Geographic Ratemaking With Spatial Embedding

Webinaire de Christopher Blier-Wong, étudiant au doctorat en Actuariat à l’Université Laval, intitulé «Geographic Ratemaking With Spatial Embedding» et présenté dans le cadre de la série ASTIN Webinars.

  • 28 septembre 2022

10h00 à 11h00


En ligne



Présentation de la conférence

Spatial data are a rich source of information for actuarial applications: knowledge of a risk’s location could improve an insurance company’s ratemaking, reserving or risk management processes. Relying on historical geolocated loss data is problematic for areas where it is limited or unavailable.

This talk presents a method to construct spatial embeddings within a complex convolutional neural network representation model using external census data and use them as inputs to a simple predictive model. We will also discuss how one may adapt the representation learning approach with image data and use multiple sources of unstructured information within the same homeowner’s insurance ratemaking model.

À propos du conférencier

Christopher Blier-Wong is a PhD student and lecturer in actuarial science at Université Laval. He holds master’s degrees in actuarial science and computer science. His research focuses on applying machine learning and numerical tools in actuarial science and works closely with the private sector to solve imminent problems in the insurance industry.

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