Session 3: Actuarial and Financial Data Analytics (Chair, Jose Blanchet). | |||
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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 | ||
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 | ||
11:40 – 12:00 | A. Janssen, S. Neblung, S. Stoev | ||
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 | ||
13:15 – 20:00 | Excursion to Samos Island |