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Training: Neural Networks for Insurance

September 29, 2020 @ 09:00 16:00


This webinar will be given via Microsoft Teams by Donatien Hainaut, Scientific Director at Detralytics Donatien and professor at UCLouvain where he is Director of the new Master program in Data Science, statistical orientation


The purpose of this training is to introduce participants to neural networks for actuarial pricing. The presentation places a strong emphasis on the practical implementation of these models in Keras, a R library.

We start this course by a review of concepts behind neural networks and calibration methods. A case study (Wasa database) illustrates how to use neural networks for non-life insurance pricing.

This is followed by an introduction to NeuralNet and Keras during which participants can test the R code used in illustrations. We will also see how to fight overfitting with dropout, Lasso and Ridge approaches.

Finally, we show how bottleneck neural networks are used for reducing the dimension of a dataset, acting in a similar way to a non-linear principal component analysis. We illustrate this technique on mortality forecasting. R code will be provided to participants.


PRACTICAL INFORMATION

  • The registration link (Microsoft Teams) for the webinar will follow in a separate e-mail
  • The 1-day training is 300€ excl. VAT – Early bird price of 270€ (before August 29th)
  • The training will be given in English
  • A computer with R and Keras is needed for the practical parts
  • 6 IABE-points are attributed to participants
  • For registration, as any other questions : click on the button below


Download the description of this training