Deep Learning for Actuarial Modeling
36th International Summer School of the Swiss Association of Actuaries
8-12 September 2025, University of Lausanne, Switzerland Website
Lecture Notes (Technical Document)
Notebooks, Slides and Code
- Lecture 1: Use Case - MTPL Data
- Lecture 2: Exponential Dispersion Family & Generalized Linear Models
- Lectures 4 and 5: Feed-forward Neural Networks
- Lecture 6: Covariate Engineering & Entity Embedding
- Lecture 7: Ensembling & Negative Sampling
- Lecture 8: Balance Property & Auto-calibration