Monday morning, 7:30 am, I will be giving a talk, online, for Intel India, on The influence of Machine Learning Techniques in Actuarial Sciences.
Category Archives: Trip
Incertitude(s)
Cet été, le 7 août, je participerai au marathon des sciences, dans le cadre du 30ème Festival d’Astronomie de Fleurance, sur le thème “Incertitude(s)”. Malheureusement, comme nous ne rentrons pas en France cet été, mon intervention serra virtuelle, ou disons à distance. J’essayerai de mettre à la rentrée la vidéo de mon intervention, sur le thème assurance : des incertitudes individuelles aux certitudes collectives,
L’assurance repose sur l’idée de la mutualisation des risques, un grand nombre de personnes contribuant à alléger les malheurs d’un petit nombre d’entre eux. Ce transfert de risque se fait par l’intermédiaire d’un assureur qui, sur la base d’un contrat (dit aléatoire), vend la promesse d’une indemnité financière en cas de survenance d’un évènement incertain à la signature. L’assureur se doit d’imaginer les scénarios futurs, et de quantifier du mieux possible leurs probabilités afin de pouvoir satisfaire ses engagements, de telle sorte que les contributions des assurés permettent effectivement d’indemniser ceux qui ont eu un accident. Car le risque et l’incertitude ne disparaissent jamais, les actuaires se contentent d’essayer de les maîtriser autant que possible.
Talk at UConn
Next Monday, I will have one hour to present our work, with Olivier Cabrignac and Ewen Gallic, on “Modeling Joint Lives within Families”, at the actuarial seminar at UConn. Slides are now online
Talk in Storrs, Connecticut
Mid-october, I will be giving a talk at the Actuarial Science Seminar at the University of Connecticut, to present our recent work, with Olivier Cabrignac and Ewen Gallic, on “Modeling Joint Lives within Families”.
Talk at the risk and actuarial seminar, Sydney, Australia
In two weeks (Wednesday, 13th) I will be giving a talk at the risk and actuarial seminar, at UNSW, in Sydney. I will have one hour to present our work, with Olivier Cabrignac and Ewen Gallic, on “Modeling Joint Lives within Families”. Slides are now available
Sharing pictures from holidays in the Canadian Rockies (with R)
My kids have a very popular blog (at least among their grandmothers) where they frequently post pictures from everyday’s life (since they live 5000km from them), as well as pictures taken from holidays. This afternoon, I tried to used the popupImage function from the leaflet package to post pictures, on a map (to explain where we spent our holiday this summer). This post is just to keep tracks of that code.
First, we need to load the appropriate R packages
library(leaflet) library(mapview) |
Then, we take a picture, and we locate it, for instance Mirror Lake (on the trail to Lake Agnes). Since leaflet uses openstreetmap, I recommend to use it also for location (and not google maps… coordinates can be slightly different)
df=data.frame(lat =51.41603, long=-116.23946, nom = "Miror Lake",photo="http://freakonometrics.free.fr/jaspeR/_DSC5967.jpg") |
I guess you can also use the metadata if you take pictures with a cell phone, and you add the location… but I am (very) old fashioned, and still use a camera to take pictures. Then you can add a dozen pictures
df=rbind(df, data.frame(lat =51.4164, long=-116.2442, nom = "Lake Agnes",photo="http://freakonometrics.free.fr/jaspeR/_DSC6003.jpg")) df=rbind(df, data.frame(lat =51.3215642,long=-116.193718, nom="Moraine Lake",photo="http://freakonometrics.free.fr/jaspeR/_DSC5957.jpg")) |
From that dataframe, we need two kinds of information: the location, and the url of the picture,
data_df=df[,c("lat","long")] images = as.character(df$photo) |
Then we can create the leaflet map (sorry for typos, but wordpress converts the > symbol into some “>” characters… which makes R pipe operator hard to read)
m = leaflet(data_df) %>% addTiles() %>% addCircleMarkers( fillOpacity = 0.8, radius = 5, lng = ~long, lat =~lat, popup = popupImage(images) ) |
and export it (in a nice html file)
library(htmlwidgets) saveWidget(m, file="jaspR.html") |
The Summer School is now over…
After a great (and long) week, the SIdE (Italian Econometric Association) Summer School, on Machine Learning Algorithms for Econometricians is now over…
Risk Analytics Symposium 2019, in Chicago
Mid-May, I will be in Chicago for the Risk Analytics Symposium,
Annual UCSB InsurTech Summit
Just a quick post to mention that an Insurtech Summit will be organized in May 2019, on Friday 3rd, by Mike Ludkovski, and I will be there, with Francois Millard (Vitality Group), Adam Tashman (Carpe Data, Santa Barbara), Emil Valdez (University of Connecticut), and Howard Zail (Elucidor, LLC, New York City). That will be nice… I will actually also give a talk on the Monday before at the actuarial seminar !
Rencontres Mutualistes
Lundi et mardi, je serais a Beaune, en Bourgogne, pour les premières rencontres mutualistes. On m’a demande d’intervenir en ouverture de la seconde journée, sur le thème “segmentation et mutualisation”.
Les slides sont dès à présent en ligne. Comme j’ai peu de temps, je reviendrais sur les grands principes de la tarification et du rôle de l’actuaire. J’ai ensuite pense qu’une discussion autour du graphique suivant pourrait être intéressante, en particulier sur les deux bornes, inférieure (‘average pricing‘) et supérieure (‘perfect pricing‘)
On finira avec un rapide retour sur les pricing games, pour conclure.
Big Data and Artificial Intelligence
New week, I will be in France for a few days. On Monday and Tuesday, I will be in Beaune, in Burgundy, at the first “Rencontres Mutualistes” (I will upload the slides of my talk soon). And on Wednesday, I will be in Paris, at ESCP Europe Business School. I will be giving a two hour lecture on “Big Data and Artificial Intelligence”, to use some buzzwords, as asked. More honestly, it will be on (new) data and (new) algorithms for predictive modeling. Slides are now online.
Third International Congress on Actuarial Science and Quantitative Finance
From Wednesday, June 19, 2019 to Saturday, June 22, in will be in Manizales, Colombia, for the Third International Congress on Actuarial Science and Quantitative Finance. I have been invited to go there to give a talk… There will be more information next year…
Changement Climatique et Assurance
Mercredi, je participerais à la Journée du Marché organisée par AON, pour la table ronde du matin sur le thème du changement climatique, à Paris.
La première partie de la table-ronde portera sur l’impact du changement climatique sur l’assurance et la réassurance, et la partie sur l’impact de l’assurance sur le changement climatique. J’interviendrais principalement dans la première partie.
J’en profite pour remettre un lien vers un court article que nous avions publié il y a quelques temps, ‘Changement Climatique et Assurance‘, dans Variances.
Short visit in Boston, MA
After a short trip to Detroit and St Louis, I will spend some time in Boston, to work with Ewen, and some colleagues, at Harvard and MIT.
Short trip in Detroit, MI
Today, I am at the University of Michigan, Ann Arbor (next to Detroit). I will be giving a talk at the financial and actuarial mathematics seminar (and try to visit Detroit, too) in the morning, on “actuarial pricing games”. Slides are now online.