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Short course on "Big data in insurance" (14-15 Nov 2016)

Added Thursday 6 October 2016

Date: 14th and 15th of November

Location: ISBA, room C035, voie du Roman Pays 20, 1348 Louvain-La Neuve

Schedule :  Monday 9:00-17 :00, Tuesday : 9 :00-16 :30

Lecturer : Dr Olivier Lopez, professeur de mathématiques appliquées

Laboratoire de Statistique Théorique et Appliquée

Université Pierre et Marie Curie Paris VI

Abstract:

In this lecture, we describe some of the evolutions caused by « Big Data » techniques in insurance. The aim is to explain in which sense the techniques used in pricing, reserving, or designing insurance products, are changing due to the amount of data available (and due to different type of data available). We also describe some basics of machine learning techniques and explain how their use changes our way to quantify risks.

Part I : Overview of the changes that one should expect from Big Data in insurance

Part II : General principles of machine learning

Part III : Regression techniques in high dimension (extensions of the GLM approach)

Part IV : A priori pricing: towards a personalized premium?

Part V : Regression trees and random forests

Part VI : Time-dependent phenomenon

Last update by EDT STAT-ACTU on Thursday 6 October 2016