ASSA 2022 Convention Awards

Last week was the ASSA 2022 Convention held in Cape Town, South Africa. We were delighted to hear that our paper “LASSO Regularization within the LocalGLMnet Architecture” won the RGA Prize for the Best Convention Paper and the Swiss Re Prize for the Best Paper on Risk or Reinsurance.

The paper can be found here:
LASSO Regularization within the LocalGLMnet Architecture

I’m most appreciative of the Actuarial Society of South Africa (ASSA)’s making this award and hope that actuaries will start to use the method proposed for interpretable machine learning. Thanks very much to Professor Mario Wüthrich for this project!

No alternative text description for this image

I was also pleased to hear that another paper, Mind the Gap – Safely Incorporating Deep Learning Models into the Actuarial Toolkit, was highly commended by ASSA’s Research Committee. This paper can be found here:

Mind the Gap

During the event, we also presented a paper on bootstrapping the Cape-Cod method. Below is a nice summary drawn at the Convention.

IDSC – Africa

One of the most inspiring events I have attended was the Insurance Data Science Conference held in Zurich this year.

I am very excited to announce that on 20 April 2020 we will hold an affiliated event in South Africa, which will be organized by the Actuarial Society of South Africa, QED Actuaries & Consultants, and the University of the Witwatersrand. The conference website is here:

The call for abstracts is open and we look forward to receiving your submission.

Finally, the 2020 event in Europe will be held in London at the Cass Business School. The call for abstracts has just gone out and the website is here:

Insurance Data Science Conference

%d bloggers like this: