Division of Economic and Financial Studies

Piet de Jong Research

to appear in Astin Bulletin)

General Interest Areas

Insurance, casualty and actuarial statistics

Forecasting for General Insurance Liabilities

Adverse selection in insurance

Demographic Forecasting

Time series analysis and forecasting. State space modeling and methods.

Generalized linear modeling

Financial time series and derivative pricing

Energy modeling, load profiling and demand modeling

Data Mining

Software Development 

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Research Seminars

Mortality projection based on the Wang transform (to appear in Astin Bulletin)