| Rob Kaas
M.Sc. in Mathematical Statistics, University of Amsterdam (1977, cum laude)
Ph.D. in Mathematics and Information Science, University of Amsterdam
(1987, cum laude)
Present Position: Professor of Actuarial Science
(Actuarial Statistics)
Current Research Topics:
- Non life actuarial mathematics
- Ordering of risks
- Generalized Linear Models
- Computational methods
|
|
Managing Editor of
Insurance: Mathematics & Economics.
Member of ASTIN
Mailing address:
Prof. Dr. R. Kaas
Faculty of Economics and Econometrics
Department of Quantitative Economics
Section Actuarial Science
Roetersstraat 11
1018 WB Amsterdam
The Netherlands
Email address: r.kaas@uva.nl
Phone: +31-20-5254230/4217; Fax: +31-20-5254349
Books (co-)authored:
-
R. Kaas (2002). Actuariële Statistiek - Verleden en toekomst, Oratiereeks, Vossiuspers UvA.
-
R. Kaas, M.J. Goovaerts, J. Dhaene & M. Denuit (2001).
Modern Actuarial Risk Theory. Kluwer Academic Publishers, Dordrecht.
[Visit the
support page
for this book.]
-
R. Kaas & M.J. Goovaerts (1998). Inleiding Risicotheorie,
second edition. Institute for Actuarial Science, University of Amsterdam.
-
D.R. Dannenburg & R. Kaas (1996). Practical Actuarial Credibility Models.
Institute for Actuarial Science, University of Amsterdam.
-
R. Kaas, A.E. van Heerwaarden & M.J. Goovaerts (1998). Ordering of Actuarial Risks.
Caire Education Series 1, Caire, Brussels. [Distributed by the Institute for Actuarial Science, University of Amsterdam]
-
M.J. Goovaerts, R. Kaas, A.E. van Heerwaarden & T. Bauwelinckx (1990).
Effective Actuarial Methods. North-Holland, Amsterdam. [Out of print.]
-
R. Kaas (1987). Bounds and approximations for some risk theoretical quantities.
Institute for Actuarial Science, University of Amsterdam.
To order books at the Institute for Actuarial Science, contact
Rob Kaas.
For my list of published articles and work in progress, consult my latest
CV.
I currently teach the following courses:
-
Schade actuariaat 1 (Introduction to Risk Theory; Chapters 1-4 of Modern A.R.T.)
-
Schade actuariaat 2 (Risk Theory and Non-life Insurance; Chapter 5, 6 and 10 of Modern A.R.T.)
-
Schade: Statistische technieken (Statistical Techniques for Non-life Insurance; based on Chapters 7-9 of Modern A.R.T.)
-
Caput schade (Capita Selecta of Non-life Insurance Mathematics)