Research output per year

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Personal profile

Research interests

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 & A.I. and Risk Models.

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 data science, econometrics, life insurance, machine learning, mathematics, probability theory, quantitative finance, and statistics at Tilburg University, Tias business school, Tilburg Professional Learning, JADS, and the Dutch Actuarial Institute.


principal data scientist & risk modeller, de Volksbank
Associate Professor, Tilburg University
Assistant Professor, Tilburg University
Risk manager at SNS REAAL (0.80 fte)
Lecturer, Tilburg University (0.20 fte)
Ph.D. candidate, Tilburg University
Research & Teaching assistant, Tilburg University

PhD supervision

PhD supervision

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 on "Semiparametric inference for non-LAN models", 12/6/2017 (with I. Gaia Becheri and Bas J.M. Werker)

Oliver Wichert, 2020 expected (with F.C. Drost and Bas J.M. Werker)


Reviewed for

Acta Scientarium Mathematicarum, Bernoulli, Columbian Journal of Statistics, Communications in Statistics - Theory and Methods, Computational Economics, Computational Statistics and Data Analysis, Econometrica, Econometrics, 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 Financial Risk Management, Journal of International Money and Finance, Journal of Mathematical analysis and Applications, Journal of Multivariate Analysis, 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, Sankhya, Statistical Inference for Stochastic Processes, Statistica Neerlandica, Statistics & Probability Letters, Tourism Management


Academic year 2019-2020

  • Quantitative Finance (Bachelor Econometrics & OR)
  • Statistical Methods (Executive Master of Actuarial Science)
  • Data Science (Executive Master of Actuarial Science)
  • Machine & Statistical Learning (Tilburg Professional Learning)
  • Statistics & Data Science (JADS-KPMG Data Science Academy)
  • 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 Bachelor and Master theses

Dion Pijpelink (2020). The identification of risk drivers for prepayments using machine learning (Deloitte).

Erik van der Poel (2020). On estimating the point in time probability of default exhibiting serial autocorrelation in a Vasicek asymptotic single risk factor setting (RiskQuest).

Sjors Altemuhl (2019). Predicting rising risk in health insurance using machine learning (Milliman).

Jasper Mol (2017). Comparing various methods of testing predictive power of financial variables on returns.

Vince Hasse (2017). Power Analysis of Stock Return Predictability Tests.

Nico van Engelshoven (2016). Comparison of credit scoring methods: Using both profit maximization and standard techniques.

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.

Jorn Veeneman (2015). Economic value of pension fund participation: incorporating longevity risk (PGGM).

Cishuang Xu (2014). Predictive regressions.

Oliver Wichert (2014). Optimal Jackknifing of predictive regressions with a highly persistent predictor.

Bas Wagemakers (2014). Optimal hedging of embedded options in variable rate mortgages (SNS Bank).

Pleuni Naus (2014). Predicting the number of train passengers (CQM).

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.

Lucas van de Kamer (2013). Nonparametric modeling in disability insurance (Achmea).

Eline Slijkhuis (2013). Efteling: planning the fairytale (Efteling).

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).

Noortje van der Vorst (2011). Estimating economic capital by replicating portfolios (ING).

Michiel Agterberg (2011). The influence of ambiguity on portfolio optimization.

Whitney Pattinaja (2011). Estimation error in the mean-variance framework.

Lina Jin (2010). Asymptotic optimality of panel unit root tests.

Rik van Beers (2010). Evaluation of the utility maximization method and its selection bias in credit scoring.

Gerben den Heijer (2007). Copulas: modelling the dependence structure of worldwide stock indices.


Current courses

Click here for my courses.


  • Statistics
  • Time Series
  • Econometrics
  • Risk Models
  • Data Science


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