Marouane Il-Idrissi just obtained the CANSSI Distinguished Postdoctoral Fellowship, starting in September 2025 ! Supervised by Marie-Pier Côté, et myself 🍾
Category Archives: Academe
The Actuary | Modelling: At a Crossroads
Conference in Montpellier (France), on calibration
This morning, I will present at the “quatrième Journée d’Econometrie appliquée, en l’honneur de Michel Terraza”. I will present recent work with Agathe Fernandes Machado, Ewen Gallic, François Hu, and Emmanuel Flachaire. Slides are available. The talk is on “Calibration, ou interprétation probabiliste des scores de modèles boites noires” (Calibration, or probabilistic interpretationof black box model scores, but slides are in English).
Confidence and Fairness: Scientific Foundations in AI and Risk, Workshop in Paris
Tomorrow, we organize our workshop Confidence and Fairness: Scientific Foundations in AI and Risk, at the SCOR headquarters, in Paris. I’m going to give the keynote address for the day, presenting the work we’ve been able to carry out over the past 18 months (over the 3 years of funding), while laying the foundations for the concepts we’ll be discussing throughout the day.
9:00 – Registration
9:20 – Introduction speech
9:30 – Arthur Charpentier – “Fairness of predictive models: an application to insurance markets”
10:15 – Coffee break
10:45 – Toon Calders – “Unfair, You Say? Explain Yourself!”
11:30 – Isabel Valera – “Society-centered AI: An Integrative Perspective on Algorithmic Fairness”
12:15 – Lunch break
13:15 – Jean Michel Loubes – “Beyond fairness measures, discovering the bias in the algorithm”
14:00 – Evgeny Chzhen – “An optimization approach to post-processing for classification with system constraints”
14:45 – Michele Loi – “From Facts to Fairness: Diagnostic Models in Algorithmic Decision-Making”
15:30 – Coffee break
16:00 – Aurélie Lemmens – “Fair Active Learning for Personalized Policies”
16:45 – François Hu and Antoine Ly – “Fairness and Confidence in Insurance Markets, a Practitioners Perspective”
17:30 – Closing cocktail
Arrivé à Paris pour une semaine
Me voilà à Paris pour une semaine, avec plusieurs rendez-vous ce week-end, et plusieurs exposés la semaine prochaine… à suivre…
Talk at ILAC (Institut Luxembourgeois des actuaires)
After a few days in Switzerland, I am on my way to Luxembourg. Tonight, I will be talking at the Institut Luxembourgeois des actuaires (ILAC), on “discrimination et interprétabilité des modèles prédictifs”. Slides (in English) are available here.
Talk in Lausanne, at the actuarial seminar
This afternoon, after a short visit at ETH Zürich yesterday, I will be at the département de sciences actuarielles, at the Université de Lausanne. I will be talking about using optimal transport to mitigate unfair predictions and quantify counterfactual fairness. Slides are now online.
Series of Lectures for the Bermuda Monetary Authority
This week, I will give a series of lectures for the Bermuda Monetary Authority on machine learning, with a perspective on insurance
- introduction
- learning with a mathematical perspective
- learning with an algorithmic perspective
- learning with an actuarial perspective
Paradoxes of segmentation and discrimination in insurance
This article was originally written in French, and published here
“The decision cannot be racist since it was made without any information about the person’s ethnic origin. ” We’ve all heard this kind of statement at one time or another. Whether it’s about racism, ageism, or sexism. Whether it’s about human decisions, models, or algorithms. However, “ Kranzberg’s Law ”1 reminds us that technology is neither good nor bad, but it is not neutral either. Neutrality may only come at a certain price. And it may be time to revisit the major principles surrounding segmentation and fairness in insurance, to better understand what we’re talking about when we raise the issue of discrimination.
Figure: Krater representing Theseus and Procrustes, and Theseus killing the Crommyon boar (source The Miriam and Ira D. Wallach Division of Art , 1862 – 1864 )
Continue reading Paradoxes of segmentation and discrimination in insurance
Confidence and Fairness: Scientific Foundations in AI and Risk (mid-May in Paris)
Mid-May, we organize, with the SCOR Foundation for Science a one-day workshop on Confidence and Fairness, Scientific Foundations in AI and Risk. Registrations are now open ! The agenda will be
9:00 registration
9:20 – introduction speach
9:30 – Arthur Charpentier
10:15 coffee break
10:45 – Toon Calders
11:30 – Isabel Valera
12:15 lunch break
13:15 – Jean Michel Loubes
14:00 – Evgeny Chzhen
14:45 – Michele Loi
15:30 coffee break
16:00 – Aurélie Lemmens
16:45 – François Hu and Antoine Ly
17:30 – closing cocktail
Les lundis de l’IA et de la finance
Dans dix jours, je participerai (en ligne) aux lundis de l’IA et de la finance, avec comme thème “mesurer et corriger les biais dans les systèmes d’IA”. Co-organisés par l’Autorité de Contrôle Prudentiel et de Résolution (ACPR/Banque de France) et Télécom Paris, les « Lundis de l’IA et de la Finance » forment un cycle de conférences autour de la réglementation de l’IA dans le secteur financier. Dans ce cadre, régulateurs, chercheurs et autres acteurs de l’industrie financière se sont réunis tous les deux mois pour échanger autour de différentes thématiques du domaine.
Le programme est incroyable
- 17h – 17h10 : Introduction, Olivier Fliche (ACPR/Banque de France) et/ou Winston Maxwell (Télécom Paris)
- 17h10 – 17h30 : Arthur Charpentier (UQAM Montréal) : présentation de travaux sur l’équité dans le domaine de l’assurance (où le cœur du métier est précisément de « discriminer » les risques), y compris une présentation des métriques d’équité et de leurs implications [les slides sont disponibles]
- 17h30- 17h50 : Benoît Rottembourg et Jean-Michel Loubes (Inria) : méthodes d’identification des biais sur un cas concret (impayés en téléphonie)
- 17h50-18h10 : David Cortés (AI-vidence) et/ou Stephan Clémençon (Télécom Paris) : présentation d’une méthode empirique de correction des biais directement dans les données d’entrée
- 18h10-18h25 : Questions / discussions
- 18h25-18h30 : Remarques de clôture, O. Fliche et/ou D. Bounie
SCOR Project Newsletter #3
The third newsletter, related to the SCOR research project is now available. It is a brief summary of the third six months block, from October till the end of March (i.e. Fall and Winter). The first one is available here and the second one there. For the first time, we started writing one in French. I’d like to take this opportunity to thank all those involved in the project!
Projet SCOR, Infolettre #3
La troisième infolettre associée au projet financé par la Fondation SCOR pour la science est enfin disponible ! Il s’agit d’un résumé, illustré, en quelques pages, de nos activités des six derniers mois, d’octobre à fin mars (autrement dit, pour l’automne et l’hiver). La nouveauté est qu’on inaugure la version en français de ces infolettres, la toute première étant en ligne ici (en anglais), et la seconde là. Pour la troisième, une version en anglais est aussi disponible, bien entendu… Merci encore à toutes celles et ceux qui participent aux travaux du projet !
A couple of pictures from Guanajuato (CIMAT)
A group picture from the conference at CIMAT, “Montréal – Guanajuato Workshop on Probability and Machine Learning“. Again, many thanks to all participants.
Conference at CIMAT, D3
After the colloquium yesterday and our conference diner in a beautiful restaurant, downtown, we are back to work at the “Montréal – Guanajuato Workshop on Probability and Machine Learning“. Third day, with a focus on machine learning. Courtney Paquette (McGill) was our first plenary speaker on ‘High-dimensional Optimization with Applications to Compute-Optimal Neural Scaling Laws’, then Emilien Joly Joly (CIMAT) second plenary speaker on ‘GROS: A Unified Framework for Robust Aggregation in Metric Spaces with Applications to Machine Learning and Statistics’ , Marouane Il Idrissi (UQAM); Wilson Zuniga Galingo (Texas); Juan Jiminez (Ottawa); James Melbourne (CIMAT), our third plenary speaker on ‘Towards optimal privacy mechanisms under estimated sensitivity’; and finally Imanol Nuñez Morales (CIMAT). It is a great, workshop, thanks again to our sponsors (Quantact, SCOR Foundation for Science, CIMAT and the probability lab of Centre de recherches mathématiques (CRM)), thanks to the organizing team (mainly Dante Mata López, without whom nothing would have been possible), the great and enthusiastic speakers we had, and a terrific location…