Biography

Welcome! I am a postdoctoral researcher at the Research Centre for Longevity Risk of the University of Amsterdam. My current research explores diverse aspects of mortality and longevity modeling, with a focus on the impact of environmental and epidemiological variables on excess mortality, the use of machine learning techniques in mortality modeling, and old-age mortality patterns. Additionally, I hold a keen interest in the application of data science techniques within the non-life insurance domain.

News

Together with Andrew Cairns (Heriot-Watt University) and Torsten Kleinow (University of Amsterdam), I received a research grant funded by the Life Section of the International Actuarial Association for our project “A Machine Learning Approach to Constructing a Socio-Economic Heat Vulnerability Index Using Individual-Level Mortality Data”.

Starting September, I will be a guest lecturer for part of the courses Loss Models and Advanced Life Insurance Mathematics at KU Leuven.

Our paper “The short-term association between environmental variables and mortality: evidence from Europe ”, co-authored with Katrien Antonio and Torsten Kleinow, has been published in the Journal of the Royal Statistical Society Series A. You can read it here.

Our new working paper, co-authored with Karim Barigou (UCLouvain) and Torsten Kleinow (UvA), is now available: “Granular mortality modeling with temperature and epidemic shocks: a three-state regime-switching approach ”. You can read it on arXiv.

As of September 1, 2024 I have started as a postdoctoral researcher at the Research Centre for Longevity Risk of the University of Amsterdam.