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AI / Data Science
ASTIN 2021 Online Colloquium
ASTIN 2021 Online Colloquium – Introduction to Each Day’s Sessions
The 2021 ASTIN Colloquium was held entirely online during the week of 17 May, featuring scientific presentations, keynote addresses, demonstrations, and social activities. Each day was hosted by a different national chapter and divided into several 3–4 hour sessions. Below is a factual summary of what each day covered:
Day 1 – Denmark
This session included research on reserving models, premium modeling, and extreme claims:
Reserving techniques: Mack Chain Ladder reserve risk, Schnieper’s method, Panjer class distributions Machine learning and prediction: Reinforcement learning for premium renewal, Pareto regression trees for extreme claims Applications: Simulation modeling, catastrophe bonds, multivariate modeling without copulas Keynote: Renewable Energy Insurance – An Underwriter’s Perspective by Sam Millard Break activity: Virtual bike ride through Copenhagen
Day 1 – France
Focused on cyber insurance, reserving methods, and autonomous vehicle risks:
Cyber risk: Derivative valuation using Hawkes processes, claim contagion modeling Reserving: New uncertainties for the Bornhuetter-Ferguson method Future of the profession: "Hasta la vista, Actuary?" explored actuarial relevance Keynote: Autonomous Vehicle Risks & Insurance by Philippe Talleux Break session: Impact of climate change on French wine, presented by Martial Phélippé-Guinvarc'h
The 2021 ASTIN Colloquium was held entirely online during the week of 17 May, featuring scientific presentations, keynote addresses, demonstrations, and social activities. Each day was hosted by a different national chapter and divided into several 3–4 hour sessions. Below is a factual summary of what each day covered:
Day 1 – Denmark
This session included research on reserving models, premium modeling, and extreme claims:
Reserving techniques: Mack Chain Ladder reserve risk, Schnieper’s method, Panjer class distributions Machine learning and prediction: Reinforcement learning for premium renewal, Pareto regression trees for extreme claims Applications: Simulation modeling, catastrophe bonds, multivariate modeling without copulas Keynote: Renewable Energy Insurance – An Underwriter’s Perspective by Sam Millard Break activity: Virtual bike ride through Copenhagen
Day 1 – France
Focused on cyber insurance, reserving methods, and autonomous vehicle risks:
Cyber risk: Derivative valuation using Hawkes processes, claim contagion modeling Reserving: New uncertainties for the Bornhuetter-Ferguson method Future of the profession: "Hasta la vista, Actuary?" explored actuarial relevance Keynote: Autonomous Vehicle Risks & Insurance by Philippe Talleux Break session: Impact of climate change on French wine, presented by Martial Phélippé-Guinvarc'h
May 22, 2021
Hosted by the ASTIN Section
Topics:
ASTIN 2021 Online Colloquium Sessions
Colloquium - Day 2
Colloquium - Day 3
Colloquium - Day 4: CAS