Dr Katrien Antonio
Katrien Antonio is associate professor in the Insurance research group at KU Leuven (Belgium) and assistant professor in the Actuarial Sciences and Mathematical Finance group at the University of Amsterdam. Katrien studied Mathematics at KU Leuven and obtained her PhD degree in 2007 at the same university. Her research puts focus on statistical modelling for life and non-life insurance, including stochastic loss reserving, pricing models and stochastic mortality models. In 2014 Katrien was a member of the working group of the Dutch Actuarial Association that published a stochastic mortality model for The Netherlands. She is also the lead researcher in charge of the 2015 Belgian mortality projection, published by the Institute of Actuaries in Belgium.
Wilbert Ouburg MSc FRM AAG
Wilbert Ouburg works as an actuary and financial risk manager at Delta Lloyd Group, an insurance company operating in the Netherlands and Belgium. He studied both Mathematics (Utrecht University) and Actuarial Science & Mathematical Finance (University of Amsterdam), and followed a post-graduate teaching program in mathematics. His master’s thesis on Bayesian mortality modelling was awarded the Netspar thesis award. He is a member of the Royal Dutch Actuarial Society and a Financial Risk Manager at the Global Association of Risk Professionals. In 2014 Wilbert was a member of the working group of the Dutch Actuarial Association that published a stochastic mortality model for the Netherlands.
Prof. dr. ir. Michel Vellekoop
Michel Vellekoop is full professor in the Actuarial Sciences and Mathematical Finance group at the University of Amsterdam. He studied Applied Mathematics at the University of Twente and obtained his PhD. degree in 1998 at Imperial College in London for research on nonlinear filtering problems for stochastic processes. Since then he has focused on applications in finance and insurance, both as an academic and as director of research for the Derivatives Technology Foundation. His main interests are valuation and risk management problems for contingent claims in complete as well as incomplete markets. Since 2009 he has been theme coordinator for Netspar, the Dutch research network for studies on pensions, ageing and retirement. In 2014 he was a member of the committee of the Dutch Actuarial Association that was responsible for the design of a new stochastic mortality model for the Netherlands.
Dr. Fernando Ariza (guest speaker)
Fernando Ariza works as the Head of Risks and Solvency's Area at Mutualidad de la Abogacía (Spain) and is in charge of its Risk Management and Actuarial Key Functions. He is also visiting professor at Carlos III University and ICEA (Spain). He studied both Economics and Actuarial Sciences (Complutense Univerity), and obtained his PhD degree in Financial, Actuarial and Mathematics Economy at the same University for the doctoral thesis “The Incidence of Longevity Risk on the Solvency of Life Insurances Companies”. In 2014 Fernando was awarded with the VII International Julio Castelo Award as co-author of the research study “Longevity Risk and its practical application to Solvency II”. Currently he is also the Technical Coordinator of the AGERS’s Bioactuarial Research Group (GβI) and member of the International Technical Committee of EurelPro for the improvement of social protection and pension schemes system for liberal professionals all over Europe.