Katrien Antonio : Citation Profile

Are you Katrien Antonio?

KU Leuven

10

H index

10

i10 index

231

Citations

RESEARCH PRODUCTION:

29

Articles

12

Papers

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 12
   Journals where Katrien Antonio has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 12 (4.94 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan714
   Updated: 2024-11-04    RAS profile: 2023-11-10    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Katrien Antonio.

Is cited by:

Okhrin, Ostap (7)

Wu, Xianyi (4)

Guillen, Montserrat (2)

Li, Hong (2)

Dhaene, Jan (2)

Blake, David (2)

Charpentier, Arthur (2)

Delong, Łukasz (2)

Dionne, Georges (2)

Regis, Luca (2)

Lu, Yang (2)

Cites to:

Blake, David (6)

Lee, Ronald (5)

Valdez, Emiliano (4)

Pinquet, Jean (4)

Parry, Ian (3)

Thérond, Pierre-Emmanuel (3)

Dhaene, Jan (2)

Hall, Bronwyn (2)

Hyndman, Rob (2)

Hausman, Jerry (2)

Delong, Łukasz (2)

Main data

Where Katrien Antonio has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics7
ASTIN Bulletin6
Scandinavian Actuarial Journal4
North American Actuarial Journal4
European Journal of Operational Research3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org5
LIDAM Discussion Papers ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
LIDAM Reprints ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3

Recent works citing Katrien Antonio (2024 and 2023)

YearTitle of citing document
2023Individual Claims Reserving using Activation Patterns. (2022). Cossette, H'Elene ; Pigeon, Mathieu ; Michaelides, Marie. In: Papers. RePEc:arx:papers:2208.08430.

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2023Microscopic Traffic Models, Accidents, and Insurance Losses. (2022). Weber, Stefan ; Kleiber, Marcel ; Kim, Sojung. In: Papers. RePEc:arx:papers:2208.12530.

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2023Transaction time models in multi-state life insurance. (2022). Sandqvist, Oliver Lunding ; Furrer, Christian ; Buchardt, Kristian. In: Papers. RePEc:arx:papers:2209.06902.

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2024A Credibility Index Approach for Effective a Posteriori Ratemaking with Large Insurance Portfolios. (2022). Lin, Sheldon X ; Badescu, Andrei L ; Vanegas, Sebastian Calcetero. In: Papers. RePEc:arx:papers:2211.06568.

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2023Machine Learning with High-Cardinality Categorical Features in Actuarial Applications. (2023). Wong, Bernard ; Wang, Melantha ; Taylor, Greg ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2301.12710.

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2023Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950.

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2024Accounting statement analysis at industry level. A gentle introduction to the compositional approach. (2023). Serrat, N'Uria Arimany ; Coenders, Germa. In: Papers. RePEc:arx:papers:2305.16842.

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2024Claim Reserving via Inverse Probability Weighting: A Micro-Level Chain-Ladder Method. (2023). Lin, Sheldon X ; Badescu, Andrei L ; Calcetero-Vanegas, Sebastian. In: Papers. RePEc:arx:papers:2307.10808.

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2024Cyber Insurance Risk: Reporting Delays, Third-Party Cyber Events, and Changes in Reporting Propensity -- An Analysis Using Data Breaches Published by U.S. State Attorneys General. (2023). Wong, Bernard ; Taylor, Greg ; Tan, Xingyun ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2310.04786.

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2023Do insurers adjust prices for the adoption of loss prevention technologies? Evidence from Danish municipal contracts. (2023). Kaiser, Brooks ; Solvsten, Simon. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:26:y:2023:i:1:p:57-82.

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2023Modelling economic losses from earthquakes using regression forests: Application to parametric insurance. (2023). Liu, Yifei ; Zhang, Minghui ; Gu, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001621.

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2023Nonparametric density estimation and risk quantification from tabulated sample moments. (2023). Lambert, Philippe. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:177-189.

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2024Bayesian CART models for insurance claims frequency. (2024). Aivaliotis, Georgios ; Ji, Lanpeng ; Zhang, Yaojun ; Taylor, Charles. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:108-131.

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2023Multi-population mortality projection: The augmented common factor model with structural breaks. (2023). Vahid, Farshid ; Pantelous, Athanasios A ; Wang, Pengjie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:450-469.

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2023Bayesian model averaging for mortality forecasting using leave-future-out validation. (2023). Salhi, Yahia ; Loisel, Stephane ; Goffard, Pierre-Olivier ; Barigou, Karim. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:674-690.

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2023Optimizing the preventive maintenance frequency with causal machine learning. (2023). Verbeke, Wouter ; Baesens, Bart ; Verdonck, Tim ; Boute, Robert ; Vanderschueren, Toon. In: International Journal of Production Economics. RePEc:eee:proeco:v:258:y:2023:i:c:s0925527323000300.

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2023Warranty service contracts design for deteriorating products with maintenance duration commitments. (2023). Liu, Bin ; Zhao, Xiujie ; He, Shuguang. In: International Journal of Production Economics. RePEc:eee:proeco:v:264:y:2023:i:c:s0925527323002141.

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2023.

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2023Nonlinear Modeling of Mortality Data and Its Implications for Longevity Bond Pricing. (2023). Zhou, Rui ; Li, Huijing ; Ji, Min. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:12:p:207-:d:1289443.

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2023Dependence Modelling of Lifetimes in Egyptian Families. (2023). Khalil, Dalia ; Constantinescu, Corina ; Hana, Waleed ; Henshaw, Kira. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:1:p:18-:d:1032194.

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2023Estimating Territory Risk Relativity Using Generalized Linear Mixed Models and Fuzzy C -Means Clustering. (2023). Gan, Chong ; Xie, Shengkun. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:99-:d:1154838.

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2023Machine Learning in Forecasting Motor Insurance Claims. (2023). Zaganidis, Emmanouil ; Papadimitriou, Theophilos ; Gogas, Periklis ; Poufinas, Thomas. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:9:p:164-:d:1242230.

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2023EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Working Papers. RePEc:hal:wpaper:hal-04090916.

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2023Hidden semi-Markov models for rainfall-related insurance claims. (2023). Punzo, Antonio ; Shi, Yue ; Maruotti, Antonello ; Otneim, Hkon. In: Discussion Papers. RePEc:hhs:nhhfms:2023_017.

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2023Securitization of pandemic risk by using coronabond. (2023). Khordj, Mohamed ; le Fur, Eric ; Haffar, Adlane. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-023-00425-2.

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2023Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. (2023). Leccadito, Arturo ; Costabile, Massimo ; Russo, Emilio ; Staino, Alessandro. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00439-1.

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2023Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty. (2023). Belkacem, Lotfi ; Peretti, Christian ; Ghaddab, Sarra. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02371-4.

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2023Generalized Additive Modelling of Dependent Frequency and Severity Distributions for Aggregate Claims. (2023). Adamic, Peter ; Desmond, Anthony Francis ; Chen, Tingting. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:12:y:2023:i:4:f:12_4_1.

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2023Practical strategies for generalized extreme value?based regression models for extremes. (2022). Rue, Hvard ; Huser, Raphael ; Castrocamilo, Daniela. In: Environmetrics. RePEc:wly:envmet:v:33:y:2022:i:6:n:e2742.

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Works by Katrien Antonio:

YearTitleTypeCited
2011Individual Loss Reserving with the Multivariate Skew Normal Model In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper0
2014Individual loss reserving using paid-incurred data In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper16
2014Individual loss reserving using paid–incurred data.(2014) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 16		article
2015On the transferability of reserves in lifelong health insurance contracts In: LIDAM Discussion Papers ISBA.
[Citation analysis]		paper0
2013Individual Loss Reserving with the Multivariate Skew Normal Framework In: LIDAM Reprints ISBA.
[Citation analysis]		paper22
2013INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK.(2013) In: ASTIN Bulletin.
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This paper has nother version. Agregated cites: 22		article
2014Individual loss reserving using paid–incurred data In: LIDAM Reprints ISBA.
[Citation analysis]		paper16
2017Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation In: LIDAM Reprints ISBA.
[Citation analysis]		paper2
2017LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION.(2017) In: ASTIN Bulletin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2019Modeling the number of hidden events subject to observation delay In: Papers.
[Full Text][Citation analysis]		paper5
2019Modeling the number of hidden events subject to observation delay.(2019) In: European Journal of Operational Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2021A hierarchical reserving model for reported non-life insurance claims In: Papers.
[Full Text][Citation analysis]		paper5
2022A hierarchical reserving model for reported non-life insurance claims.(2022) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 5		article
2021Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model In: Papers.
[Full Text][Citation analysis]		paper1
2022Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model.(2022) In: Risks.
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This paper has nother version. Agregated cites: 1		article
2023Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims In: Papers.
[Full Text][Citation analysis]		paper1
2023Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims.(2023) In: ASTIN Bulletin.
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This paper has nother version. Agregated cites: 1		article
2024Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff In: Papers.
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2015Bayesian Poisson log-bilinear models for mortality projections with multiple populations In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper12
2018Unravelling the predictive power of telematics data in car insurance pricing In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article30
2008Issues in Claims Reserving and Credibility: A Semiparametric Approach With Mixed Models In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article10
2010A Multilevel Analysis of Intercompany Claim Counts In: ASTIN Bulletin.
[Full Text][Citation analysis]		article7
2015FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM In: ASTIN Bulletin.
[Full Text][Citation analysis]		article14
2017A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY In: ASTIN Bulletin.
[Full Text][Citation analysis]		article3
2021Pricing service maintenance contracts using predictive analytics In: European Journal of Operational Research.
[Full Text][Citation analysis]		article3
2023Empirical risk assessment of maintenance costs under full-service contracts In: European Journal of Operational Research.
[Full Text][Citation analysis]		article0
2022The added value of dynamically updating motor insurance prices with telematics collected driving behavior data In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article3
2022Copula-based inference for bivariate survival data with left truncation and dependent censoring In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article1
2007Actuarial statistics with generalized linear mixed models In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article26
2017Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article9
2021Sparse regression with Multi-type Regularized Feature modeling In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2012Statistical concepts of a priori and a posteriori risk classification in insurance In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article12
2016Multivariate mixtures of Erlangs for density estimation under censoring In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data.
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2006Lognormal Mixed Models for Reported Claims Reserves In: North American Actuarial Journal.
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2015Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation In: North American Actuarial Journal.
[Full Text][Citation analysis]		article2
2021Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods In: North American Actuarial Journal.
[Full Text][Citation analysis]		article15
2005“A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004 In: North American Actuarial Journal.
[Full Text][Citation analysis]		article0

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