Found 14 relevant results in 1.56s where lecturer="Mario Valentin Wüthrich"
We study statistical methods in supervised learning for non-life insurance pricing such as generalized linear models, generalized additive models, Bayesian models, neural networks, classification and regression trees, random forests and gradient boosting machines.
We study statistical methods in supervised learning for non-life insurance pricing such as generalized linear models, generalized additive models, Bayesian models, neural networks, classification and regression trees, random forests and gradient boosting machines.
This lecture offers a comprehensive introduction to statistical modeling and machine learning in actuarial science, covering key areas including supervised learning, unsupervised learning, and reinforcement learning.
This lecture provides an introduction to the economic theory of financial markets. It presents the basic financial and economic concepts to insurance mathematicians and actuaries.
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This lecture presents several methods for general insurance pricing. It starts from prior rating information discussing generalized linear models and neural networks. These models are extended to a dynamic view by using past claims history. It considers static and dynamic insurance pricing models, including mixed effects models, Bühlmann credibility, state-space models and transformers.
Introduction to market-consistent actuarial valuation.Topics: Stochastic discounting, full balance sheet approach, valuation portfolio in life and non-life insurance, technical and financial risks, risk management for insurance companies.
Introduction to market-consistent actuarial valuation.Topics: Stochastic discounting, full balance sheet approach, valuation portfolio in life and non-life insurance, technical and financial risks, risk management for insurance companies.
The lecture aims at providing a basis in non-life insurance mathematics which forms a core subject of actuarial science. It discusses collective risk modeling, individual claim size modeling, approximations for compound distributions, ruin theory, premium calculation principles, tariffication with generalized linear models and neural networks, credibility theory, claims reserving and solvency.
Risk Theory
Risikotheorie
This course gives a first introduction to insurance risk theory. It serves as a basis for later courses on non-life insurance mathematics, risk management (in finance) and reinsurance. Topics included are claim processes, models for claim frequency and severity, ruin theory, modelling of large claims.
Seminar on Financial and Insurance Mathematics: Operational Risk. Modeling Analytics.
Seminar über Finanz- und Versicherungsmathematik: Operational Risk: Modeling Analytics
In this student seminar the main probabilistic and statistical tools in use for the quantitative modeling of operational risk are reviewed. Operational Risk is defined as in the Basel II guidelines. The tools presented are mainly borrowed from acrtuarial science.
Seminar on Insurance and Financial Mathematics
Seminar über Versicherungs- und Finanzmathematik
The goal of this seminar is to present various stochastic methods for claims reserving.These methods enable to set adequate reserves for open claims and todetermine prediction errors of these estimators.
Loss Reserving is one of the central topics in non-life insurance. Mathematicians and actuaries need to estimate adequate reserves for liabilities caused by claims. These claims reserves have influence all financial statements, future premiums and solvency margins. We present the stochastics behind various methods that are used in practice to estimate those loss reserves.