ASTIN Session live on actuview | 12 May, 13.00–14.30 CEST
ASTIN Live Session on Data Anomalies & Costumer Behaviour
- Detection of Data Anomalies
Alexandre Boumezoued (Milliman, France) - On Customer Behaviour in Insurance
Stéphane Loisel (University of Lyon, France)
ASTIN Recorded Sessions | 12 May, from 9.00 CEST
Discrimination-free Insurance Pricing
Mario Wüthrich (RiskLab, ETH Zurich)
The Effect of Disruption in Insurance Industry: Instant Policy Pricing and Cyber Risk Evaluation
Valeria D‘Amato (University of Salerno), Paola Fersini (Luiss Guido Carli University), Salvatore Forte (Università Telematica Giustino Fortunato), Guiseppe Melisi (University of Sannio)
From Generalized Linear Models to Neural Networks, and Back
Mario Wüthrich (RiskLab, ETH Zurich)
Asymptotic Tail Probability of the Discounted Aggregate Claims under Homogeneous, Non Homogeneous and Mixed Poison Risk Model
Franck Adekambi (University of Johannesburg)
Approximate Bayesian Computation to Handle Aggregated Insurance Data
Pierre-Olivier Goffard (Université Claude Bernard Lyon 1 – ISFA)
The Key Role of Actuaries in Steering IFRS 17 KPIs
Baptiste Brechot (Deloitte), Redouan Hmami (Deloitte)
Actuaries Climate Risk Index: Research Update
Steve Jackson (American Academy of Actuaries)
Moral Hazard in Supplementary Health Insurance: Modelling of the Insured‘s Behaviour and the Optimal Contract
Costin Oarda (CSS Insurance)
One-year Premium Risk and Emergence Pattern of Ultimate Loss Based on Conditional Distribution
Marcin Szatkowski (ERGO Hestia), Łukasz Delong (SGH Warsaw School of Economics)
Joint Model Prediction and Application to Individual-level Loss Reserving
Peng Shi (Wisconsin School of Business)
How Can We Quantify Cyber Risk Based on Heterogenous and Volatile Data?
Sébastien Farkas (Sorbonne Université – LPSM), Olivier Lopez (UPMC), Maud Thomas (UPMC)
Believing the Bot – Model Risk in the Era of Deep Learning
Ronald Richman (QED)
Cash Flow and Unpaid Claim Runoff Estimates Using Mack and Merz-Wüthrich Models
Mark Shapland (MILLIMAN)
Regression Models for the Joint Development of Individual Payments and Claims Incurred
Łukasz Delong (SGH Warsaw School of Economics), Mario Wüthrich (RiskLab, ETH Zurich)
Multivariate Hawkes Process for Cyber Risk Insurance
Caroline Hillairet (ENSAE)
Agent Based Models: Dynamics, Stochastics and Rule Based Decisions – A Model Study.
Magda Schiegl (University of Applied Sciences Landshut)
Will P2P Insurance Replace Traditional Insurance?
Charles Davenne (University Paris Ouest Nanterre, EconomiX / Yakman)
Resource Exploitation in a Stochastic Horizon Under Two Parametrics Interpretations
Jose Daniel Lopez Barrientos (Universidad Anahuac Mexico)
Application of Machine Learning Methods for Cost Prediction of Natural Hazard in France
Antoine Heranval (Sorbonne Université / Mission Risques Naturels), Olivier Lopez (Sorbonne Université), Maud Thomas (ISUP/Sorbonne Université)
How to Improve the Performance of a Neural Network with Unbalanced Data for Text Classification in Insurance Application
Isaac Cohen Sabban (Sorbonne/Pacifica), Olivier Lopez (Sorbonne Université), Yann Mercuzot (Pacifica)
CORT: the Copula Recursive Tree
Oskar Laverny (Scor, Université Claude Bernard Lyon 1), Véronique Maume-Deschamps (Université Claude Bernard Lyon 1), Didier Rullière (Université Claude Bernard Lyon 1), Esterina Masiello (Université Claude Bernard Lyon 1)
Accumulation Scenarios for Cyber Insurance Based on Epidemiological Models.
Olivier Lopez (UPMC), Caroline Hillairet (Ensae Paris, Crest)
AGLM: A Hybrid Modeling Method of GLM and Data Science Techniques
Suguru Fujita (FIAJ, CERA), Toyoto Tanaka (FIAJ), Kenji Kondo (FIAJ), Hirokazu Iwasawa (FIAJ)
Generalized Pareto Regression Trees for Extreme Claims Prediction
Maud Thomas (UPMC), Olivier Lopez (UPMC)
Premium Rating Without Losses – How to Estimate the Loss Frequency of Loss-free Risks
Michael Fackler (Consulting Actuary)
Non-Affirmative Cyber Assessment Framework
Visesh Gosrani (CyDelta)
Best Estimate(s): Who Will Get the Best One? Cognitive Biases and Expert Judgement Applied to P&C Reserving
Simon Robert (Deloitte)
Can Machine Learning Algorithms Outperform Traditionally Used Methods in Insurance Pricing?
Harej Bor (PRS)
Measuring the Value of Risk Cost Models
Dimitri Semenovich (Insurance Australia Group)
Scenario Testing for Flatrated Fleets During the Yearly Price Adjustment Process – a Practical Example
Michael Klamser (Allianz)
Social Inclusion in the World of Modern Predictive Analytics
(joint session with IACA)
Esko Kivisaari (Finance Finland)