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26 septembre 2022 - 30 septembre 2022 / Toute la journée


Inscription obligatoire sur le site du CIRM

https://conferences.cirm-math.fr/2634.html

 

PROGRAMME DE LA CONFÉRENCE :

 

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