Ramon van den Akker is an Associate Professor at CentER and at the department of Econometrics & Operations Research, both at Tilburg University (0.10fte). He also works (0.90fte) at SNS Bank as a Quantitative Expert.
His research interests cover various fields in the area of asymptotic statistics, quantitative risk management, big data in the financial industry, business modelling, and time series analysis, and have been published in leading journals in econometrics and statistics. Ramon is an Associate Editor of Statistical Inference for Stochastic Processes.
Ramon has taught courses in econometrics, life insurance, mathematics, probability theory, quantitative finance, and statistics at Tilburg University and Tias business school.
Contributions to scholarly journals
- Associate Editor Statistical Inference for Stochastic Processes (2014-present)
- reviewed for: Acta Scientarium Mathematicarum, Bernoulli, Communications in Statistics - Theory and Methods, Computational Economics, Computational Statistics and Data Analysis, Econometrica, Econometric Theory, Electronic Journal of Statistics, International Statistical Review, Journal of Business and Economics Statistics, Journal of Econometrics, Journal of Empirical Finance, Journal of Financial Econometrics, Journal of International Money and Finance, Journal of Mathematical Analysis and Applications, Journal of Statistical Planning and Inference, Journal of the American Statistical Association, Journal of the Korean Statistical Society, Journal of Risk and Financial Management, Journal of the Royal Statistical Society: series B, Statistical Inference for Stochastic Processes, , Statistics & Probability Letters, Tourism Management
I. Gaia Becheri on "Limiting Experiments for Panel-Data and Jump-Diffusion Models", 12/21/2012 (with Feike C. Drost and Bas J.M. Werker)
Bo Zhou, expected 2016 (with Bas J.M. Werker)
Academic year 2014-2015
Academic year 2014-2015
- Quantitative Finance (Bachelor Econometrics & OR)
- Life Insurance (Bachelor Econometrics & OR)
- thesis supervision
Ramon has also taught courses on econometrics (Bachelor Econometrics & OR), mathematics (Bachelor Economics), probability theory (Bachelor Econometrics & OR), life insurance (Bachelor Econometrics & OR) , and statistics (Bachelor Economics), and contributed to the projects "Wiskunde B" and "Wiskunde D".
- 2011 "Teacher of Excellence", Tilburg School of Economics and Management
- 2010 Nominee "best teacher" Bachelor's programme Econometrics & OR
- 2006 "Best course award" Faculty of Business and Economics for the course `Kansrekening en Statistiek' (Probability & Statistics) (together with John Einmahl and Johan Segers)
Completed Master theses
Lina Jin (2010). Asymptotic optimality of panel unit root tests.
Noortje van der Vorst (2011). Estimating economic capital by replicating portfolios (ING).
Simon Heerings (2012). Pension fund policy - a framework for pension funds in the Netherlands (First Pensions).
Hans Konings (2012). IBNR methods: predicting health care costs by micro-level data (Menzis).
Chantal van der Helm (2012). Disability insurance (PricewaterhouseCoopers).
Eline Slijkhuis (2013). Efteling: planning the fairytale.
Dimphy Hermans (2013). Replication of a class of variable annuities for the purpose of Economic Capital calculations (Deloitte).
Stèphanie van Breda (2013). Hedging separated accounts - using hybrid options (Achmea).
Elske Leenaars (2013). A dynamic version of the Vasicek model - the influence on capital requirements.
Bas Wagemakers (2014). Optimal hedging of embedded options in variable rate mortgages (SNS Bank).
Pleuni Naus (2014). Predicting the number of train passengers (CQM).
Jorn Veeneman (2015). Economic value of pension fund participation: incorporating longevity risk (PGGM).
Completed Bachelor theses
Gerben den Heijer (2007). Copulas: modelling the dependence structure of worldwide stock indices.
Rik van Beers (2010). Evaluation of the utility maximization method and its selection bias in credit scoring.
Michiel Agterberg (2011). The influence of ambiguity on portfolio optimization.
Whitney Pattinaja (2011). Estimation error in the mean-variance framework.
Lucas van de Kamer (2013). Nonparametric modeling in disability insurance (Achmea).
Cishuang Xu (2014). Predictive regressions.
Oliver Wichert (2014). Optimal Jackknifing of predictive regressions with a highly persistent predictor.
Daniël Schotanus (2015). Establishing index outperformance by modeling stock's excess returns.
Jochem van Vuren (2015). Structural breaks in asset predictability.Ruoyu Cheng (2015). Portfolio risk management using copula and EVT theory.
R.Akker teaches the following subjects:
- Quantitative Finance(35V5A1)More information
Teaching activities elsewhere
2010-2014 Program Committee Executive Master Actuarial Science, TiasNimbas Business school
2011-2014 advisor Group Risk Management Risk Modeling, SNS REAAL and external member Model Governance Committee (0.20 fte)
PO Box 90153 5000 LE Tilburg
|Phone||+31 13 466 3151|
|Secretary||+31 13 466 2430|
|Fax||+31 13 466 3280|
Tilburg School of Economics and Management
Econometrics and Operations Research