Insurance Data Science conference 2021

London: View from Greenwich

City, University of London, 16 - 18 June 2021

16 June 2021
Keynote (Chair: Andreas Tsanakas) Thomas Wiecki Bayesian decision making lifts off with PyMC3
Session 1A: Pricing (Chair: Arthur Charpentier) Session 1B: Life & Mortality (Chair: Pietro Millossovich)
Jonathan Sedar A Novel Bayesian Pricing Model with Risk-Level Freq-Sev Decomposition, running in Production Lina Palmborg Efficient use of data for LSTM mortality forecasting
Tsz Chai (Samson) Fung Mixture composite regression models with multi-type feature selection Salvatory Kessy Mortality Forecasting Using Stacked Regression Ensemble
Emiliano A. Valdez Synthetic Dataset Generation of Driver Telematics Mike Ludkovski Multi-output Gaussian Processes for longevity analysis
Session 2A: Claims modelling (Chair: Markus Gesmann) Session 2B: Simulation/QF/meta models (Chair: Silvana Pesenti)
Ranjini Vaidyanathan Enhancing Auto Claim Review using Machine Learning Rodrigo S. Targino Risk Budgeting Portfolios from Simulations
Ziyi Li Neural Network Embedding of the Negative Binomial Regression Model for Claim Frequencies Fernando Mierzejewski Modelling Credit Structures and Securitisations with Data Science
Mohammad Zoynul Abedin A Novel Hybrid Method to Predict Insurance Claim by Mining Imbalanced Datasets Cancelled Alexandre Carbonneau Deep Hedging of Long-Term Financial Derivatives
Ivan Sergienko Deep Learning for Stochastic Policy-Level Modelling Fabio Viviano Monte Carlo Valuation of Future Annuity Contracts
Symeon Koumoutsaris Modelling the subsidence risk in France taking into account the effects of climate change Giovanni Rabitti From local to structural input importance in variable annuities data
Seema Sangari Correcting Reporting Delays in Cyber Events at Industry level Xiaochen Jing Metamodeling for Variable Annuity Valuation: What works and what does not

17 June 2021
Panel discussion: AI – Coming of age? Chair: Trevor Maynard Luca Baldassarre (Lead Data Scientist, Swiss Re), Liz McFall (Director of Data Civics & Chancellor’s Fellow, University of Edinburgh), Yves-Alexandre de Montjoye (Associate Professor at Imperial College London), María Óskarsdóttir, (Assistant Professor in Computer Science, Reykjavík University)
Session 3A: Reserving (Chair: Mario Wüthrich) Session 3B: ML (Chair: Davide de March)
Steve Guo Patterns and Anomalies of Loss Development in P&C Insurance Market Veronica Coronel Vera Person at the centre: how AutoML boosts behavioural modelling in P&C insurance
Henning Zakrisson Gradient Boosting Machines in Collective Reserving Model for Reserves Prediction Mouloud Belbahri & Olivier Gandouet A Twin Neural Model for Uplift
Markus Gesmann Hierarchical Compartmental Reserving Models Anna Kozak The use of denoising autoencoders for categorical and continuous variables
Session 4A: Programming/industry deployment (Chair: Jürg Schelldorfer) Session 4B: Social media/covid/fraud (Chair: Arthur Charpentier)
Patrick Laub Approximate Bayesian Computation and Insurance John Ng Gompertz network and Lasso regularisation in modelling age-specific impact of COVID-19 vaccination
Chibisi Chima-Okereke Introducing the D programming language to Insurance Rei England Spreading the word: The effect of word-of-mouth networks on insurance customer choices
Daniel Murphy Month arithmetic in R with the mondate package Rohan Yashraj Gupta A comparative study of using various Machine Learning and Deep Learning based fraud detection models for Universal Health Coverage schemes and assessing the impact of COVID-19 in healthcare fraud
Francesca Vitalini Agile; the right answer for the ‘next normal’ in the insurance sector Shrinivas Shikhare Next Generation LTC - Life insurance Underwriting using Facial Score Model
Kenneth Lim & Maxime Allard Processing Insurance Claims with Automated, Scalable and Fair AI Tim King Process Mining Applied to Complex Medical Claims Management
Valerie du Preez, Xavier Marechal, Anja Friedrich Investigating Applications of Data Science in UK and non-UK Actuarial Teams

18 June 2021
Keynote (Chair: Ioannis Kyriakou) Bettina Grün Advances in Model-Based Clustering
Session 5A: Pricing (Chair: Ioannis Kyriakou) Session 5B: Life & Mortality (Chair: Silvana Pesenti)
Robert Matthijs Verschuren Customer Price Sensitivities in Competitive Automobile Insurance Markets Qiqi Wang Multi-State Health Transition Modeling Using Neural Networks
Montserrat Guillen Number of claims and number of near-misses for telematics pricing in automobile insurance Hang Nguyen Scenario selection with Lasso regression for the valuation of variable annuity portfolio
Łukasz Delong Gamma Mixture Density Networks and their application to modelling insurance claim amounts Mario Marino Deepening Lee-Carter for longevity projections with uncertainty estimation
Session 6A: Statistical modelling (Chair: Andreas Tsanakas) Session 6B: Life (Chair: Pietro Millossovich)
S.R.Pranav Sai Capturing the power of ensemble learning using GLM and Artificial Neural Network for insurance pricing Katja Hanewald Multi-population modeling with economic trends: A hybrid neural network approach
Pierre-Oliver Goffard Sequential Monte Carlo Samplers to fit and compare insurance loss models Francesco Ungolo A Dirichlet Process Mixture model for the analysis of competing risks
Rui Zhu Copula model selection using image processing Simon Schnürch Point and Interval Forecasts of Death Rates Using Neural Networks
Giles Stupfler & Abdelaati Daouia Extremile Regression Claudio Giorgio Giancaterino Unsupervised Learning applied to the Customer Lifetime Value (CLV)
Himchan Jeong A non-convex regularization approach for stable estimation of loss development factors Zhiyu Quan Tree-based Models for Variable Annuity Valuation: Parameter Tuning and Empirical Analysis
Queensley Chukwudum Relativities in the Over-Dispersed Poisson Bootstrap Claims Reserves


Swiss Re Institute

Mirai Solutions

Insurance Data Science Conference
On-line 16 - 18 June 2021