Wednesday 22nd - 12th Conference in Actuarial Science & Finance on Samos

Session 3: Actuarial and Financial Data Analytics (Chair, Jose Blanchet).

Time	Subject
08:30 – 09:10	Invited Lecture :Emmanuel Gobet, (together with M. Allouche, C. Lage, E. Mangin) Structured dictionary learning of rating migration matrices for credit risk modeling
09:10 – 09:30	L. Markus, D. Boros Deep Learning the Parameters of Fractional Processes and Assessing Their Accuracy
09:30 – 09:50	M. E. Hiabu, J. Meyer, E. Mammen Random Planted Forest
09:50 – 10:10	M. Denuit, J. Huyghe, J. Trufin, T. Verdbout Testing for auto-calibration with Lorenz and concentration curves
10:10 – 11:00	Break
11:00 – 11:20	A. Riis-Due, D. Landriault, B. Li Reinforcement Learning Approaches to the Problem of Actuarial Credibility
11:20 – 11:40	J. S. K. Chan, S. T. B. Choy, E. Makov, A. Shamir, V. Shapovalov Enhanced Variable Selection Algorithm for Handling Overdispersion in Claims Frequency Modeling with Mixture of Poisson Regression Using Telematics Car Driving Data
11:40 – 12:00	A. Janssen, S. Neblung, S. Stoev Metric embeddings of tail correlation matrices
12:00 – 12:20	K. Buchardt, C. Furrer, O. L. Sandqvist Likelihood-based estimation for multistate models subject to IBNR- and RBNS-effects
12:20 – 12:40	L. Hong, H. Yang A new machine learning approach to detecting insurance fraud
12:40 – 13:00	M. Anthropelos, R. Feng, S. Kim On the Expansion of Risk Pooling
13:15 – 20:00	Excursion to Samos Island