16 January 2012
Dr R.J.A. Laeven (1979) has been appointed Professor of Risk and Insurance at the University of Amsterdam’s (UvA) Faculty of Economics and Business.
Roger Laeven is an expert in the field of financial risk management. His particular focus is on the measurement, evaluation and aggregation of insurance and financial risks. In a recent project conducted in cooperation with other internationally renowned experts, he worked on developing and implementing models, methods and techniques for identifying financial contamination risk and systemic risk. Endowed by the Dutch Association of Insurers, the chair in Risk and Insurance will enable Laeven and his research group to play an active role in deliberations on a new, scientifically-founded architecture for regulating and supervising insurers and pension funds.
From 2007 until 2011, Laeven worked as an associate professor at Tilburg University. He has also been a visiting research fellow at the Bendheim Center for Finance at Princeton University in the US since 2007. Laeven has received various research grants, including Veni and Vidi grants in 2006 and 2009, respectively, from the Netherlands Organisation for Scientific Research (NWO). In 2007 he was awarded the Christiaan Huygens prize for his doctoral thesis entitled Essays on Risk Measures and Stochastic Dependence, with Applications to Insurance and Finance on the measurement of financial risks. Laeven also leads the Multivariate Risk Modelling Group at Eurandom (European Institute for Statistics, Probability, Stochastic Operations Research and their Applications). He is associate editor of Insurance: Mathematics and Economics and of Insurance Markets and Companies: Analyses and Actuarial Computations, is a fellow at several institutions including the Amsterdam Center for Insurance Studies (ACIS) and Netspar, and is an extramural fellow at CentER, Tilburg University’s institute for economic research.
In creating this chair, the Dutch Association of Insurers seeks to make a contribution to practice-oriented university education and applied research in the financial sector, and the field of insurance in particular, by providing financial backing to the ACIS.