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09:00 - 09:10
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Accueil - Julien Pouget (Directeur de l'ENSAE) |
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09:10 - 10:00
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Opening Keynote Session |
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| 09:10 - 10:00 |
› Textual analysis of expert reports to increase knowledge of technological risks - Julie SEGUELA, Covea |
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10:00 - 11:00
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Session 1 - big data |
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| 10:00 - 10:20 |
› Network Analytics in Claims Level Predictive Modelling - Marcela Granados, Ernst & Young |
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| 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 |
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| 10:40 - 11:00 |
› Opening the Black Box with Machine Learning in R - Jean-Bernard Crozet, MS Amlin |
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11:00 - 11:30
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Pause café |
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11:30 - 12:30
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Session 2 - présentations éclair |
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| 11:30 - 11:42 |
› Non life pricing: empirical comparison of classical GLM with tree based Gradient Boosted Models - Leonardo Petrini, Hopenly |
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| 11:42 - 11:54 |
› Solution for Technical Provisions in R - Gabriel Foix, Mirai Solutions |
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| 11:54 - 12:06 |
› Systematic Data Exploration with dataexpks - Cooney Mick, Barnett Waddingham |
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| 12:06 - 12:18 |
› R as a Modelling Tool for Life Insurers - Aman Sanganeria, Ernst and Young |
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| 12:18 - 12:30 |
› Pricing Long Term Care Insurance with the markovchain R Package - Giorgio Spedicato, UnipolSai Assicurazioni |
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12:30 - 13:45
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Déjeuner |
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13:45 - 15:05
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Session 3 - assurance non vie |
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| 13:45 - 14:05 |
› Sparse modeling of risk factors in insurance analytics - Sander Devriendt, KULeuven |
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| 14:05 - 14:25 |
› A catastrophe model for insurance losses due to freeze events using vine copulas - Symeon Koumoutsaris, Guy Carpenter |
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| 14:25 - 14:45 |
› Individual claims reserving: a survey - Alexandre Boumezoued, Milliman |
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| 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 |
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15:05 - 15:30
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Pause café |
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15:30 - 16:30
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Session 4 - assurance vie |
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| 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 |
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| 15:50 - 16:10 |
› Stochastic Programming for Asset Allocation in Pension Funds - Iegor Rudnytskyi, Université de Lausanne |
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| 16:10 - 16:30 |
› Modelling expert judgement through fuzzy logic in R - Victory Idowu, Department Statistics [London] |
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16:30 - 17:20
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Closing Keynote session |
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| 16:30 - 17:20 |
› Recent developments in micro-level reserving - Katrien Antonio, KULeuven, University of Amsterdam |
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17:20 - 17:30
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Discours de cloture |
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18:00 - 20:00
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Visite libre du Musée d'Orsay - Visite libre du Musée d'Orsay |
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20:00 - 22:00
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Dîner au Musée d'Orsay - Dîner au Musée d'Orsay |
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