Prof. dr. R. (Rob) Kaas
Faculty of Economics and Business
Section Quantitative Economics
Visiting address
- Roetersstraat 11
Postal address
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Postbus 15867
1001 NJ Amsterdam
Contact details
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Profile
Present Position
Professor of Actuarial Science (Actuarial Statistics)
Current Research Topics
- Non life actuarial mathematics
- Ordering of risks
- Generalized Linear Models
- Computational methods
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Teaching
Teaching activities
I currently teach the following courses
- Schade actuariaat (Introduction to Risk Theory; Chapters 1-4, 6 of Modern A.R.T.)
- Caput Insurance (Risk Theory and Non-life Insurance; Chapter 4, 5 and 7 of Modern A.R.T.)
- Non-life Insurance: Statistical Techniques; based on Chapters 8-10 of Modern A.R.T.)
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Other activities
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Publications
2018
- Kaas, R., Laeven, R., Lin, S., Tang, Q., Willmot, G., & Yang, H. (2018). IME’s Editorial Board. Insurance: Mathematics & Economics, 78, A1-A3. https://doi.org/10.1016/j.insmatheco.2017.08.008 [details]
- Kaas, R., Laeven, R., Lin, S., Tang, Q., Willmot, G., & Yang, H. (2018). In memoriam Marc Goovaerts. Insurance: Mathematics & Economics, 80, A1. https://doi.org/10.1016/j.insmatheco.2018.03.006 [details]
2015
- Charpentier, A., & Kaas, R. (2015). Introduction. In A. Charpentier (Ed.), Computational actuarial science with R (pp. 1-72). (Chapman & Hall/CRC The R Series). CRC Press. [details]
- Kaas, R., Gerber, H., Goovaerts, M., Shiu, E., & Albrecher, H. (2015). The impact factor of IME. Insurance: Mathematics & Economics, 62, 1-4. Advance online publication. https://doi.org/10.1016/j.insmatheco.2015.01.002 [details]
2011
- Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2011). Worst case risk measurement: back to the future? Insurance: Mathematics & Economics, 49(3), 380-392. https://doi.org/10.1016/j.insmatheco.2011.06.001 [details]
2010
- Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2010). A note on additive risk measures in rank-dependent utility. Insurance: Mathematics & Economics, 47(2), 187-189. https://doi.org/10.1016/j.insmatheco.2010.05.003 [details]
- Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2010). Decision principles derived from risk measures. Insurance: Mathematics & Economics, 47(3), 294-302. https://doi.org/10.1016/j.insmatheco.2010.07.004 [details]
2009
- Kaas, R., Laeven, R. J. A., & Nelsen, R. B. (2009). Worst VaR scenarios with given marginals and measures of association. Insurance: Mathematics & Economics, 44(2), 146-158. https://doi.org/10.1016/j.insmatheco.2008.12.004 [details]
2008
- Kaas, R., Goovaerts, M., Dhaene, J., & Denuit, M. (2008). Modern actuarial risk theory: using R. Springer Verlag. http://www1.fee.uva.nl/ke/act/people/kaas/ModernART.htm [details]
- Vanduffel, S., Chen, X., Dhaene, J., Goovaerts, M., Henrard, L., & Kaas, R. (2008). Optimal approximations for risk measures of sums of lognormals based on conditional expectations. Journal of Computational and Applied Mathematics, 221(1), 202-218. https://doi.org/10.1016/j.cam.2007.10.050 [details]
2007
- Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2007). Decision Principles derived from Risk Measures. Hermis, 8, 109-124.
- Willemse, W. J., & Kaas, R. (2007). Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality. Insurance: Mathematics & Economics, 40(3), 468-484. https://doi.org/10.1016/j.insmatheco.2006.07.003 [details]
2006
- Denuit, M., Dhaene, J., Goovaerts, M., Kaas, R., & Laeven, R. (2006). Risk measurement with equivalent utility principles. Statistics & Decisions, 24(1), 1-25. https://doi.org/10.1524/stnd.2006.24.1.1 [details]
- Dhaene, J. L. M., Vanduffel, S., Tang, Q., Goovaerts, M. J., Kaas, R., & Vyncke, D. (2006). Risk measures and comonotonicity: a review. Stochastic Models, 22(4), 573-606. https://doi.org/10.1080/15326340600878016 [details]
2005
- Denuit, M., Dhaene, J. L. M., Goovaerts, M. J., & Kaas, R. (2005). Actuarial Theory for Dependent Risks - Measures, Orders and Models. Southern Gate, Chichester: Wiley.
- Dhaene, J. L. M., Vanduffel, S., Goovaerts, M. J., Kaas, R., & Vyncke, D. (2005). Comonotonic approximations for optimal portfolio selection problems. The Journal of Risk and Insurance, 72(2), 253-300. https://doi.org/10.1111/j.1539-6975.2005.00123.x
- Goovaerts, M. J., Kaas, R., Laeven, R. J. A., Tang, Q., & Vernic, R. (2005). The tail probability of discounted sums of Pareto-like losses in insurance. Scandinavian Actuarial Journal, 2005(6), 446-461. https://doi.org/10.1080/03461230500361943 [details]
- Kaas, R., & Tang, Q. (2005). A large deviation result for aggregate claims with dependent claim occurrences. Insurance: Mathematics & Economics, 36(3), 251-259. https://doi.org/10.1016/j.insmatheco.2005.01.004
2004
- Dhaene, J. L. M., Goovaerts, M. J., & Kaas, R. (2004). Discussion on the paper 'Self Annuitization and Ruin in Retirement'. North American Actuarial Journal, 4, 124-126. [details]
- Dhaene, J., Vanduffel, S., Tang, Q., Goovaerts, M., Kaas, R., & Vyncke, D. (2004). Capital requirements, risk measures and comonotonicity. Belgian Actuarial Bulletin, 4(1), 53-61. http://www.belgianactuarialbulletin.be/articles/vol04/07-Dhaene.pdf [details]
- Goovaerts, M. J., & Kaas, R. (2004). Risk utility ranking. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, vol III. (pp. 1513-1515). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html [details]
- Goovaerts, M. J., Kaas, R., Dhaene, J. L. M., & Tang, Q. (2004). Some new classes of consistent risk measures. Insurance: Mathematics & Economics, 34(3), 505-516. https://doi.org/10.1016/j.insmatheco.2004.03.003 [details]
- Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A Comonotonic Image of Independence for Additive Risk Measures. Insurance: Mathematics & Economics, 35(3), 581-594. https://doi.org/10.1016/j.insmatheco.2004.07.005 [details]
- Kaas, R. (2004). Adjustment coefficient. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol I. (pp. 27-30). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html [details]
- Kaas, R. (2004). Beekman's convolution formula. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol I. (pp. 167-169). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html [details]
- Kaas, R. (2004). Generalized linear models. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol II. (pp. 759-769). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html [details]
- Kaas, R. (2004). Ordering of risks. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol III. (pp. 1225-1229). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html [details]
- Kaas, R., Goovaerts, M., & Tang, Q. (2004). Some useful counterexamples regarding comonotonicity. Belgian Actuarial Bulletin, 4(1), 1-4. http://www.belgianactuarialbulletin.be/articles/vol04/01-Kaas.pdf [details]
2003
- Dhaene, J. L. M., Goovaerts, M. J., & Kaas, R. (2003). Economic capital allocation derived from risk measures. North American Actuarial Journal, 7(2), 44-59. [details]
- Goovaerts, M. J., Kaas, R., Dhaene, J. L. M., & Tang, Q. (2003). A unified approach to generate risk measures. ASTIN Bulletin, 33(2), 173-191. [details]
- Goovaerts, M. J., de Schepper, A., Vyncke, D., Dhaene, J. L. M., & Kaas, R. (2003). Stable laws and the present value of cash-flows. North American Actuarial Journal, 7(4), 32-43. [details]
- Kaas, R., & Tang, Q. (2003). Note on the tail behavior or random walk maxima with heavy tails and negative drift. North American Actuarial Journal, 7(3), 57-61. [details]
- Vanduffel, S., Kaas, R., & Dhaene, J. L. M. (2003). The hurdle-race problem. Insurance: Mathematics & Economics, 33(2), 405-414. https://doi.org/10.1016/j.insmatheco.2003.08.008 [details]
- Vyncke, D., Goovaerts, M. J., Kaas, R., & Dhaene, J. L. M. (2003). On the dsitribution of cash-flows using Esscher transforms. The Journal of Risk and Insurance, 70(3), 563-575. https://doi.org/10.1111/1539-6975.t01-1-00065 [details]
2002
- Dhaene, J. L. M., Denuit, M., Goovaerts, M. J., Kaas, R., & Vynke, D. (2002). The concept of comonotonicity an Actuarial Science and Finance: Applications. Insurance: Mathematics & Economics, 31, 133-161. https://doi.org/10.1016/S0167-6687(02)00135-X [details]
- Dhaene, J. L. M., Denuit, M., Goovaerts, M. J., Kaas, R., & Vynke, D. (2002). The concept of comonotonicity an Actuarial Science and Finance: Theory. Insurance: Mathematics & Economics, 31, 3-33. https://doi.org/10.1016/S0167-6687(02)00134-8 [details]
- Goovaerts, M. J., & Kaas, R. (2002). Some problems in actuarial finance involving sums of dependent risks. Statistica Neerlandica, 56, 253-269. https://doi.org/10.1111/1467-9574.03600 [details]
- Kaas, R., Dhaene, J. L. M., Vyncke, D., Goovaerts, M. J., & Denuit, M. (2002). A Simple Geometric Proof that Commonotonic risks have a convex largest sum. ASTIN Bulletin, 32, 71-77. [details]
- Kaas, R., Goovaerts, M. J., Dhaene, J. L. M., & Denuit, M. (2002). Modern actuarial risk theory. 2nd edition. Dordrecht: Kluwer Academic Publishers. [details]
- de Schepper, A., Goovaerts, M. J., Dhaene, J. L. M., Vynke, D., & Kaas, R. (2002). Bounds for present value functions with stochastic interest raes and stochastic volatility. Insurance: Mathematics & Economics, 31, 87-103. https://doi.org/10.1016/S0167-6687(02)00126-9 [details]
2001
- Goovaerts, M. J., Dhaene, J. L. M., & Kaas, R. (2001). Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation. Tijdschrift voor economie en management, XLVI, 545-562. [details]
- Kaas, R., Goovaerts, M. J., Dhaene, J. L. M., & Denuit, M. (2001). Modern actuarial risk theory. Deventer: Kluwer Academic Publishers. [details]
2000
- Kaas, R., Dhaene, J. L. M., & Goovaerts, M. J. (2000). Upper and lower bounds or sum of random variables. Insurance: Mathematics & Economics, 27, 151-168. https://doi.org/10.1016/S0167-6687(00)00060-3 [details]
1998
- Dannenburg, D. R., Kaas, R., & Usman, L. N. (1998). Gegeneraliseerde Lineaire Modellen voor IBNR-driehoeken. Verzekerings-Archief, 75(4), 149-158. [details]
- Kaas, R., van Heerwaarden, A. E., & Goovaerts, M. J. (1998). Ordering of Actuarial Risks. (Caire Education Series 1, Caire, Brussels). Amsterdam: Institute for Actuarial Science, University of Amsterdam, Superseded by Modern A.R.T.
1997
- Kaas, R., Danneburg, D. R., & Goovaerts, M. J. (1997). Exact credibility for weighted observations. ASTIN Bulletin, 27, 287-295. [details]
- de Schepper, A., Goovaerts, M. J., & Kaas, R. (1997). A recursive scheme for perpetuities with random positive interest rates, Part 1: Analytical results. Scandinavian Actuarial Journal, 1997(1), 1-10. https://doi.org/10.1080/03461238.1997.10413974 [details]
1996
- Vanneste, M., Goovaerts, M. J., De Vylder, F., & Kaas, R. (1996). A stochastic approach to catastrophic risks. Scandinavian Actuarial Journal, 1996(2), 99-108. https://doi.org/10.1080/03461238.1996.10413966 [details]
1995
- Kaas, R., & Hesselager, O. (1995). Ordering claim size distributions and mixed Poisson probabilities. Insurance: Mathematics & Economics, 17(2), 193-201. https://doi.org/10.1016/0167-6687(95)00023-L [details]
1990
- Goovaerts, M. J., Kaas, R., van Heerwaarden, A. E., & Bauwelinckx, T. (1990). Effective Actuarial Methods. Amsterdam: North-Holland.
1987
- Kaas, R. (1987). Bounds and approximations for some risk theoretical quantities. Amsterdam: Institute for Actuarial Science, University of Amsterdam.
2007
- Kaas, R. (2007). De opleiding Actuarile wetenschappen: verleden, heden en toekomst. In A. van Heerwaarden, W. J. Willemse, & G. Leuven (Eds.), Sensei in het actuariaat; Liber Amicorum voor prof.dr. Henk Wolthuis AAG Amsterdam: Universiteit van Amsterdam.
2006
- Vanduffel, S., Dhaene, J. L. M., Goovaerts, M. J., & Kaas, R. (2006). Invloed van IFRS and Solvency 2 op het risicobeheer van verzekeringsondernemingen. Financiëel Forum. Bank- en Financiewezen, 2006(5).
2005
- Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2005). Decision principles derived from risk measures. In Proceedings of the 2nd Brazilian Conference on Statistical Modelling in Insurance and Finance Ubatuba, Brasil.
- Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2005). Decision principles derived from risk measures. In Proceedings of the 36th International Astin Colloquium Zurich, Switzerland.
- Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2005). Decision principles derived from risk measures. In Proceedings of the 7th International Hercma Conference Athens, Greece.
- Kaas, R. (2005). Compound Poisson distribution and GLM¿s -- Tweedie¿s distribution. In M. Vermaele (Ed.), Handelingen van het contactforum "3rd Actuarial and Financial Mathematics Day (4 February 2005) (pp. 3-12). Brussel.
- Kaas, R., Goovaerts, M. J., Dhaene, J. L. M., & Denuit, M. (2005). Modern Actuarial Risk Theory (Chinese translation). Bejing: Science Press.
2004
- Dhaene, J. L. M., Vanduffel, S., Goovaerts, M. J., Kaas, R., & Vyncke, D. (2004). Comonotonic approximations for optimal portfolio selection problems: the case of terminal wealth. In Handelingen van het contactforum "2nd Actuarial and Financial Mathematics Day (6 February 2004) (pp. 53-70)
- Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A comonotonic image of independence for additive risk measures. In Proceedings of the 3rd conference in Actuarial Science and Finance Samos, Greece. [details]
- Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A comonotonic image of independence for additive risk measures. In Proceedings of the 8th International IME conference [details]
2002
- Goovaerts, M. J., Kaas, R., & Dhaene, J. L. M. (2002). Economic capital allocation derived from risk measures. In Proceedings 6th International Congress on Insurance, Mathematics and Economics Lisbon, Portugal. [details]
2001
- Dhaene, J. L. M., Denuit, M., Goovaerts, M. J., Kaas, R., & Vyncke, D. (2001). The concept of comonotonicity in Actuarial Science and Finance: Theory. In Proceedings of the fifth International Congress on Insurance: Mathematics and Economics State College. [details]
- Goovaerts, M. J., de Schepper, A., Vyncke, D., Dhaene, J. L. M., & Kaas, R. (2001). Stable laws and the distribution of cash-flows. In Proceedings AFIR colloquium Toronto. [details]
- Kaas, R., Dhaene, J. L. M., Vyncke, D., Goovaerts, M. J., & Denuit, M. (2001). A simple geometric proof that comonotonic risks have the convex-largest sum. (Research report; No. 119). Leuven: Katholieke Universiteit Leuven, Departement Toegepaste Economische Wetenschappen. [details]
- Kaas, R., Dhaene, J. L. M., Vyncke, D., Goovaerts, M. J., & Denuit, M. (2001). A simple geometric proof that comonotonic risks have a convex largest sum. In Proceedings of the fifth International Congress on Insurance: Mathematics and Economics State College.
- Vyncke, D., Goovaerts, M. J., de Schepper, A., Kaas, R., & Dhaene, J. L. M. (2001). On the distribution of cash-flows using Esscher transforms. In Proceedings of the Fifth International Congress on Insurance: Mathematics and Economics State College. [details]
- de Schepper, A., Goovaerts, M. J., Dhaene, J. L. M., Kaas, R., & Vyncke, D. (2001). Bounds for present value functions with stochastic interest rates and stochastic volatility. In Proceedings of the fifth International Congress on Insurance: Mathematics and Economics State College. [details]
- de Schepper, A., Goovaerts, M. J., Dhaene, J. L. M., Vyncke, D., & Kaas, R. (2001). The valuation of cash flows for divident paying securities. In Proceedings Astin Colloquium Washington. [details]
2000
- Kaas, R., Goovaerts, M. J., & Dhaene, J. L. M. (2000). Upper and lower bounds for sums of random variables. In Proceedings 4th International Congress on Insurance: Mathematics and Economics Barcelona, Spain. [details]
1998
- Kaas, R., & Goovaerts, M. J. (1998). Inleiding Risicotheorie (second edition). Amsterdam: Institute for Actuarial Science, University of Amsterdam, [Superseded by Modern A.R.T.].
1995
- Kaas, R., & Hesselager, O. (1995). Ordering claim size distributions and mixed Poisson probabilities. (TI discussion paper; No. TI 95-165). Unknown Publisher. [details]
- Wolthuis, H., & Kaas, R. (1995). 1669 Christiaan and Ludwig Huygens : extracts from letters. In S. Haberman, & T. A. Sibbett (Eds.), History of actuarial science, Volume I Life tables and survival model Part I (pp. 129-143). London: Pickering. [details]
- Wolthuis, H., & Kaas, R. (1995). 1740 Nicholas Struyck : appendix to introduction to general geography. In S. Haberman, & T. A. Sibbett (Eds.), History of actuarial science, Volume I Life tables and survival model Part I (pp. 207-241). London: Pickering. [details]
1994
- Kaas, R., van Heerwaarden, A. E., & Goovaerts, M. J. (1994). Ordering of actuarial risks. (Education Series; No. 1). Brussels: Caire. [details]
1992
- Kaas, R., & van Heerwaarden, A. E. (1992). Stop-loss order, unequal means, and more dangerous distributions. Insurance: Mathematics & Economics, 11(1), 71-77. https://doi.org/10.1016/0167-6687(92)90089-T [details]
- van Heerwaarden, A. E., & Kaas, R. (1992). The Dutch premium principle. Insurance: Mathematics & Economics, 11(2), 129-133. https://doi.org/10.1016/0167-6687(92)90049-H [details]
1990
- Goovaerts, M. J., Kaas, R., van Heerwaarden, A. E., & Bauwelinckx, T. (1990). Effective actuarial methods. Amsterdam: North-Holland. [details]
1989
- Kaas, R., van Heerwaarden, A. E., & Goovaerts, M. J. (1989). Combining Panjer recursion with convolution. Insurance: Mathematics & Economics, 8(1), 19-21. https://doi.org/10.1016/0167-6687(89)90042-5 [details]
- van Heerwaarden, A. E., Kaas, R., & Goovaerts, M. J. (1989). Optimal reinsurance in relation to ordering of risks. Insurance: Mathematics & Economics, 8(1), 11-17. https://doi.org/10.1016/0167-6687(89)90041-3 [details]
- van Heerwaarden, A. E., Kaas, R., & Goovaerts, M. J. (1989). Properties of the Esscher premium calculation principle. Insurance: Mathematics & Economics, 8(4), 261-267. https://doi.org/10.1016/0167-6687(89)90001-2 [details]
1988
- Kaas, R., van Heerwaarden, A. E., & Goovaerts, M. J. (1988). Between individual and collective model for the total claims. (Actuarial Science and Econometrics Report; No. 3/88). Amsterdam: University of Amsterdam, Department of Actuarial Science and Econometrics. [details]
1987
- van Heerwaarden, A. E., Kaas, R., & Goovaerts, M. J. (1987). New upper-bounds for stop-loss premiums for the individual model. Insurance: Mathematics & Economics, 6(4), 289-293. https://doi.org/10.1016/0167-6687(87)90033-3 [details]
2011
- Kaas, R. (2011). The 'R' in modern art. Actuaris, 19(2), 12-14. http://www.ag-ai.nl/bibliotheek-1.php?action=view&Content_Id=2813 [details]
2008
- Kaas, R., Goovaerts, M. J., Shiu, E. S. W., Gerber, H. U., & Vyncke, D. (2008). Editorial: The 10th IME conference in Leuven, 2006. Insurance: Mathematics & Economics, 42(2), 467. https://doi.org/10.1016/S0167-6687(08)00025-5 [details]
2005
- Wolthuis, H., & Kaas, R. (2005). Wiley's "Encyclopedia of Actuarial Science". Actuaris, (mar), 36-37.
2002
2000
1996
- Dannenburg, D. R., Kaas, R., & Goovaerts, M. J. (1996). Practical actuarial credibility models. Amsterdam: IAE. [details]
1996
- Kaas, R., & Dannenburg, D. R. (1996). Een schade-actuariele truuk met GLIM. Actuaris, 3/4, 37-38. [details]
2013
- Cramer, J. S., & Kaas, R. (2013). Mortality hazard rates and life expectancy. (UvA Econometrics Discussion Paper; No. 2013-03). University of Amsterdam. http://aseri.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics-research-institute/uva-econometrics/dp-2013/1303.pdf [details]
2009
- Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2009). On risk measures and decisions in insurance and finance. Faculteit Economie en Bedrijfskunde. [details]
2007
- Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2007). On Risk Measures and Decisions in Insurance and Finance. Amsterdam: Faculteit Economie en Bedrijfskunde.
- Laeven, R. J. A., Goovaerts, M. J., & Kaas, R. (2007). Worst case risk measurement: back to the future? Amsterdam: Faculteit Economie en Bedrijfskunde.
2006
- Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2006). Decision principles derived from risk measures. (working paper). Amsterdam: Faculteit Economie en Bedrijfskunde.
- Laeven, R. J. A., & Kaas, R. (2006). Worst VaR scenarios with given marginals and measures of association. (working paper). Amsterdam: Faculteit Economie en Bedrijfskunde.
2005
- Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2005). Decision principles derived from risk measures. onbekend: Afdeling Business Studies.
- Laeven, R. J. A., Goovaerts, M. J., & Kaas, R. (2005). Worst case risk measurement: back to the future? (ACT working paper). onbekend: Afdeling Business Studies.
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Ancillary activities
No ancillary activities
Kaas, R. (2002). Actuariële Statistiek - Verleden en Toekomst. (Oratiereeks). Vossiuspers UvA.