Econometric Game 2015

General

The Econometric Game 2015 took place from the 31th of March until the 2nd of April 2015. You can see the aftermovie here:

Case

We are working on publishing the Econometric Game case 2015.

Casemakers and jury

Casemaker – Bas Werker

Bas Werker is a professor of Finance and Econometrics at Tilburg University. His research interests cover various fields in asset pricing and asymptotic statistics. He has published work in journals as the Annals of Statistics, the Journal of Econometrics, and the Journal of Finance and the Review of Financial Studies. In the past he has been affiliated to Université de Sciences Sociales in Toulouse and, from 1997-2000 the Université Libre de Bruxelles (ECARES). He has taught courses in econometrics, investment analysis, and statistics at both the undergraduate and graduate level in various schools around the world. Moreover he supervises several Ph.D students. He is a Fellow of the Society for Financial Econometrics, senior researcher at the Center for Applied Research, Netspar researcher
coordinator. Bas Werker is also author of the Tilburg Finance Tool.

Casemaker – Ramon van den Akker

Ramon van den Akker is an Associate Professor in statistics and econometrics at the department of Econometrics an Operations Research at Tilburg University. His research interests cover various fields in the area of asymptotic statistics, quantitative risk management, and time series analysis. He has taught courses in econometrics, life insurance, mathematics, probability theory, quantitative finace, and statistics at Tilburg University and Tias business school.

Jury – Michel Vellekoop

Michel Vellekoop is a full professor in the Actuarial Sciences and Mathematical Finance group at the University of Amsterdam. He studied Applied Mathematics at the University of Twente and obtaind his Ph.D degree in 1998 at Imperial College in London for research on nonlinear filtering problems for stochastic processes. Since then he has focused on applications in finance and insurance, both as an academic and as director of research for the Derivatives Technology Foundation. His main interests are valuation and risk management problems for contingent claims in complete as well as incomplete markets. Since 2009 he has bee theme coordinator for Netspar, the Dutch research network for studies on pensions, ageing and retirement. He is currently a member of the committee of the Dutch Actuarial Association that is responsible for the design of new stochastic mortality models for the Netherlands.

Jury – Katrien Antonio

Katrien Antonio is assistent professor in actuarial science at the University of Amsterdam and associate professor in actuarial science at KU Leuven (Belgium). Katrien holds a MSc degree in mathematics (2003) and a PhD (2007) in mathematics from KU Leuven. Her research puts focus on actuarial statistical models for life, non-life and health insurance. She studies – among others – loss reserving and tarification models for non-life insurance, and stochastic mortality models for life insurance. Katrien was a researcher in the working group of the Dutch actuarial association and participated in the development of the AG2014 mortality projection model. As lead researcher she also published the 2015 mortality projection table of the Belgian Institute of Actuaries. Katrien is teaching non-life insurance mathematics, life insurance mathematics, stochastic loss reserving and disability insurance in Leuven and Amsterdam.

Findings

We are working on publishing the findings of 2015.

Committee

Wibrand de Reij
Wibrand de Reij
Chairman

Hi! My name is Wibrand, I am currently finishing my bachelors in Economtrics and the head of the organizing committee for this years edition of the Econometric Game. I have always been internationally orientated and after organizing a couple of other events this seemed like the next logical step. Together with a great committee we have been busy for quite a while now and I’m proud of what we have been able to accomplish. I want to wish you all the best of luck and hope you have a good time here in our beautiful city Amsterdam.

Hi, I am Glenn Taylor, board member of the VSAE of the year 2014 and it is my second time organizing this event. What I believe that is so important about the Econometric Game is that it stimulates academic research and searches for a new possible solution to existing problems. This is what econometrics is all about and I am happy to welcome you all for the second time! Currently I am finishing the final year of my bachelor degree. Within the committee I was the coordinator from the VSAE board.

Glenn Taylor
Glenn Taylor
Coordinator
Steven Matthews
Steven Matthews
Acquisition & Website

I’m Steven Matthews, a second year bachelor Accountant student. In my free time I love builing things, solving puzzles and traveling the world. During my time as an Econometric student I came in contact with the study association VSAE. There I was involved with many committees organising events and last year I started with the Econometric Game committee. Within the committee I am responsible for the acquisition and the website. I hope you enjoy your time in Amsterdam and wish you good luck with the Econometric Game!

My name is Maggie and I am a third year bachelor Actuarial Science student at the University of Amsterdam. In my free time I enjoy reading and  stimulating the economy bij spending my hard earned money on holidays  and gifts for my friends. For the Econometric Game 2015 I was responsible for finding and maintaining contact with the case maker. I hope that all the participants have a good time in Amsterdam and wish them a lot of success with the Econometric Game; May the odds be ever in your favor!

Maggie Westra
Maggie Westra
Case
Nikki Wesselius
Nikki Wesselius
Media & VSAE Case

I’m Nikki Wesselius, a third year bachelor Econometric student at the University of Amsterdam. I’m addicted to challenges and adrenaline. I love travelling the world, backpacking through the wilderness and on the other hand shopping and soaking up culture in cities, but most of all I love Amsterdam. During the Economteric Game 2015 I’m responsible for the media and the VSAE-case. I hope you all will have enough challenges and adrenaline during the Econometric Game an still have some time to enjoy our lovely city.

I’m Wouter, 20 years old and this year’s contact for the (participating) universities. I’m currently in the third year of my bachelor Econometric and Operational Research. Besides my study and work I like to spend my time on rowing and other sports. After being a part of last year’s Actuariaatcongres committee, I was looking to organize a more international event this year. During the Econometric Game 2014 I was very impressed with all the participating international universities and I’m looking forward to put down another great Econometric Game this year. I wish all the participants a lot of success and above all a very nice stay in Amsterdam.

Wouter Kastrop
Wouter Kastrop
Universities
Sanne Berendschot
Sanne Berendschot
Facilities

Hello guys! I’m Sanne and currently in the third year of the interdisciplinary bachelor Bèta-Gamma and in the second year of my specialisation Econometrics and Operational Research. I am really excited to organise the Economtric Game for you this year. My responsibility is to arrange all the facilities. I love to travel and see all the different countries and cultures around the world. I am looking forward to meeting you all and I really hope you will enjoy your stay in Amsterdam with us!