
Pour clôturer sa deuxième période (2015-2020), la Chaire DAMI propose un ouvrage collectif sur la thématique « data analytics in insurance » qui présente les travaux de la chaire à travers la contribution de ses membres et de personnalités extérieures,
universitaires et praticiens.
Le livre est disponible aux éditions Economica :
Commander sur le site de l’éditeur
Il comprend 2 parties, l’une sur l’utilisation des techniques de Machine Learning, l’autre sur l’utilisation
des algorithmes, leurs limites, les problèmes d’interprétabilité et la question de leur gouvernance.
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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