & Sander Devriendt, 2015, "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, number 501605, Jul.
- Katrien Antonio & Sander Devriendt, 2015, "Lang leven in België: een nieuwe prognose," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 501605, Jul.
- Raja Almarzoqi & Sami Ben Naceur & Alessandro Scopelliti, 2015, "How Does Bank Competition Affect Solvency, Liquidity and Credit Risk? Evidence from the MENA Countries," IMF Working Papers, International Monetary Fund, number 2015/210, Sep.
2014
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2014, "Individual loss reserving using paid-incurred data," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014014, Jan.
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2014, "Individual loss reserving using paid–incurred data," Insurance: Mathematics and Economics, Elsevier, volume 58, issue C, pages 121-131, DOI: 10.1016/j.insmatheco.2014.06.012.
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2014, "Individual loss reserving using paid–incurred data," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014024, Jan.
2013
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2013, "Individual Loss Reserving with the Multivariate Skew Normal Framework," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013028, Jan.
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2013, "Individual Loss Reserving With The Multivariate Skew Normal Framework," ASTIN Bulletin, Cambridge University Press, volume 43, issue 3, pages 399-428, September.
- Scopelliti, Alessandro Diego, 2013, "Off-balance sheet credit exposure and asset securitisation: what impact on bank credit supply?," MPRA Paper, University Library of Munich, Germany, number 43890, Jan.
2011
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2011, "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), number 2011043, Jan.
2010
- Diego Scopelliti, Alessandro, 2010, "The Interaction between Antitrust and Intellectual Property : the Interoperability Issue in the Microsoft Europe Case," Economic Research Papers, University of Warwick - Department of Economics, number 271183, DOI: 10.22004/ag.econ.271183.
- Scopelliti, Alessandro Diego, 2010, "The Interaction between Antitrust and Intellectual Property : the Interoperability Issue in the Microsoft Europe Case," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 924.
2009
- Scopelliti, Alessandro Diego, 2009, "Current Features and Future Problems of the Italian Pension System," MPRA Paper, University Library of Munich, Germany, number 20077, Jun.
- Scopelliti, Alessandro Diego, 2009, "Competition and Economic Growth: a Critical Survey of the Theoretical Literature," MPRA Paper, University Library of Munich, Germany, number 20079, Dec.
- Alessandro D. SCOPELLITI, 2010, "Competition And Economic Growth: A Critical Survey Of The Theoretical Literature," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 1(11)_Spr, pages 70-93.
- Scopelliti, Alessandro Diego, 2009, "Competition and Economic Growth: an Empirical Analysis for a Panel of 20 OECD Countries," MPRA Paper, University Library of Munich, Germany, number 20127, Dec.
Journal articles
2024
- Roman Goncharenko & Asad Rauf, 2024, "Still "Too Much, Too Late": Provisioning for Expected Loan Losses," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 4, pages 415-474, October.
2023
- 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, volume 53, issue 2, pages 185-212, May.
- 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, arXiv.org, number 2203.07145, Mar, revised Feb 2023.
- Deprez, Laurens & Antonio, Katrien & Boute, Robert, 2023, "Empirical risk assessment of maintenance costs under full-service contracts," European Journal of Operational Research, Elsevier, volume 304, issue 2, pages 476-493, DOI: 10.1016/j.ejor.2022.03.055.
- 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, volume 2023, issue 9, pages 853-884, October, DOI: 10.1080/03461238.2022.2161413.
- Degryse, Hans & Goncharenko, Roman & Theunisz, Carola & Vadasz, Tamas, 2023, "When green meets green," Journal of Corporate Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jcorpfin.2023.102355.
- Degryse, Hans & Goncharenko, Roman & Theunisz, Carola & Vadasz, Tamas, 2021, "When Green Meets Green," CEPR Discussion Papers, Centre for Economic Policy Research, number 16536, Sep.
- Hans Degryse & Roman Goncharenko & Carola Theunisz & Tamas Vadasz, 2020, "When green meets green," Working Paper Research, National Bank of Belgium, number 392, Oct.
2022
- Crevecoeur, Jonas & Robben, Jens & Antonio, Katrien, 2022, "A hierarchical reserving model for reported non-life insurance claims," Insurance: Mathematics and Economics, Elsevier, volume 104, issue C, pages 158-184, DOI: 10.1016/j.insmatheco.2022.02.005.
- Jonas Crevecoeur & Jens Robben & Katrien Antonio, 2019, "A hierarchical reserving model for reported non-life insurance claims," Papers, arXiv.org, number 1910.12692, Oct, revised Nov 2021.
- 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, volume 105, issue C, pages 79-95, DOI: 10.1016/j.insmatheco.2022.03.011.
- 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, volume 107, issue C, pages 1-21, DOI: 10.1016/j.insmatheco.2022.07.011.
- Jens Robben & Katrien Antonio & Sander Devriendt, 2022, "Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model," Risks, MDPI, volume 10, issue 2, pages 1-33, January.
- Jens Robben & Katrien Antonio & Sander Devriendt, 2021, "Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model," Papers, arXiv.org, number 2111.10164, Nov.
- Roman Goncharenko & Elizaveta Lukmanova, 2022, "Persistent Monetary Policy in a Model with Labor Market Frictions," AEA Papers and Proceedings, American Economic Association, volume 112, pages 496-502, May, DOI: 10.1257/pandp.20221094.
- Roman Goncharenko, 2022, "Fighting Fire with Gasoline: CoCos in Lieu of Equity," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 2-3, pages 493-517, March, DOI: 10.1111/jmcb.12857.
2021
- 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, volume 184, issue 2, pages 548-570, April, DOI: 10.1111/rssa.12631.
- Deprez, Laurens & Antonio, Katrien & Boute, Robert, 2021, "Pricing service maintenance contracts using predictive analytics," European Journal of Operational Research, Elsevier, volume 290, issue 2, pages 530-545, DOI: 10.1016/j.ejor.2020.08.022.
- Devriendt, Sander & Antonio, Katrien & Reynkens, Tom & Verbelen, Roel, 2021, "Sparse regression with Multi-type Regularized Feature modeling," Insurance: Mathematics and Economics, Elsevier, volume 96, issue C, pages 248-261, DOI: 10.1016/j.insmatheco.2020.11.010.
- 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, volume 25, issue 2, pages 255-285, April, DOI: 10.1080/10920277.2020.1745656.
- Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2021, "The agency of CoCos: Why contingent convertible bonds are not for everyone," Journal of Financial Intermediation, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfi.2020.100882.
- Roman Goncharenko & Steven Ongena & Asad Rauf, 2019, "The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-43, Jun.
- Ongena, Steven & Goncharenko, Roman & Rauf, Asad, 2018, "The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone," CEPR Discussion Papers, Centre for Economic Policy Research, number 13344, Nov.
- Couaillier, Cyril & Lo Duca, Marco & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Scopelliti, Alessandro, 2021, "Bank capital buffers and lending in the euro area during the pandemic," Financial Stability Review, European Central Bank, volume 2.
2019
- Crevecoeur, Jonas & Antonio, Katrien & Verbelen, Roel, 2019, "Modeling the number of hidden events subject to observation delay," European Journal of Operational Research, Elsevier, volume 277, issue 3, pages 930-944, DOI: 10.1016/j.ejor.2019.02.044.
- Jonas Crevecoeur & Katrien Antonio & Roel Verbelen, 2018, "Modeling the number of hidden events subject to observation delay," Papers, arXiv.org, number 1801.02935, Jan, revised Mar 2019.
- Maddaloni, Angela & Scopelliti, Alessandro, 2019, "Prudential regulation, national differences and banking stability," Research Bulletin, European Central Bank, volume 58.
2018
- 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, volume 67, issue 5, pages 1275-1304, November, DOI: 10.1111/rssc.12283.
- 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 552745, Oct.
- Roel Verbelen & Katrien Antonio & Gerda Claeskens, 2018, "Unraveling the predictive power of telematics data in car insurance pricing," 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, number 618916, Mar.
- Roel Verbelen & Katrien Antonio & Gerda Claeskens, 2016, "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, number 552745, Oct.
- Roel Verbelen & Katrien Antonio & Gerda Claeskens, 2018, "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, number 618916, Mar.
- 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, volume 2018, issue 8, pages 681-705, September, DOI: 10.1080/03461238.2018.1429300.
- 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 583471.
- Roel Henckaerts & Katrien Antonio & Maxime Clijsters & Roel Verbelen, 2017, "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, number 583471.
- Goncharenko, Roman & Hledik, Juraj & Pinto, Roberto, 2018, "The dark side of stress tests: Negative effects of information disclosure," Journal of Financial Stability, Elsevier, volume 37, issue C, pages 49-59, DOI: 10.1016/j.jfs.2018.05.003.
2017
- van Berkum, Frank & Antonio, Katrien & Vellekoop, Michel, 2017, "A Bayesian Joint Model For Population And Portfolio-Specific Mortality," ASTIN Bulletin, Cambridge University Press, volume 47, issue 3, pages 681-713, September.
- 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, volume 47, issue 3, pages 803-836, September.
- 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, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017036, Jan.
- 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, volume 77, issue C, pages 65-77, DOI: 10.1016/j.insmatheco.2017.08.005.
- 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, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 549545.
- 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 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, number 549545.
2016
- 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, volume 22, issue 3, pages 429-455, July, DOI: 10.1007/s10985-015-9343-y.
- Frank van Berkum & Katrien Antonio & Michel Vellekoop, 2016, "The impact of multiple structural changes on mortality predictions," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2016, issue 7, pages 581-603, August, DOI: 10.1080/03461238.2014.987807.
2015
- 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, volume 45, issue 3, pages 729-758, September.
- 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, volume 19, issue 4, pages 273-288, October, DOI: 10.1080/10920277.2015.1046607.
2014
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2014, "Individual loss reserving using paid–incurred data," Insurance: Mathematics and Economics, Elsevier, volume 58, issue C, pages 121-131, DOI: 10.1016/j.insmatheco.2014.06.012.
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2014, "Individual loss reserving using paid-incurred data," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014014, Jan.
- Katrien Antonio & Richard Plat, 2014, "Micro-level stochastic loss reserving for general insurance," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2014, issue 7, pages 649-669, DOI: 10.1080/03461238.2012.755938.
2013
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2013, "Individual Loss Reserving With The Multivariate Skew Normal Framework," ASTIN Bulletin, Cambridge University Press, volume 43, issue 3, pages 399-428, September.
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2013, "Individual Loss Reserving with the Multivariate Skew Normal Framework," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2013028, Jan.
2012
- 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, volume 96, issue 2, pages 187-224, June, DOI: 10.1007/s10182-011-0152-7.
2010
- Antonio, Katrien & Frees, Edward W. & Valdez, Emiliano A., 2010, "A Multilevel Analysis of Intercompany Claim Counts," ASTIN Bulletin, Cambridge University Press, volume 40, issue 1, pages 151-177, May.
- Alessandro D. SCOPELLITI, 2010, "Competition And Economic Growth: A Critical Survey Of The Theoretical Literature," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 1(11)_Spr, pages 70-93.
- Scopelliti, Alessandro Diego, 2009, "Competition and Economic Growth: a Critical Survey of the Theoretical Literature," MPRA Paper, University Library of Munich, Germany, number 20079, Dec.
2008
- 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, volume 75, issue 3, pages 643-676, September, DOI: 10.1111/j.1539-6975.2008.00278.x.
2007
- Antonio, Katrien & Beirlant, Jan, 2007, "Actuarial statistics with generalized linear mixed models," Insurance: Mathematics and Economics, Elsevier, volume 40, issue 1, pages 58-76, January.
2006
- Katrien Antonio & Jan Beirlant & Tom Hoedemakers & Robert Verlaak, 2006, "Lognormal Mixed Models for Reported Claims Reserves," North American Actuarial Journal, Taylor & Francis Journals, volume 10, issue 1, pages 30-48, DOI: 10.1080/10920277.2006.10596238.
2005
- 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, volume 9, issue 3, pages 130-142, DOI: 10.1080/10920277.2005.10596216.
Books
2016
- Jens Ulbrich, Carl-Christoph Hedrich and Morten Balling (ed.), 2016, "The SSM at 1," SUERF Studies, SUERF - The European Money and Finance Forum, number 2016/3, ISBN: ARRAY(0x98b32968), October.
Chapters
2022
- Angela Maddaloni & Alessandro Scopelliti, 2022, "The architecture of supervision and prudential policy," Chapters, Edward Elgar Publishing, chapter 4, in: Robert Holzmann & Fernando Restoy, "Central Banks and Supervisory Architecture in Europe".
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