ISBA (UCL) and ISFA ( Université Claude Bernard, Lyon) jointly organize a one day
Workshop on « Data science in Finance and Insurance » on Friday, September 15, 2017
For banks and insurance companies, the systematic use of data science will become a strategic growth lever. Profits will materialise through accelerated and more accurate decision processes, as well as an increased clients’ satisfaction thanks to more personalised offers and services. They could also hope to better manage their risks and to gain productivity. The aim of the conference is to promote financial and insurance applications of data science.
Schedule
8h30-8h50 : Welcome & coffee
8h50-9h00 : Welcome speech
9h00-10h30 | chairman: Frédéric Planchet
-
Guojun Gan (Connecticut University)
Valuation of Large Variable Annuity Portfolios: Challenges and Potential Solutions -
Bart Baesens (KUL)
Credit Risk Analytics: Basel versus IFRS 9 -
Gareth Peters (UCLondon)
Feature Extraction Methods and Stochastic Mortality Modelling
10h30-11h00 : Coffee break
11h00-12h30 | chairman: Stéphane Loisel
-
Montserrat Guillen (Barcelona University)
Telematics and the natural evolution of pricing in motor insurance -
Katrien Antonio (KUL)
Sparse modeling of risk factors in insurance analytics -
Silvia Figini (Universita di Pavia)
Credit data science risk models for SMEs
12h30-14h00 : Lunchtime
14h00-15h30 | chairman: Yahia Sahli
-
Enrico Biffis (Imperial College)
Satellite Data and Machine Learning for Weather Risk Management and Food Security -
Xavier Milhaud (UCBL) and Pierre Thérond (UCBL)
Weighted CART algorithm for censored data
Resultats et mise en oeuvre pour le provisionnement -
Christian Robert (UCBL)
Non parametric individual claim reserving
15h30-16h00 : Coffee break
16h00-17h00 | chairman: Pierre Therond
-
Sébastien Conort (BNP Paribas Cardif)
Discovery of Deep Learning - Illustration on a Natural Language Processing use case at BNP Paribas Cardif -
Sébastien de Valeriola (UCL)
Decision trees & random forest algorithms in credit risk assessment
Venue
Campus UCL, Louvain-la-Neuve: https://uclouvain.be/en/discover/louvain-la-neuve-0.html
The workshop will be held in the Auditorium SOCRATE (SOCR 11 et hall SOCR -242) at Louvain-la-Neuve (see map).
Parking (see map):
• « Rédimé », « Lauzelle » ou « Baudouin 1er » (Free of charge)
• « Grand/Place », « Grand’Rue », « Charlemagne » ou « Accueil »
Accommodation
We suggest the hotel IBIS next to the campus, others are in the area of the campus
• Hotel Ibis Styles Meeting Center
Boulevard de Lauzelle, 61
B - 1348 Louvain-la-Neuve, Belgique
Phone: +32 (0)10 53 90 00 (booking) +32 (0) 10 45 07 51 (Reception)
Website : Ibis Styles
• Best Western Wavre Hotel (with shuttle to LLN)
B - Avenue Lavoisier 12 - 1300 Wavre, Belgique
Phone: +32 (0)10 88 74 30
Website : http://www.bestwesternwavre.com/
• Hotel "Les 3 Clés" (with public transport to LLN)
B - Chaussée de Namur 17 - 5030 Gembloux, Belgique
Phone: +32 81 61 16 17
Website : http://www.3cles.be/
• Hotel Leonardo (with shuttle transport to LLN)
B - Rue de la Wastinne 45 B - 1301 Wavre
Phone: +32 (0)10 41 13 63
Website : https://www.leonardo-hotels.com/leonardo-hotel-wavre
Registration and Fees
Please register by completing the registration form, Registration deadline: September 06, 2017
Fees (include a walking lunch and all coffee breaks) : 100,00 Euro
Scientific/Organizing committee
This conference is organized in the framework of the Chaire Data Analytics & Models for Insurance (DAMI), hosted by the laboratory SAF of the university Claude Bernard and sponsored by BNP PARIBAS Cardiff. http://www.chaire-dami.fr/
Coordinators: professors Christian Robert (ISFA) and Donatien hainaut (UCL)
Contact persons
Sophie CASTELBOU
Institut de Science Financière et d'Assurances (ISFA)
Université Lyon 1
F - 50 avenue Tony Garnier 69366 LYON CEDEX 07
Tel +33 04 37 28 74 34
Email: sophie.castelbou@isfa.fr
Nadja Peiffer
Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
Université catholique de Louvain
Voie du Roman Pays 20
B - 1348 Louvain-la-Neuve
Phone: +32.10.47.89.62
Email: nadja.peiffer@uclouvain.be
