Description: Ever wanted to do a Kaggle data science competition, but didn't know where to start? This presentation meets the needs of actuaries interested in predictive analytics and competitive data science. The presentation will describe the nature of competitive data science, and provide insights into lessons learned by competing in the Airbus Ship Detection Challenge at Kaggle, as well as other Kaggle competitions. The presenters will provide an introduction to neural networks and describe the nature of the Airbus Ship Detection Challenge and other Kaggle competitions, plus a solution approaches that can be used to obtain top scores using Convolutional Neural networks (CNNs), random forests and boosted trees.

Description: 1996 Valuation Actuary Symposium Proceedings, Session 11, discusses health financial projections and projection modeling in general.

Description: This teaching session presents information related to the potential use of game theory in the insurance business.

Description: Presented at October 1985 Annual Meeting. This session focused on three projects funded by the Actuarial Education and Research Fund: risk models, operations research applications for actuaries and probability modeling of losses.

Description: This session at the 1998 Valuation Actuary Symposium discusses the modeling of equity-indexed annuities including the assets and derivatives associated with the annuities.

Description: From session 76 CS at the Spring regional meeting of the Society of Actuaries held in Atlanta, Georgia, May 24-25, 1999. Presenters demonstrate the potential risks of relying blindly on our models without sensitivity testing.

Description: As the portion of inforce business valued under PBR grows, it becomes increasingly important to not only calculate reserves for point-in-time valuation but to also project reserves. This is especially critical for actuarial functions such as pricing, business strategy/forecasting, and asset adequacy testing. In this session, we will review PBR projection techniques based on work completed by the American Academy of Actuaries when developing the PBA Projection Practice Note. In addition, this session will examine specific challenges that can arise when actuaries use models to project reserves at future dates. Topics covered include mortality improvement, credibility, scenario generation, starting asset projections, and various other technical issues related to nested modeling requiring both inner and outer loop projections.

Description: Most actuaries deal with model development at some point in their career. However, very few of us have proper training in programming, software engineering or software shop operations. Explore topics, techniques, and practices from the FinTech and IT industries that can be applied to building robust, high-quality actuarial models. This session will be of particular interest to actuaries engaged in 'in-house' model development, managers of modeling teams, and actuaries interested in software development.

Description: In this session 35TS of the 2004 Valuation Actuary Symposium, the instructor provides simple tools and guidelines to better ensure that correct conclusions are drawn. This material is presented without the use of complex mathematical formulas. Topics include appropriateness of the assumption of normality including discussion of the distribution of a conditional tail expectation, drawing inferences about population means and tail percentiles, and uses and pitfalls of linear regression analysis.

Description: This session 5TS of the 2004 Valuation Actuary Symposium covers the need to model assets in insurance companies has gone well beyond compliance with cash-flow testing requirements. Robust asset modeling techniques are needed in order to quantify risk exposures appropriately and to comply with a widening array of liability valuation and capital adequacy calculations that rely on stochastically modeling the interaction of liabilities and the assets that support them.