Conférence – CIRM
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Quand ?
26 septembre 2022 - 30 septembre 2022 / Toute la journée
Où ?
CIRM
163 Av. de Luminy - 13009 Marseille
Inscription à venir…
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
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
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