Publications

Bauwelinckx, Y.-C., Dhaene, J., Verdonck, T., & van den Heuvel, M. (2025). On the causality-preservation capabilities of generative modelling.
Journal of Computational and Applied Mathematics 457, 116312

Boudt, K., Delmarcelle, O., & Ringoot, P. (2025). A news monitoring system to detect relevant news for the anti-money laundering supervision of financial institutions.
Risk Sciences 1: 100018

Bruyninckx, C., Boudt, K., & Vanduffel, S. (2025). Conversion of supplementary pension capital into an annuity: options in perspective.
Revue de Droit Social (Bruxelles) = Tijdschrift voor Sociaal Recht 2025(1):33-72

Campo, B. D. C., & Antonio, K. (2025). An engine to simulate insurance fraud network data.
European Actuarial Journal 15:255–295

Chen, A., Vanduffel, S., & Wilke, M. (2025). Optimal payoffs under smooth ambiguity.
European Journal of Operational Research 320(3): 754–764

Denuit, M., Dhaene, J., Ghossoub, M., & Robert, C. Y. (2025). Comonotonicity and Pareto optimality, with application to collaborative insurance.
Insurance: Mathematics and Economics 120: 1–16

Dhaene, J., Linders, D., Ling, B., & Wang, Q. (2025). Understanding the correlation risk premium.
Annals of Actuarial Science 19(2): 33–256

Di Nunno, G., Haferkorn, H., Khedher, A., & Vanmaele, M. (2025). Utility maximization and change of variable formulas for time-changed dynamics.
Stochastics: An International Journal of Probability and Stochastic Processes 1–26

Holvoet, F., Antonio, K., & Henckaerts, R. (2025). Neural Networks for Insurance Pricing with Frequency and Severity Data: A Benchmark Study from Data Preprocessing to Technical Tariff.
North American Actuarial Journal 1–44

Robben, J., Antonio, K., & Kleinow, T. (2025). The short-term association between environmental variables and mortality: Evidence from Europe.
Journal of the Royal Statistical Society Series A: Statistics in Society qnaf052

Campo, B. D. C., & Antonio, K. (2024). On clustering levels of a hierarchical categorical risk factor.
Annals of Actuarial Science 18(3): 540-578

Denuit, M., Dhaene, J., Feng, R., Hieber, P., & Robert, C. Y. (2024). Decentralized insurance: On the popularity of tontines and peer-to-peer (P2P) insurance schemes.
Annals of Actuarial Science 18(2): 237–241

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

Wilsens, P., Antonio, K. & Claeskens, G. (2024). Reducing the dimensionality and granularity in hierarchical categorical variables.
Advances in Data Analysis and Classification 19:1087–1118