Livre – Insurance data analytics: some case studies of advanced algorithms and applications

Pour clôturer sa deuxième période (2015-2020), la Chaire DAMI propose un ouvrage collectif sur la thématique « data analytics in insurance ».

L’ouvrage est à paraitre en septembre 2020 aux éditions Economica.
Lire le chapitre d’introduction

Part I : SOME DATA SCIENCE APPLICATIONS BY INSURANCE COMPANIES    

1- Modeling and forecasting mortality with machine learning approaches
2- Individual claim reserving models: parametric vs nonparametric learning methods
3- Tree-based methods for cyber claims analysis
4- A self-learning and interpretable investment strategy based on extra-financial data
5- Autoregressive implicit quantile networks for time series generation 
6- NLP methodological triggers to address insurance domain issues 
7- Measuring the impact of a binary variable on a quantitative response in a non-paramétric framework 
8- Quickest detection in practice in presence of seasonality: an illustration with call center data

Part II : IMPORTANCE OF THE UNDERSTANDING OF LIMITS TO ALGORITHMS AND OF THE NEED OF REGULATION

9- On limits for machine learning algorithms in insurance? 
10- Interpretability of machine learning models in insurance   
11- Some thoughts on the governance of decision-making algorithms       
12- On attitudes of top management and supervisors towards data analytics in insurance
12-1- Attitudes of supervisors with respect to AI and potential new insurance products
12-2- Attitudes towards analytics in the banking and insurance sector   
13- Health data: realities, issues, questions 
14- Rapid re-identification risk assessment method for data including health data

Contributeurs :
/ Maximilien Baudry DAMI Chair / Michel Bera CNAM / Alexandre Boumezoued Milliman / Roman Castagné NAVER LABS Europe / Arthur Charpentier UQAM / Denis Clot ISFA / Aurélien Couloumy CCR / Michel Denuit UC Louvain / Nicole El Karoui LPSM / Sébastien Farkas LPSM / Christophe Geissler Advestis / Céline Guérin-Faucheur MGEN / Quentin Guibert Ceremade Prim’Act / Yolan Honoré-Rougé SGA / David Ingram Willis Re / Marc Juillard SGA / Patrick Laub ISFA / Stéphane Loisel ISFA / Maxence de Lussac Prim’Act / Olivier Lopez LPSM / Vincent Margot Advestis / Erwan Médy Groupe VYV / Anani Olympio CNP assurances / Pierrick Piette ISFA / Frédéric Planchet ISFA Prim’Act / Christian Robert ENSAE / Yahia Salhi ISFA / Frank Schiller Munich Reinsurance Company / Maud Thomas LPSM / Auriol Wabo Prim’Act / Jennifer Wang National Chengchi University /

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