Workshop Chaire DAMI | September 15, 2017

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
  • Said Achchab (ENSIAS)
    A hybrid deep network approach for predictive analysis of massive and incomplete data of insurance
  • 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