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EAA Web Session: "Introduction to Neural Networks with Applications in Mortality Modeling" on 9 February 2023

 

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EAA Web Session 

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Introduction to Neural Networks with Applications in Mortality Modeling

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9 February 2023 | 8:30-13:00 CET

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Neural networks have been tremendously successful in a variety of domains. Of course, they have also been extensively studied in actuarial research and applied in insurance companies. For example, an application which is highly relevant for life insurance is the modeling and forecasting of mortality rates.

While simple feed-forward neural networks are already very effective for a number of tasks, there are several techniques (such as embedding layers or ensembles) and specialized architectures (such as recurrent or convolutional neural networks) which are necessary to exploit the full potential of these powerful machine learning models.

Interpretability and explainability are often key requirements in actuarial applications. Successful approaches in this direction have been proposed and are, for example, based on combining neural networks with the more traditional generalized linear models in the so-called combined actuarial neural network or LocalGLMnet architectures.

This web session is directed at anyone interested in

  • modern approaches to mortality modeling and forecasting using different kinds of neural networks,
  • a broad overview of neural networks, either to get familiar with the topic or as a refreshment and expansion of existing knowledge.

Practical examples (using Jupyter, Keras and R) will be presented and made available to the participants. Instructions on how to install the necessary software will be provided to the participants in advance.

Your early-bird registration fee is € 200.00 plus 19% VAT for bookings by 29 December 2022. After this date, the fee will be € 270.00 plus 19% VAT.

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Details

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Programme

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Registration

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Coming soon...

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Introduction to Natural Catastrophe Modelling | 28 November 2022

Actuarial Data Science Introplication | 30 November - 1 December 2022

Introduction to IFRS9 for Insurers | 7 December 2022

...and a lot more! Explore our website for more information or download our overview.

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actuarial-academy.com

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