Working papers

Granular mortality modeling with temperature and epidemic shocks: a three-state regime-switching approach

Robben, J., Barigou, K., Kleinow, T. (2025). Granular mortality modeling with temperature and epidemic shocks: a three-state regime-switching approach. arXiv preprint arXiv:2503.04568

To be presented at: Gompertz 200. Celebrating Two Centuries of Longevity Research (2025, Amsterdam), 28th International Congress on Insurance: Mathematics and Economics (2025, Tartu)

The short-term association between environmental variables and mortality: evidence from Europe

Robben, J., Antonio, K., Kleinow, T. (2024). The short-term association between environmental variables and mortality: evidence from Europe. arXiv preprint arXiv:2405.18020 (R&R at Journal of the Royal Statistical Society: Series A)

Presented at: Longevity 19 (2024, Amsterdam), ASSA Climate Change Seminar (2024, online), Workshop “Climate Change and Insurance” (2024, Vienna), IAALS webinar (2024, online), 27th International Congress on Insurance: Mathematics and Economics (2024, Chicago), Insurance Data Science Conference (2024, Stockholm), KU Leuven (2024)

Publications

Work in progress

Associating socio-economic, demographic, and environmental factors with mortality improvements: A cause-of-death study in Europe

with Séverine Arnold and Eman ElMeaddawy

Demographic and socio-economic determinants of old-age mortality in Belgium and the Netherlands

with Torsten Kleinow

Publications

Publications

Catastrophe risk in a stochastic multi-population mortality model

Robben, J., & Antonio, K. (2024). Catastrophe risk in a stochastic multi-population mortality model, 91, 599–651. Journal of Risk and Insurance. DOI: 10.1111/jori.12470

A hierarchical reserving model for reported non-life insurance claims

Crevecoeur, J., Robben, J., & Antonio, K. (2022). A hierarchical reserving model for reported non-life insurance claims, 104, 158-184. Insurance: Mathematics and Economics. DOI: 10.1016/j.insmatheco.2022.02.005

Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model

Robben, J., Antonio, K., & Devriendt, S. (2022). Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model, 10(2), 26. Risks. DOI: 10.3390/risks10020026

Publications

External reports

Assessing the impact of COVID-19 on the IA|BE 2020 mortality projections: a scenario analysis

Antonio, K., Devriendt, S. & Robben, J. (2020). The IA|BE 2020 mortality projection model for the Belgian population. Published by the Institute of Actuaries in Belgium.

The IA|BE 2020 mortality projection model for the Belgian population

Antonio, K., Devriendt, S. & Robben, J. (2020). The IA|BE 2020 mortality projection model for the Belgian population. Published by the Institute of Actuaries in Belgium.