Roel Henckaerts

Roel Henckaerts

PhD student in Actuarial Science

KU Leuven & LRisk

Biography

Roel Henckaerts is a PhD student in actuarial science at KU Leuven and the LRisk Research Lab. His interests include artificial intelligence, interpretabilty, fairness and emerging technologies. Besides research, Roel enjoys an active lifestyle full of sports (running, fitness, badminton, tennis, snowboarding), music (playing bass guitar), healthy food and travelling. Before starting a PhD, Roel worked at the enterprise risk management department of AIG in London (UK) and the non-life insurance product development department of KBC in Leuven (Belgium).

Interests

  • Auto ML
  • Explainable AI
  • Fairness & solidarity
  • Telematics

Education

  • PhD in Actuarial Science, 2021 (planned)

    KU Leuven

  • MSc in Financial and Actuarial Engineering, 2016

    KU Leuven - summa cum laude

  • MSc in Insurance, 2015

    KU Leuven - summa cum laude

  • MSc in Mathematical Engineering, 2014

    KU Leuven - magna cum laude

  • BSc in Electrical Engineering, 2012

    KU Leuven

Skills

R

tidyverse, tidymodels, data.table, parallel, Rcpp, tidytext

Python

numpy, scipy, pandas, matplotlib, bokeh, scikit-learn, keras, nltk

Big data

hpc, h2o, sql

Predictive modeling

glm/gam, random forest, gbm, xgboost, deep learning

Reporting

rmarkdown, xaringan, shiny, jupyter notebook, latex

Personal tags

creative, solution minded, communicative, team player, motivated, ambitious

Experience

 
 
 
 
 

PhD Fellow

KU Leuven / LRisk / Research Foundation Flanders

Sep 2016 – Present Leuven (Belgium)

PhD in actuarial science with a focus on machine learning and telematics for non-life insurance pricing. Responsibilities include:

  • Data analysis, modeling and reporting to publish in scientific journals
  • Teaching assistant for the course data science for non-life insurance
  • Collaboration with industry through projects, workshops and seminars
  • Work leader for master thesis students on various topics
 
 
 
 
 

Actuary

KBC

Jun 2016 – Sep 2015 Leuven (Belgium)

Actuarial internship at the Non-Life Insurance Product Development department. Responsibilities include:

  • Tariff studies
  • Digital underwriting
  • Fraude & leakage detection
 
 
 
 
 

Risk Analyst

AIG

Jul 2015 – Sep 2015 London (UK)

Summer internship at the Enterprise Risk Management – Capital Modeling department. Responsibilities include:

  • Capital allocation analysis
  • Stress testing of internal models
  • Reporting of findings to senior management

Accomplish­ments

Best paper award at IME 2018 (Sydney, Australia)

Risks Jul 2018
Tree-based machine learning for insurance pricing

PhD fellowship grant on strategic basic research

Research Foundation Flanders Dec 2017
TRIPS: telematics redefining insurance pricing strategies

Presentation award at PARTY 2017 (Ascona, Switzerland)

Perspectives on Actuarial Risks in Talks of Young researchers Jan 2017
Using risk factors in general insurance pricing: a data driven binning strategy

IA|BE thesis award

Institute of Actuaries in Belgium Oct 2016
Risk factors in P&C insurance pricing: a data-driven binning strategy

AFI thesis award

Department of Accounting, Finance and Insurance (KU Leuven) Jun 2015
Stock market prediction through StockTwits sentiment

Flemish dissertation award nomination

de Vlaamse Scriptieprijs Dec 2014
Modeling, predicting and controlling epileptic seizures

Contact