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The IA|BE Prize

What is it about?

The Institute of Actuaries in Belgium is rewarding each year Master's theses dealing with research or a practical application in the field of actuarial sciences or the exercise of the actuarial profession.

Prize Rules

Should you have any questions, please do not hesitate to contact us.

Congratulations to the 2021 IA|BE Prize winners!

1st Prize - Jean-Loup Dupret

Rough stochastic volatility modeling and its Impact on long term life insurance pricing

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2nd Prize - Benjamin Roelants du Vivier

Valorisation d'un contrat d'assurance vie dans un modèle d'Heston-Hull et White

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3rd Prize - Ine Fransen

Model boosting and stacking for insurance pricing

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FORMER IA|BE PRIZE WINNERS

2020 Ignace Fets Telematics - Feature extraction and predictive modelling
Eva Verschueren Joint modeling of the physical and pricing density
Flavian Iqbal The COS method as a tool for pricing and hedging financial products
2017 Tine Huybrechts Updating the IA|BE 2015 mortality projection model
Candy Mahirwe Produits dérivés sur l'inflation
2016 Roel Henckaerts Risk factors in P&C insurance pricing
Michaël Lecuivre Modelization of exchange rates and their dependencies
2015 Karim Barigou Dépendance entre processus stochastiques par des copules dynamiques
Maxime Clijsters Dealing with continuous variables and geographical information in non-life insurance ratemaking
2014 Benjamin Blumental - Mickaël De Backer Analyses d'avancées dans la théorie des copules et application au domaine de l'assurance invalidité
Bruno De Laet The use of regression trees and ensembles of trees in P&C pricing
2013 Céline Hardy Les hypothèques inversées
Roel Verbelen Phase-type distributions & mixtures of Erlangs. A study of theoretical concepts, calibration techniques & actuarial applications.
2012 Nicolas Daxhelet Structuration de la dépendance au moyen de copules et applications sur des données connues de tempêtes
Gil Delcour On the use of risk-free rates in the discounting of insurance cash flows
2011 Frederik Borgers Micro-level stochastic loss reserving
Christoph Van Weverbergh Les options paniers dans des modèles de diffusions à sauts et un modèle à volatilité stochastique via les processus de Wishart
2010 Emilie Paye Modelisation of pandemic risk in the life insurance
Dirk Vervloet De hospitalisatieverzekering en de vergrijzingsreserve
2009 Grégory Dekimpe Variables annuities : Transfert d'une partie du risque de longévité au client
2008 Julien Trufin Ruin problems in presence of underwriting cycles and under IBNR claims
2007 Jean-Philippe Aoust & Alexandre Pochet Gestion dynamique des rachats anticipés dans la gestion d’un portefeuille d’assurance vies
Geert Van Damme & Mario Vanherle Dealing with group-effects in the assessment of portfolio credit risk
2006 Lin Lin
Claire Van Kaeckenbeeck & Aurélie Miller Solvency II : steps for determining solvency capital requirements - Application to a life annuities portfolio"
2005 Stijn Desmedt Actuarial Pricing of Minimum Death Guarantees in Unit-Linked Life Insurance
Vincent Guillaume Etude de l’impact d’une dépendance des risques sur les primes d’assurance vie individuelle 
2004 Daphné de Leval The introduction of a minimum return in Defined Contribution plans in line with the new Belgian law on pension benefits (law Vandenbroucke 2003)
Corinne Magis Tables de mortalité prospectives