PhD candidate in Predictive Analytics for Multi-Product Policyholder Value

Amsterdam School of Economics in Cooperation with Vivat Insurance (Zwitserleven & Reaal)

Publication date
20 November 2017
Level of education
Master's degree
Salary indication
€2,222 to €2,840 gross per month
Closing date
15 January 2018
Hours
38 hours per week
Vacancy number
17-583

The Amsterdam School of Economics (ASE) is part of the Faculty of Economics and Business (FEB).The FEB provides academic programmes for more than 5,500 students and employs about 400 people. The Amsterdam School of Economics (ASE) has a strong research profile in all areas of (quantitative) economics. The Faculty conducts research in many specialist areas and participates in the Tinbergen Institute, one of Europe's leading graduate schools in economics, finance and econometrics.

Project description

This project uses techniques from statistics, econometrics and machine learning to develop analytics that may help in maximizing policyholder value and cross-selling potential over a range of insurance products. A central part of the project is the development of a multi-policy model of claim behaviour.

This research is part of the collaboration between Amsterdam Data Science and VIVAT Insurance (Zwitserleven & Reaal).

Requirements

A master’s degree in actuarial science, econometrics, statistics, or equivalent.

We seek a highly motivated student with excellent grades in statistics and econometrics, and well- developed skills in computer programming and data handling. Familiarity with non-life insurance and machine learning would be an advantage.

Further information

Supervisors of the PhD project will be Prof. Michel Vellekoop, Prof. Peter Boswijk and Dr. Noud van Giersbergen.
For further information, please contact:

Appointment

The appointment will be for a period of 4 years, with an intermediate evaluation after 18 months, resulting in a PhD thesis. An educational plan will be drafted that includes attendance of courses and (international) conferences. The PhD candidate is also expected to assist in undergraduate teaching.

The gross monthly salary will range from €2,222 in the first year to €2,840 in the last year. The Collective Labour Agreement (cao) for Dutch Universities is applicable.

What do we offer you?

Some of the things we have to offer:

  • a unique community of Data Science researchers;
  • a friendly and informal working environment;
  • a high-level of interaction;
  • a location in the city centre;
  • an international environment (10+ nationalities in the group);
  • access to high-end computing facilities (cluster with CPU 4,000+ cores and 50+ GPUs).

Since Amsterdam is a very international city where almost everybody speaks and understands English.

Job application

Applications should be made via applications-feb@uva.nl. Please quote vacancy number 17-583 in the subject line.

All applications should include a:

  • curriculum vitae;
  • list of university courses taken with grades;
  • single page maximum statement of motivation and research interests. 

An interview and a scientific presentation will be part of the selection process. #LI-DNP

No agencies please

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