We are Tilburg University

We are Tilburg University

Bio

Ramon van den Akker is an Associate Professor at CentER and at the department of Econometrics & Operations Research, both at Tilburg University (0.2fte). He also works at de Volksbank on Advanced Analytics, Machine Learning & A.I. and Risk Modelling.

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,  machine learningand statistics at Tilburg University, Tias business school, Tilburg Professional Learning, and the Actuarial Institute.

Teaching

Academic year 2019-2020

Tilburg University

Executive Master Actuarial Science

  • Statistical Methods
  • Data Science
  • Case on mortgages

Tilburg Professional Learning

  • Data Science for Actuarial and Financial Professionals 
    • academic director
    • introduction to machine learning

JADS KPMG Data Science Academy

  • Statistics

 

 

Courses

Recent publications

  1. SEMIPARAMETRICALLY POINT-OPTIMAL HYBRID RANK TESTS FOR UNIT ROOTS -

    Zhou, B., van den Akker, R., & Werker, B. J. M. (2019). SEMIPARAMETRICALLY POINT-OPTIMAL HYBRID RANK TESTS FOR UNIT ROOTS. The Annals of Statistics, 47(5), 2601-2638.
  2. Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Pe…

    Wichert, O., Becheri, I. G., Drost, F. C., & Akker, R. V. D. (2019). Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing. Manuscript submitted for publication.
  3. Market-Consistent Valuation of Pension Liabilities -

    Pelsser, A., Salahnejhad, A., & van den Akker, R. (2016). Market-Consistent Valuation of Pension Liabilities. (Netspar Industry Paper; Vol. Design 63). Tilburg: NETSPAR.
  4. Semiparametric error-correction models for cointegration with trends …

    Hallin, M., van den Akker, R., & Werker, B. (2016). Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank. Journal of Econometrics, 190(1), 46-61.
  5. The power envelope of panel unit root tests in case stationary altern…

    Becheri, G., Drost, F., van den Akker, R., & Wichert, O. (2016). The power envelope of panel unit root tests in case stationary alternatives offset explosive ones. Statistics & probability letters, 108, 1-8.

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