Katrien Antonio : Citation Profile

Are you Katrien Antonio?

KU Leuven (50% share)
Universiteit van Amsterdam (50% share)

9

H index

8

i10 index

196

Citations

RESEARCH PRODUCTION:

25

Articles

11

Papers

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 10
   Journals where Katrien Antonio has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 11 (5.31 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan714
   Updated: 2023-08-19    RAS profile:    
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Relations with other researchers

Works with:

Dhaene, Jan (2)

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)

Charpentier, Arthur (2)

Dionne, Georges (2)

Li, Hong (2)

Lu, Yang (2)

Dhaene, Jan (2)

Regis, Luca (2)

Ayuso, mercedes (2)

Blake, David (2)

Guillen, Montserrat (2)

Cites to:

Blake, David (9)

Lee, Ronald (7)

Valdez, Emiliano (4)

Pinquet, Jean (4)

Parry, Ian (3)

Hausman, Jerry (2)

Hyndman, Rob (2)

Dhaene, Jan (2)

Hall, Bronwyn (2)

Wang, Hansheng (1)

Reinartz, Werner (1)

Main data

Where Katrien Antonio has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics7
ASTIN Bulletin5
North American Actuarial Journal4
European Journal of Operational Research3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4
LIDAM Reprints ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
LIDAM Discussion Papers ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3

Recent works citing Katrien Antonio (2023 and 2022)

YearTitle of citing document
2022Micro-level Reserving for General Insurance Claims using a Long Short-Term Memory Network. (2022). Cossette, H'Elene ; Besse, Camille ; Chaoubi, Ihsan ; Cot, Marie-Pier. In: Papers. RePEc:arx:papers:2201.13267.

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2022Mack-Net model: Blending Macks model with Recurrent Neural Networks. (2022). Jos'e Javier N'u~nez-Vel'azquez, ; Alonso-Gonz, Pablo J ; Ramos, Eduardo. In: Papers. RePEc:arx:papers:2205.07334.

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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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2022Microscopic 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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2023A 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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2022mCube: Multinomial Micro-level reserving Model. (2022). Verdonck, Tim ; van Oirbeek, Robin ; Ponnet, Jolien ; Menvouta, Emmanuel Jordy. In: Papers. RePEc:arx:papers:2212.00101.

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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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2023Accounting 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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2022Assessing hail risk for property insurers with a dependent marked point process. (2022). Dickinson, Daniel ; Fung, Glenn M ; Shi, Peng. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:1:p:302-328.

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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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2021Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. (2021). Xian, Alan ; Wong, Bernard ; Taylor, Greg ; Avanzi, Benjamin. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:177-195.

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2021Infinitely stochastic micro reserving. (2021). Peta, Michal ; Okhrin, Ostap ; MacIak, Matu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:30-58.

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2022Actuarial intelligence in auto insurance: Claim frequency modeling with driving behavior features and improved boosted trees. (2022). Huang, Yifan ; Gao, Yaqian ; Meng, Shengwang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:115-127.

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2022Imbalanced learning for insurance using modified loss functions in tree-based models. (2022). Chong, Wing Fung ; Quan, Zhiyu ; Hu, Changyue. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:13-32.

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2022Leveraging high-resolution weather information to predict hail damage claims: A spatial point process for replicated point patterns. (2022). Shi, Peng ; Gao, Lisa. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:161-179.

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2022Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models. (2022). Fung, Tsz Chai. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:180-198.

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2022Frequency-severity experience rating based on latent Markovian risk profiles. (2022). Verschuren, Robert Matthijs. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:379-392.

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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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2021Micro-level parametric duration-frequency-severity modeling for outstanding claim payments. (2021). Pigeon, Mathieu ; Yanez, Juan Sebastian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:106-119.

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2021On the modelling of multivariate counts with Cox processes and dependent shot noise intensities. (2021). Yang, Xinda ; Wong, Bernard ; Taylor, Greg ; Avanzi, Benjamin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:9-24.

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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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2022Implementation of penalized survival models in churn prediction of vehicle insurance. (2022). Xu, Bing ; Zhao, Yulu ; Zhang, Lei ; Chen, Yan. In: Journal of Business Research. RePEc:eee:jbrese:v:153:y:2022:i:c:p:162-171.

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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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2022Optimal maintenance service strategy for OEM entering competitive MRO market under opposite patterns. (2022). Feng, LI ; Pan, Ershun ; Chen, Zhen ; Xia, Tangbin ; Zhu, Ying. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:217:y:2022:i:c:s0951832021005627.

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2022Conditional Gaussian mixture model for warranty claims forecasting. (2022). Krivtsov, Vasiliy ; Savargaonkar, Mayuresh ; Chehade, Abdallah. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:218:y:2022:i:pb:s0951832021006645.

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2022Black box technology, usage-based insurance, and prediction of purchase behavior: Evidence from the auto insurance sector. (2022). Adjielias, Elias ; Battisti, Enrico ; Alfiero, Simona. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:183:y:2022:i:c:s004016252200419x.

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2022Explainable Artificial Intelligence (XAI) in Insurance. (2022). Castignani, German ; Ressel, Juliane ; Cunneen, Martin ; Mullins, Martin ; Sheehan, Barry ; Owens, Emer. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:12:p:230-:d:990714.

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2022Variable Selection Algorithm for a Mixture of Poisson Regression for Handling Overdispersion in Claims Frequency Modeling Using Telematics Car Driving Data. (2022). Makov, Udi ; Boris, S T ; Shapovalov, Vered ; Shamir, Ariel. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:83-:d:791726.

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2022A New Class of Counting Distributions Embedded in the Lee–Carter Model for Mortality Projections: A Bayesian Approach. (2022). Makov, Udi ; Bar-Lev, Shaul K ; Awad, Yaser. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:6:p:111-:d:826214.

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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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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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2022Run for Your Life: The Ethics of Behavioral Tracking in Insurance. (2022). Steinberg, Etye. In: Journal of Business Ethics. RePEc:kap:jbuset:v:179:y:2022:i:3:d:10.1007_s10551-021-04863-8.

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2022Managing customer satisfaction: digital applications for insurance companies. (2022). Osterrieder, Katrin ; Neunsinger, Christof ; Eckert, Christian. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:47:y:2022:i:3:d:10.1057_s41288-021-00257-z.

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2022Segmentation and estimation of claim severity in motor third-party liability insurance through contrast analysis. (2022). Oltesova, Tatiana ; Komara, Silvia ; Reiff, Marian ; Zelinova, Silvia. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:3:p:803-842.

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2022Strong consistency of the MLE under two-parameter Gamma mixture models with a structural scale parameter. (2022). He, Mingxing ; Chen, Jiahua. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:16:y:2022:i:1:d:10.1007_s11634-021-00472-5.

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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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2021Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17: a new paid-incurred chain approach to risk adjustments. (2021). Xiong, Heng ; Mamon, Rogemar ; Zhao, Yixing. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00287-5.

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2022Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences. (2022). Santana, David J ; Rincon, Luis. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09913-2.

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2022Practical 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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2023Hierarchical random?effects model for the insurance pricing of vehicles belonging to a fleet. (2023). Dionne, Georges ; Lu, Yang ; Desjardins, Denise. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:242-259.

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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 another 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 another 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.
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This paper has another version. Agregated cites: 2		article
2019Modeling the number of hidden events subject to observation delay In: Papers.
[Full Text][Citation analysis]		paper4
2019Modeling the number of hidden events subject to observation delay.(2019) In: European Journal of Operational Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2021A hierarchical reserving model for reported non-life insurance claims In: Papers.
[Full Text][Citation analysis]		paper3
2022A hierarchical reserving model for reported non-life insurance claims.(2022) In: Insurance: Mathematics and Economics.
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This paper has another version. Agregated cites: 3		article
2021Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model In: Papers.
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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 another 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
2015Bayesian Poisson log-bilinear models for mortality projections with multiple populations In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper12
2021Quantifying longevity gaps using micro?level lifetime data In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article0
2018Unravelling the predictive power of telematics data in car insurance pricing In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article24
2008Issues in Claims Reserving and Credibility: A Semiparametric Approach With Mixed Models In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article7
2010A Multilevel Analysis of Intercompany Claim Counts In: ASTIN Bulletin.
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2015FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM In: ASTIN Bulletin.
[Full Text][Citation analysis]		article12
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]		article2
2023Empirical risk assessment of maintenance costs under full-service contracts In: European Journal of Operational Research.
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2022The added value of dynamically updating motor insurance prices with telematics collected driving behavior data In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2022Copula-based inference for bivariate survival data with left truncation and dependent censoring In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article0
2007Actuarial statistics with generalized linear mixed models In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article24
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]		article8
2021Sparse regression with Multi-type Regularized Feature modeling In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article0
2012Statistical concepts of a priori and a posteriori risk classification in insurance In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article10
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.
[Full Text][Citation analysis]		article4
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.
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2021Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods In: North American Actuarial Journal.
[Full Text][Citation analysis]		article9
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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