Registrations and call for abstracts, for the 3rd Insurance Data Science Conference, organised on-line 16 – 18 June 2021 (PM in Europe, AM in America), are now open. See https://insurancedatascience.org/ for more details…
Category Archives: Conferences
Assurance et graphs
Ce jeudi, j’interviendrai avec Christian Robert à une petite conférence organisée par l’Institut des Actuaires et l’Institut Louis Bachelier, sur le thème Assurance collaborative : Théorie des graphes et Actuariat. Les slides sont en ligne. L’inscription est gratuite (mais obligatoire).
Webinaire sur l’assurance collaborative et la théorie des grahs
Le mardi 28 janvier, avec Christian Yann Robert, on donnera un exposé à Paris sur le thème “Assurance collaborative: Théorie des Graphes, Machine Learning et Actuariat“, à l’Institut Louis Bachelier et l’Institut des Actuaires, à Paris
L’assurance collaborative est une nouvelle forme d’assurance et de relation entre assureur et assurés qui met à profit les nouvelles technologies pour une plus grande implication des assurés dans le processus et le modèle économique. Par la transparence elle vise à instaurer une relation de confiance forte entre les acteurs. Elle peut prendre des formes différentes, allant de la simple redistribution des profits jusqu’à la gestion en peer to peer par les assurés, rassemblés en communautés d’intérêt. Plusieurs tentatives ont été faites depuis 5 ou 6 ans dans différents pays: certaines en Europe ont échoué, d’autres se rôdent.
Aux Etats-unis, Lemonade est une vraie réussite. La répartition de la prime est de 20% pour la gestion et la rémunération de l’entreprise, 40% pour les sinistres (avec une redistribution en cas de bénéfice technique) et 40% pour la réassurance des gros sinistres. Cette nouvelle forme de mutualisation fait émerger de nouvelles problématiques tarifaires et de provisionnement, selon le mode de constitution des communautés d’assurés. La théorie des graphes aide à comprendre la capacité de mutualisation selon la structure des communautés.
Exposé au Meetup Data Driven Montréal
Pour la rentrée, le mardi 5 janvier, je donnerai une présentation au Meetup Data Driven Montréal, sur le thème assurance, science de données et actuariat. On en profitera pour parler un peu du récent insurance pricing game.
Insurance Data Science Conference 2021 (online)
The Insurance Data Science Conference returns in 2021 for an on-line global event. The conference will run over three half-days (afternoons in Europe & Africa / mornings in the Americas). The conference brings together academics and practitioners in areas including data science, analytics, machine learning, artificial intelligence, computational statistics and software, as applied in the insurance industry. For more information, see https://insurancedatascience.org/
Modèles épidémiologiques pour analyse coût-efficacité sous incertitude
Mardi 29 septembre, le matin (heure canadienne), je donnerai un exposé au groupe de travail modcov19, du CNRS, en France, pour présenter notre article COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability
Machine Learning in Actuarial Science and Insurance
In July, I gave a lecture at the summer school on machine learning for economists and applied social scientists. It was an (online) lecture on machine learning for insurance
Machine Learning in Actuarial Science and Insurance
This week is organized the summer school on machine learning for economists and applied social scientists. I will be giving an (online) lecture this Thursday, on Machine Learning in Actuarial Science & Insurance, with a great program,
- 10am – 10:55am : Juri Marcucci: Machine Learning in Macroeconomics
- 11am – 11:55am : Arthur Charpentier: Machine Learning in Actuarial Science & Insurance
- 12pm – 12:55pm : Arthur Spirling : Machine Learning in Embeddings Representations
- 1pm – 1:55pm : Kathy Baylis: Machine Learning in Agricultural Economics
- 2pm – 2:55pm : Stefan Wager : Machine Learning in Causal Inference
- 10am – 10:55am : Stan Matwin : Machine Learning and Data Privacy
- 11am – 11:55am : Mehmet Caner : Machine Learning in Econometrics
- 12pm – 12:55pm : Anders Bredahl Kock : Machine Learning in Model Selection
- 1pm – 1:55pm : Dario Sansone: Machine Learning in Education and Development Economics
- 2pm – 2:55pm: Patrick Baylis :Temperature and Temperament: Evidence from Twitter
My slides are now online,
Summer School on Machine Learning for Economists, in Nova Scotia
Just a brief post to mention that was invited as a keynote speaker to give a talk at the Summer School on Machine Learning for Economists, in one month,
I will give a talk on machine learning and insurance. More to come, soon…
Machine learning for economists and applied social scientists
By the end of July, a group of colleagues from Dalhousie and Saint Mary’s Universities in Halifax will host a series of online lectures on machine learning for economists and applied social scientists. I will be giving a talk on machine learning and insurance.
IME2020 in Montréal, canceled
The conference, that we were organizing in July, in Montréal, is officially cancelled.
Nice Thematic Semester in Montréal: The Mathematics of Decision Making
IME 2020, next July, in Montréal
Next July, we will organize IME 2020 at UQAM, in Montréal… The website is now online, http://ime2020.uqam.ca/, and registrations will be opened soon… We will organize some short course, after the three-day congress, on two days… More to come soon….
Machine Learning and Econometrics
This week-end, the Canadian Econometric Study Group will organise a conference in Montréal, on Machine Learning Econometrics. Since I was in the scientific committee, I’ve read some of the papers that will be presented, and it will be extremely interesting. There will be two invited speakers, Gregory Duncan (Amazon and University of Washington) and Dacheng Xiu (University of Chicago).I will be around at the poster session on Friday, and I should chair a session on Saturday ! See you there !
Pareto Models for Top Incomes
This week, The Society for the Study of Economic Inequality (ECINEQ) organised the Eighth ECINEQ Meeting 2019 in Paris, hosted by the Paris School of Economics and the World Inequality Lab. Emmanuel Flachaire was there to present our joint work on Pareto Models for Top Incomes. Slides are also available
The paper is still available on hal, and the package (TopIncomes) is also available from github,
library(devtools) install_github("freakonometrics/TopIncomes") library(TopIncomes)