RCLR researchers participated in a workshop for PhD researchers from UvA, Bayes Business School in London and KU Leuven.
On January 24, KU Leuven organised the fifth edition of a workshop to showcase research work they have done and engage with senior researchers from other institutions. Sander van Eekelen presented a paper on Optimal benefits, taxes, and investments for a PAYG system with reserve fund. Sander collaborated on the paper with Torsten Kleinow, Frank van Berkum and Michel Vellekoop from the Research Centre for Longevity Risk.
Katrien Antonio of RCLR and KU Leuven co-authored three papers that were presented by Paul Wilsens, Atibhav Chaudhry and Jens Robben respectively:
- Reducing dimensionality and granularity in hierarchical categorical variables
- Modelling Mortality Dependence with Time Series Vine-Copulae – A unified Approach for Serial and Cross-correlation
- Catastrophe Risk in a Stochastic Multi-Population Mortality Model