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Webinar: What is AGLM from a technical viewpoint

Join us in our upcoming webinar on 

 

May 3, 2022 / 5:00 AM (EDT) / 11:00 AM (CEST)/ 6:00 PM (JST)

 
 

ABSTRACT

 

The 2021 Hachemeister Prize was awarded to a paper introducing the AGLM method. As the Award's description says, the approach addresses a real need to balance the accuracy of data science techniques with the strong explanatory power of GLMs and the accompanying R package allows practicing actuaries to use the method easily. Practitioners, then, can reasonably feel free to use it even without comparing with other methods with potentially similar predictive powers.

In this presentation, however, the distinction between AGLM and other methods will be elaborated from a more technical viewpoint so that it will be made clearer where its strength comes from and what should be noted when using it. This talk is not a full-fledged presentation of scientific research nor a technical guide for practitioners but, rather, a delivery of concepts which hopefully helps grasp the essence of the prize-winning method.
 

 

SPEAKER

Hirokazu Iwasawa 
Guest Professor Waseda University
 

Hirokazu Iwasawa (aka Iwahiro) is a central figure of education, dissemination and research of data science in the actuarial field in Japan. He has been acting as a mentor of many data science related projects in IAJ's Data Science Related Basic Research Working Group and ASTIN Related Study Group. As an eminent educator, he gives regular lectures at IAJ as well as at several universities including Waseda University as a Guest Professor.
 
He has published 20+ books among which eight books are single authored. They are on probability, statistics, math puzzles, non-life insurance math, predictive modeling, etc. He is the originator of the AGLM technique, a co-authored paper on which received the 2021 Hachemeister Prize.
 

Register now!