Monday – Ruin theory, extremes and reinsurance
 
9h-10h : H. ALBRECHER – ML for climate extremes / other topic TBD
 
Coffee break
 
10h30 – 11h15 : C. LEFEVRE – Ruin and pandemics
 
11h30 – 12h15 : C. HILLAIRET – Cyber contagion: impact of the network structure on the losses of an insurance portfolio
 
Lunch at CIRM
 
14h – 14h45 : M. THOMAS – ML and adaptation for extremes
 
15h – 15h45 : O. LOPEZ – TBD
 
18h30 : Welcome cocktail
 
 
Tuesday – Data Science in life insurance
 
9h-10h : P. VANDEKERKHOVE – Two-sample contamination model test
 
Coffee break
 
10h30 – 11h15 : P. MILLOSSOVICH – Life insurance applications of simulation methods
 
11h30 – 12h15 : M. VALLA – Comparison of longitudinal models
 
Lunch at CIRM
 
14h – 14h45 : P. PIETTE – Applying economic measures to lapse risk management with machine learning approaches
 
15h – 15h45 : Q. GUIBERT – TBD
 
 
Wednesday – Population dynamics
 
9h – 10h : S. LOISEL – Longevity
 
Coffee break
 
10h30 – 11h25 : Y. SALHI – Change-point detection
 
11h35 – 12h30 : M. CLARAMUNT – Longevity evolution: similarities and differences among mortality indicators
 
Lunch at CIRM
 
14h30 : transport to Cassis
 
16h – 18h : visiting « calanques » by boat
 
19h : gala dinner in Cassis
 
Back to CIRM by bus
 
 
Thursday – Data Science in non-life insurance
 
9h-10h : K. ANTONIO – A hierarchical reserving model for reported non-life insurance claims
 
Coffee break
 
10h30 – 11h15 : A. CHARPENTIER – Equité et discrimination
 
11h30 – 12h15 : J. TRUFIN – Testing for more positive expectation dependence with application to model comparison and autocalibrated models.
 
Lunch at CIRM
 
14h – 14h45 : C.-Y. ROBERT – Hill Random Forests with application to tornado damage insurance
 
15h – 15h45 : C. DUTANG – Adjusting Manual Rates to Own Experience: Comparing the Credibility Approach to Machine Learning
 
19h : dinner « bouillabaisse marseillaise » at CIRM
 
 
Friday – Numerical methods and algorithms
 
9h – 10h : P.-O. GOFFARD – ABC methods
 
Coffee break
 
10h30 – 11h15 : A. OLYMPIO – Limites des modèles de prévision et apports de la Prospective
 
11h30 – 12h15 : A. COULOUMY – Bayesian Neural Network Perspectives for Actuarial Science
 
Lunch at CIRM
 
14h – 14h45 : D. POMMERET – MIAMI
 
15h – 15h45 : X. MILHAUD – K-sample clustering in contamination models