Tag Archives: PG

Segmentation ou Mutualisation en Assurance, à l’Institut des Actuaires

Ce soir (après la soutenance de doctorat) je donnerais un exposé au Groupe de Travail Big Data de l’Institut des Actuaires, à deux pas de l’Institut. Les slides du mon exposé sont en ligne,

J’avais initialement dit que je présenterais le papier écrit avec Emmanuel Flachaire et Antoine Ly, intitulé Econométrie et Machine Learning. Comme j’ai pas mal de temps, je reviendrais sur le papier au milieu de la présentation, mais l’exposé sera (a priori) un peu plus général.

Actuarial Pricing Game, with Reinsurance

The Third Actuarial Pricing Game is still open, the deadline for submission is still February 25th. As mentioned in the instructions, for those willing to play in a market where reinsurance is available, here are the prices offered by some reinsurance company.

As mentioned in the description, the price is per insurance policy, per year. Players should send me their premiums in a csv file, gross of reinsurance, and mention in the email that they want to purchase treaty (A) – for instance (and mention explicitly in the object of the email that they want to play in this specific market, where reinsurance is available).

Third Actuarial Pricing Game

With the support of ACTINFO Chair and the (French) Institute of Actuaries, our Third Actuarial Pricing Game starts today ! There is a toolbox file available online, with

  • a description of the game : the rules, the dates, and a description of the datasets
  • 3 datasets : one underwriting and one claims databases, for year 0 (training data) and one underwriting dataset to enter the game

Anyone can play. Students from various programs around the world, as well as practitioners are welcome to play. It can be by teams, and there are no limit on the size. And there is no registration: to start playing, teams have to submit a dataset before the deadline (end of February), to pricing-game@univ-rennes1.fr.