This Sunday, I will be presenting at the Actuarial Science Workshop, a 2023 SSC (Statistical Society of Canada) Annual Meeting in Ottawa. It is organized by Jun Cai (Waterloo), Ben Feng (Waterloo), Emiliano Valdez (University of Connecticut) and Xiaofei Shi (UofT) will also be there. It will be on optimal transport, in the context of fairness and discrimination, in insurance. Slides are now available.
At the end of May, on Sunday May 28th, I will participate to the workshop Machine Learning and Data Mining in Insurance and Finance, at the Statistical Society of Canada Annual Meeting
Machine learning and data mining are hot research topics in insurance and finance and are heavily used in the industry of insurance and finance as well. In this workshop, the four invited speakers will introduce methods of machine learning and data mining and discuss their applications in insurance and finance. Each of the four speakers has 60 minutes for the presentation. There in a ten-minute break after a presentation. The total duration of the workshop is four and half hours.
Congratulations Philipp, who won the third price for his poster at the Canadian Statistical Conference. Our paper is still online on arxiv, a revised version will be uploaded this summer.
La saison des conférences continue. Cette semaine, je présenterais le papier avec Michel Denuit et Julien Trufin, Autocalibration for Insurance Pricing with Machine Learning. Les codes sont en ligne sur github et il y aura bientôt des exemples supplémentaires…
I will be in Toronto this week, for the SSC annual conference (Canadian Statistical Society), to present some recent work, with Emmanuel Flachaire. Because of some administrative duty last week, I am a bit late, so I won’t be able to upload the slides before the talk. Sorry about that…
More to come when I’ll be back in Montréal !