Paris, 8th June 2017

Schedule

Thursday, June 8, 2017

Time Event  
09:00 - 09:10 Welcome - Julien Pouget (Directeur de l'ENSAE)  
09:10 - 10:00 Opening Keynote Session  
09:10 - 10:00 › Textual analysis of expert reports to increase knowledge of technological risks - Julie SEGUELA, Covea  
10:00 - 11:00 Session 1 - big data  
10:00 - 10:20 › Network Analytics in Claims Level Predictive Modelling - Marcela Granados, Ernst & Young  
10:20 - 10:40 › General insurance claim modelling with factor collapsing and Bayesian model averaging in R - Sen Hu, University College Dublin - School of Mathematics and Statistics, Insight Centre for Data Analytics  
10:40 - 11:00 › Opening the Black Box with Machine Learning in R - Jean-Bernard Crozet, MS Amlin  
11:00 - 11:30 Coffee break  
11:30 - 12:30 Session 2 - lightning talks  
11:30 - 11:42 › Non life pricing: empirical comparison of classical GLM with tree based Gradient Boosted Models - Leonardo Petrini, Hopenly  
11:42 - 11:54 › Solution for Technical Provisions in R - Gabriel Foix, Mirai Solutions  
11:54 - 12:06 › Systematic Data Exploration with dataexpks - Cooney Mick, Barnett Waddingham  
12:06 - 12:18 › R as a Modelling Tool for Life Insurers - Aman Sanganeria, Ernst and Young  
12:18 - 12:30 › Pricing Long Term Care Insurance with the markovchain R Package - Giorgio Spedicato, UnipolSai Assicurazioni  
12:30 - 13:45 Lunch  
13:45 - 15:05 Session 3 - non life insurance  
13:45 - 14:05 › Sparse modeling of risk factors in insurance analytics - Sander Devriendt, KULeuven  
14:05 - 14:25 › A catastrophe model for insurance losses due to freeze events using vine copulas - Symeon Koumoutsaris, Guy Carpenter  
14:25 - 14:45 › Individual claims reserving: a survey - Alexandre Boumezoued, Milliman  
14:45 - 15:05 › The GeDS R package: Geometrically Designed Variable-Knot Splines in the context of GLM(GNM) modelling, with some insurance applications - Andrea Lattuada, Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche "Bruno de Finetti", Università degli Studi di Trieste  
15:05 - 15:30 Coffee break  
15:30 - 16:30 Session 4 - life insurance  
15:30 - 15:50 › SimBEL: Calculate the best estimate in life insurance with Monte-Carlo techniques - Quentin Guibert, Institut de Science Financière et d'Assurances, Laboratoire SAF EA2429, PRIM'ACT  
15:50 - 16:10 › Stochastic Programming for Asset Allocation in Pension Funds - Iegor Rudnytskyi, Université de Lausanne  
16:10 - 16:30 › Modelling expert judgement through fuzzy logic in R - Victory Idowu, Department Statistics [London]  
16:30 - 17:20 Closing Keynote session  
16:30 - 17:20 › Recent developments in micro-level reserving - Katrien Antonio, KULeuven, University of Amsterdam  
17:20 - 17:30 Closing speech  
18:00 - 20:00 Free tour at Musée d'Orsay - Free tour at Musée d'Orsay  
20:00 - 22:00 Dinner at Musée d'Orsay - Dinner at Musée d'Orsay  
  
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