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:

  1. R. Kaas (2002). Actuariële Statistiek - Verleden en toekomst, Oratiereeks, Vossiuspers UvA.
  2. R. Kaas & M.J. Goovaerts (1998). Inleiding Risicotheorie, second edition. Institute for Actuarial Science, University of Amsterdam. [Superseded by Modern A.R.T.]
  3. D.R. Dannenburg & R. Kaas (1996). Practical Actuarial Credibility Models. Institute for Actuarial Science, University of Amsterdam. [Superseded by Modern A.R.T.]
  4. 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 [Distributed by the Institute for Actuarial Science, University of Amsterdam] [Superseded by Modern A.R.T.]
  5. R. Kaas (1987). Bounds and approximations for some risk theoretical quantities. Institute for Actuarial Science, University of Amsterdam.
  6. M.J. Goovaerts, R. Kaas, A.E. van Heerwaarden & T. Bauwelinckx (1990). Effective Actuarial Methods. North-Holland, Amsterdam. [Out of print.]
  7. M. Denuit, J. Dhaene, M. Goovaerts, R. Kaas, D. Vyncke (2005); Actuarial Theory for Dependent Risks – Measures, Orders and Models. Wiley.
  8. R. Kaas, M.J. Goovaerts, J. Dhaene & M. Denuit (2008). Modern Actuarial Risk Theory -- Using R. Springer.
    [Visit the support page for this book.]
Contact Rob Kaas if you are interested in a copy of the first five listed items.

For my list of published articles and work in progress, consult my latest CV.

I currently teach the following courses: