Prof. dr. Roger J. A. Laeven (1979) has been a Full Professor, Chair of Mathematics and Economics of Risk, at the Department of Quantitative Economics of the University of Amsterdam since 2011. Furthermore, he has been a Visiting Research Professor at Princeton University, Bendheim Center for Finance, since 2007, and a part-time Professor of Quantitative Risk Management at KU Leuven since 2016.
Roger holds an MSc (Fields: Actuarial Science and Econometrics, With highest honors) and a PhD (Fields: Actuarial Science and Econometrics, With highest honors), both from the University of Amsterdam. In 2004, he was a visiting research fellow at the London School of Economics, Department of Statistics. From 2001-2005, he was a part-time consultant for Mercer Oliver Wyman, and from 2007-2011, he was a tenured Associate Professor at Tilburg University.
Roger's research spans the fields of Actuarial Science, Mathematical Finance, Probability Theory and Mathematical Statistics, Financial Econometrics, Operations Research, and (Micro) Economic Theory, and has appeared in the top academic journals in all these fields.
His areas of specialization include measurement of risk, decision under uncertainty, stochastic dependence modeling, and semi-martingale theory, and their ramifications in insurance and finance.
His current research interests focus on the mathematics and economics of modern risks, including financial-economic risks, environmental risks, and technological risks.
"Fascinated by risk. Aims at developing: (i) probabilistic models and statistical & econometric methods to assess 21st-century insurance and financial, environmental, and technological risks; and (ii) measures & decision theories to economically evaluate and optimally manage them."
SELECTION OF GRANTS AND PRIZES
Roger's PhD thesis was awarded the Christiaan Huygens Prize 2007 by the Royal Netherlands Academy of Arts and Sciences (KNAW). In 2006, he was awarded a VENI Grant by the Netherlands Organization for Scientific Research (NWO) for 'Measurement of Multivariate Risk in Insurance and Finance'; in 2009 he was awarded a VIDI Grant by NWO for 'Econometrics of Contagion in Insurance and Finance'; and in 2020 he was awarded a VICI Grant by NWO for '21st-Century Risks: Tackling the Complex Interplay of Risks in Time and Space'. Other recent research awards and grants include a VvV Grant (Risk and Insurance, 2012-2016), the FBdF Grant 2013/14, the ASX Prize 2014 and a VvV Grant (Risk and Regulation, 2017-2021).
OTHER ACADEMIC TIES
Roger is Director of the Risk and Macro Finance Research Focal Area at the University of Amsterdam; holds a courtesy appointment in the Department of Finance of the University of Amsterdam; is Scientific Advisor to Eurandom (Co-Director of the Multivariate Risk Modeling group); Associate Editor of Statistics and Probability Letters (Elsevier); Research Fellow of ACIS, Netspar, STAR, StochModFin and WONDER (previously the Stieltjes Institute); and Extramural Fellow of CentER (research groups Econometrics and Finance).
The Chair of Risk and Insurance that Roger holds is sponsored by the Dutch Association of Insurers.
Roger's expertise on risk management, insurance and solvency has been called for e.g., by the European Systemic Risk Board (ESRB), the European Insurance and Occupational Pensions Authority (EIOPA), the European Parliament, the Dutch Central Bank, the 2014/15 Commissie Verzekeraars and the Dutch Association of Insurers, to which institutions he has served as academic advisor.
Roger is a selected academic member of the European Insurance and Occupational Pensions Authority's Insurance and Reinsurance Stakeholder Group (IRSG, 1st mandate 2016-2018, 2nd mandate 2018-2020). He advises on a regular basis the insurance and financial industry on issues in the broad area of quantitative risk management.