Applying Data Mining Techniques in Actuarial Science

This is a partial/selected list of conferences attended by the principal investigators and their research collaborators/assistants:

• Enhancing Insurance Customer Loyalty through Premium Optimization, eMAF2020 virtual conference, 18/22/25 September 2020. (E.A. Valdez)
• Applications of random effects in dependent compound risk models, The 55th Actuarial Research Conference, The University of Nebraska-Lincoln, Lincoln, Nebraska, 12 August 2020 (H. Jeong)
• A regularization approach for stable estimation of loss development factors, Online International Conference in Actuarial science, data science and finance, 28 April 2020 (H. Jeong)
• Hybrid Tree-Based Models for Insurance Claims, 2019 Actuarial Research Conference, IUPUI, Indianapolis, IL, USA, 14-17 August 2019. (Z. Quan)
• Premium optimization with policyholder loyalty, The 3rd International Congress on Actuarial Science and Quantitative Finance, Universidad National Campus La Nubia, Manizales, Columbia, 20 June 2019 (H. Jeong, E.A. Valdez)
• Metamodels and the valuation of large variable annuity portfolios, First Annual UCSB InsurTech Summit, University of California, Santa Barbara, 3 May 2019 (E.A. Valdez)
• Machine Learning Techniques for Variable Annuity Valuation, the 4th International Conference on Big Data and Information Analytics (BigDIA-18), Houston, TX, 19 December 2018 (G. Gan)
• Ratemaking Application of Bayesian LASSO with Conjugate Hyperprior, Seminar workshop, University of Illinois at Urbana-Champaign, 26 October 2018 (E.A. Valdez)
• Understanding and Managing Healthy Life Expectancy, 2018 Actuarial Research Conference, Western University, London, Ontario, Canada, 8-11 August 2018 (J. Vadiveloo)
• Data mining techniques for actuaries: an overview, 2018 Actuarial Research Conference, Western University, London, Ontario, Canada, 8-11 August 2018 (B. So)
• Predictive Analytics of Insurance Claims Using Multivariate Decision Trees, The 10th Conference in Actuarial Science and Finance on Samos, Greece, 30 May – 3 June 2018. (Z. Quan)
• Machine Learning and its Applications Variable Annuity Valuation, First SDM (SIAM International Conference on Data Mining) Workshop on Artificial Intelligence in Insurance, San Diego, CA, 5 May 2018 (G. Gan)
• Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets, AFIR (Actuarial Approach for Financial Risks) Webinar, the International Actuarial Association (IAA), 16 March 2018 (G. Gan and E.A. Valdez)
• An Introduction to Data Clustering with Actuarial Applications, the 2017 Advances in Predictive Analytics (APA) conference, Waterloo, Ontario, Canada, 1 December 2017 (G. Gan)
• Valuation of Large Variable Annuity Portfolios: Challenges and Potential Solutions, ISBA-ISFA Workshop on Data sciences applied to Insurance and Finance, Universit ́e catholique de Louvain, Belgium, 15 September 2017 (G. Gan)