Personal information

Activities

Employment (5)

City, University of London London GB, Business School (formerly Cass): London, GB

2007-07-05 to present | Senior Lecturer in Actuarial Science (Faculty of Actuarial Science and Insurance)
Employment
Source: Self-asserted source
Jaap Spreeuw

Cass Business School: London, London, GB

2002-09-01 to 2007-07-04 | Lecturer in Actuarial Science (Faculty of Actuarial Science and Statistics/Insurance)
Employment
Source: Self-asserted source
Jaap Spreeuw

City University: London, London, GB

2000-11-27 to 2002-08-31 | Lecturer in Actuarial Science (Faculty of Actuarial Science and Statistics)
Employment
Source: Self-asserted source
Jaap Spreeuw

Universiteit van Amsterdam: Amsterdam, Noord-Holland, NL

1999-10-08 to 2000-11-26 | Postdoctoral lecturer (Faculteit der Economische Wetenschappen en Econometrie)
Employment
Source: Self-asserted source
Jaap Spreeuw

Universiteit van Amsterdam: Amsterdam, Noord-Holland, NL

1995-05-01 to 1999-10-08 | PhD Student and Assistant Researcher in Actuarial Science (Faculteit der Economische Wetenschappen en Econometrie)
Employment
Source: Self-asserted source
Jaap Spreeuw

Education and qualifications (2)

Universiteit van Amsterdam: Amsterdam, Noord-Holland, NL

1995-05-01 to 1999-10-08 | PhD in Actuarial Science (Faculteit der Economische Wetenschappen en Econometrie)
Education
Source: Self-asserted source
Jaap Spreeuw

Universiteit van Amsterdam: Amsterdam, Noord-Holland, NL

1987-09-01 to 1993-06-30 | MSc Actuarial Science (Faculteit der Economisch Wetenschappen en Econometrie)
Education
Source: Self-asserted source
Jaap Spreeuw

Works (15)

The Copula Derived from the SAHARA Utility Function

Risks
2022-06-28 | Journal article
Contributors: Jaap Spreeuw
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Projecting Mortality Rates Using a Markov Chain

Mathematics
2022-04 | Journal article | Author
Contributors: Jaap Spreeuw; Iqbal Owadally; Muhammad Kashif
Source: check_circle
Multidisciplinary Digital Publishing Institute
grade
Preferred source (of 2)‎

Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities

Risks
2016-05-25 | Journal article
Part of ISSN: 2227-9091
Source: Self-asserted source
Jaap Spreeuw

Global Polynomial Kernel Hazard Estimation

Revista Colombiana de Estadística
2015-07-15 | Journal article
Part of ISSN: 2389-8976
Part of ISSN: 0120-1751
Source: Self-asserted source
Jaap Spreeuw

Archimedean copulas derived from utility functions

Insurance: Mathematics and Economics
2014-11 | Journal article
Part of ISSN: 0167-6687
Source: Self-asserted source
Jaap Spreeuw

A nonparametric visual test of mixed hazard models

SORT - Statistics and Operations Research Transactions
2013 | Journal article
Source: Self-asserted source
Jaap Spreeuw

Investigating the broken-heart effect: a model for short-term dependence between the remaining lifetimes of joint lives

Annals of Actuarial Science
2013 | Journal article
Source: Self-asserted source
Jaap Spreeuw

Relationships between Archimedean copulas and Morgenstern utility functions

In: Copula Theory and its Applications - Proceedings of the Workshop held in Warsaw, 25-26 September 2009
2010 | Book chapter
Source: Self-asserted source
Jaap Spreeuw

Time deductibles as screening devices: competitive markets

Journal of Risk and Insurance
2009 | Journal article
Source: Self-asserted source
Jaap Spreeuw

Modelling stochastic mortality for dependent lives

Insurance: Mathematics and Economics
2008 | Journal article
Source: Self-asserted source
Jaap Spreeuw

Two approximations of the present value distribution of a disability annuity

Journal of Computational and Applied Mathematics
2006 | Journal article
Source: Self-asserted source
Jaap Spreeuw

Types of dependence and time-dependent association between two lifetimes in single parameter copula models

Scandinavian Actuarial Journal
2006 | Journal article
Source: Self-asserted source
Jaap Spreeuw

The probationary period as a screening device: the monopolistic insurer

Geneva Risk and Insurance Review
2005 | Journal article
Source: Self-asserted source
Jaap Spreeuw

Prediction of claim numbers based on hazard rates

Insurance: Mathematics and Economics
1998 | Journal article
Source: Self-asserted source
Jaap Spreeuw

Solidarity in group life insurance

Blätter der deutschen Gesellschaft für Versicherungsmathematik
1996 | Journal article
Source: Self-asserted source
Jaap Spreeuw

Peer review (2 reviews for 2 publications/grants)

Review activity for European actuarial journal. (1)
Review activity for Methodology and computing in applied probability. (1)