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 econometrics, life insurance, mathematics, probability theory, quantitative finance, and statistics at Tilburg University, Tias business school, and the Actuarial Institute.

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".

Awards

• 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).

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

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.

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

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.

Click here for my courses.

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)