Effective Statistical Learning Methods for Actuaries III

Michel Denuit holds masters degrees in mathematics and actuarial science as well as a PhD in statistics from ULB (Brussels). Since 1999, he has been professor of actuarial mathematics at UCLouvain (Louvain-la-Neuve, Belgium), where he serves as Director of the masters program in Actuarial Science. He has also held several visiting appointments, including at Lausanne (Switzerland) and Lyon (France). He has published extensively and has conducted many R&D projects with major (re)insurance companies over the past 20 years.Donatien Hainaut is a civil engineer in applied mathematics and an actuary. He also holds a masters in financial risk management and a PhD in actuarial science from UCLouvain (Louvain-La-Neuve, Belgium). After a few years in the financial industry, he joined Rennes School of Business (France) and was visiting lecturer at ENSAE (Paris, France). Since 2016, he has been professor at UCLouvain, in the Institute of Statistics, Biostatistics and Actuarial Science. He serves as Director of the UCLouvain Masters in Data Science.Julien Trufin holds masters degrees in physics and actuarial science as well as a PhD in actuarial science from UCLouvain (Louvain-la-Neuve, Belgium). After a few years in the insurance industry, he joined the actuarial school at Laval University (Quebec, Canada). Since 2014, he has been professor in actuarial science at the department of mathematics, ULB (Brussels, Belgium). He also holds visiting appointments in Lausanne (Switzerland) and in Louvain-la-Neuve (Belgium). He is associate editor for the Journals “Astin Bulletin” and “Methodology and Computing in Applied Probability” and qualified actuary of the Institute of Actuaries in Belgium (IA|BE).

• Preface. - Feed-forward Neural Networks. - Byesian Neural Networks and GLM. - Deep Neural Networks.- Dimension-Reduction with Forward Neural Nets Applied to Mortality. - Self-organizing Maps and k-means clusterin in non Life Insurance. - Ensemble of Neural Networks.-  Gradient Boosting with Neural Networks. - Time Series Modelling with Neural Networks.- References.

“Intended for students and practicing actuaries, this book follows its presentations of neural network methods with detailed case studies using insurance data. … The unified approach lays a solid foundation for understanding non-likelihood methods readers may later encounter.” (David R. Bickel, Mathematical Reviews, May, 2021)