Empowering Risk Analysis: Harnessing Advanced Data Science Techniques in Business Applications

Tue, Aug 6, 10:30 AM - 12:20 PM

Peng ShiOrganizerYan YuChair

Casualty Actuarial Society

5 Presentations

Corporate probability of default: A single-index hazard model approach

10:35 AM - 10:55 AM

Xiaorui Zhu (Towson University)

Hierarchical Dependence Modeling for the Analysis of Large Insurance Claims Data

10:55 AM - 11:15 AM

Ting Fung Ma (University of South Carolina)

Co-authors: Peng Shi (University of Wisconsin-Madison), Jun Zhu (University of Wisconsin), Yizhou Cai (Department of Statistics, University of South Carolina)

Machine Learning Methods for Designing Optimal Multiple-peril Cyber Insurance

11:15 AM - 11:35 AM

Linfeng Zhang (The Ohio State University)

Modeling multi-state health transitions with Hawkes processes

11:35 AM - 11:55 AM

Mengyi Xu (Purdue University)

Recurrent Neural Networks for Multivariate Loss Reserving and Risk Capital Analysis

11:55 AM - 12:15 PM

Anas Abdallah (McMaster University)