Summer School 2023: Machine Learning for Actuaries

Schedule

Wednesday, May 3^rd 2023

• 09:00-10:30        ⇒ Introduction, Generalized Linear Models (GLMs)
• 10:30-11:00        ⇒ Break
• 11:00-12:30        ⇒  Model calibration, error measurement
• 12:30-13:30        ⇒ Lunch
• 13:30-15:00        ⇒ Exercise Session: GLMs and practical examples
• 15:00-15:30        ⇒ Break
• 15:30-17:00        ⇒ Classification and Regression Trees (CART)

 

 

Thursday, May 4^th 2023

• 09:00-10:30        ⇒ Bagging, Boosting, Random Forests
• 10:30-11:00        ⇒ Break
• 11:00-12:30        ⇒  Exercise Session: CART and practical examples
• 12:30-13:30        ⇒ Lunch
• 13:30-15:00        ⇒ Deep learning and neural networks
• 15:00-15:30        ⇒ Break
• 15:30-17:00        ⇒ Applications of neural networks in life and non-life insurance

 

 

Friday, May 5^th 2023

• 09:00-10:30        ⇒ Model choice and comparison
• 10:30-11:00        ⇒ Break
• 11:00-12:30        ⇒  Clustering insurance portfolios