The Research Centre for Longevity Risk (RCLR) is part of the University of Amsterdam. Prof. Dr. Torsten Kleinow is the director of RCLR and together with co-director Prof. Dr. Katrien Antonio, they are responsible for all the centre’s research programmes. The directors are supported by management team members Prof. Dr. Michel Vellekoop and Frank van Berkum.
The research team consists of PhD students, postdoctoral researchers and other senior researchers of the Amsterdam School of Economics. Additional appointments will continue to be made in 2022.
Prof. Dr. Torsten Kleinow
Torsten Kleinow is Professor for Longevity Risk at the University of Amsterdam. He studied mathematics at Humboldt-Universität zu Berlin and received his degree in 1998. He later obtained a PhD degree in Economics from the same institution. Before joining the University of Amsterdam in August 2022, Torsten had a post-doc position at the University of Ulm and worked as lecturer and associate professor at Heriot-Watt University in Edinburgh
He is an examiner for the Institute and Faculty of Actuaries and a former member of the IFoA’s Life Research Board. During his academic career he held several administrative roles at Heriot-Watt University, and he continues to participate in various international research projects related to mortality and longevity.
Prof. Dr. Katrien Antonio
Katrien Antonio is Associate Professor in Actuarial Science at the University of Amsterdam, and Full Professor in Actuarial Science and Insurance Analytics at the KU Leuven. She received her MSc degree in Mathematics in 2003, and her PhD in Mathematics in 2007, both from the KU Leuven. Her research interests include actuarial science, insurance analytics, data science, machine learning, applied statistics, and quantitative risk modelling.
Antonio is also campus vice dean for education of the Faculty of Economics and Business, Leuven, member of the council and the board of the Industrial Research Fund (IOF, Industrieel Onderzoeksfonds), Programme Director of the MSc of Actuarial and Financial Engineering, and Co-director of LRisk (Leuven Research Centre on Financial and Insurance Risk Analysis), all at the KU Leuven.
Prof. Dr. Ir. Michel Vellekoop
Management Team Member
Michel Vellekoop is Professor in Actuarial Sciences and Mathematical Finance at the University of Amsterdam. He received his MSc from the Faculty of Applied Mathematics, University of Twente in 1994, and his PhD from the Imperial College of Science, Technology and Medicine in London in 1998. His research interests include Stochastic Processes, Longevity Models, and Contingent Claim Pricing.
He is also a Scientific Member of the Royal Dutch Actuarial Association Mortality Research Committee, member of the Management Team of AEMAS (Amsterdam Executive Master Programme in Actuarial Science), and Research Director of the Actuarial Sciences and Mathematical Finance group at the University of Amsterdam.
Dr. Frank van Berkum
Management Team Member
Frank van Berkum is researcher at the University of Amsterdam. He studied Actuarial Science at the University of Amsterdam and received his MSc degree in 2010. In 2018, he obtained his PhD degree in Actuarial Science from the University of Amsterdam after having worked on this part-time. His research is focused on longevity risk modelling.
Besides his work at University of Amsterdam, Frank joined PwC in 2010 and is currently senior manager in the Risk Modelling Services team. He works both in audit and consulting projects, with a special focus on Integral Longevity Risk Management. He is also chair of the Royal Dutch Actuarial Association working group for the Projections Life Table.
Dr. Irene Simonetti
Post-Doc Research Fellow
Dr. Irene Simonetti holds a position as a Post-Doc Research Fellow at the University of Amsterdam (Amsterdam School of Economics). In February 2020, she received her PhD in Economics at the Ca’ Foscari University of Venice, discussing a thesis on the consequences of individuals’ health deterioration on the labour market.
Before joining the Research Center for Longevity Risk, Irene had been part of the Italian SHARE team (Survey of Health, Ageing and Retirement in Europe). In March 2021, she moved to the Vrije Universiteit of Amsterdam, where she also enriched her research agenda by studying the Dutch pension system and related issues.
Sander van Eekelen
Sander van Eekelen is a PhD student at the University of Amsterdam. He studied Quantitative Finance and Actuarial Science at Tilburg university and obtained his MSc degree in 2022. His research focusses on the sustainability of state pension benefits under longevity and demographic risks. Next to his research, Sander is also a part time consultant at PwC in the Risk Modelling Services team. Here he predominantly works on longevity risk modelling and management.
Post-Doc Research Fellow
Andrey Ugarte Montero is a postdoctoral researcher at the Research Center for Longevity Risk (RCLR) of the University of Amsterdam. He holds a master’s degree in Actuarial Science from the University of Lisbon and a PhD from HEC Lausanne. His research interests include topics related to life and health insurance and the social and financial consequences of longevity in an insurance context. He’s also interested in the applications of machine learning and data science in the insurance sector.
Andrey worked as an actuarial consultant for the firm EY (Ernst & Young) in Latin America from December 2013 to August 2017. He joined the Institute and Faculty of Actuaries of the United Kingdom (IFoA) in 2017, where he’s pursuing certification as an Associate/Fellow.
Sliem el Ela
Sliem el Ela is a PhD student at the University of Amsterdam. He studied Theoretical Physics and Mathematics at the University of Amsterdam and obtained his MSc degrees in 2023. His research focuses on optimal intergenerational risk sharing with reference-dependent preferences. Next to his research at the University of Amsterdam, Sliem also has a part-time role as Head of Research & Development at Pallas Athena Group. The research he supervises is focused on how to improve education and teaching in the context of the education support industry.