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Data Science Initiative of the Swiss Association of Actuaries SAV

The Swiss Assocation of Actuaries has launched a working party. The goal of this working party is to prepare tutorials in the area of modern actuarial data science, see www.actuarialdatascience.org



Industry Projects

  • - Word embedding models in insurance. MSc Thesis Project of L.W. Fontana jointly with Mobiliar, 2019.

  • - Data analytics for non-life insurance pricing. MSc Thesis Project of J. Abegglen jointly with Swiss Re, 2018.

  • - Individual claims simulation machine. PhD Project of A. Gabrielli jointly with Suva (Dr. P. Blum), 2018.

  • - Tax modelling in the Solvency II context. MSc Thesis Project of C. Longhitano jointly with Scor, 2018.

  • - Stochastic claims reserving based on individual claims covariates. MSc Thesis Project of D. Heins jointly with Helsana, 2017.

  • - Data science in insurance pricing. MSc Thesis Project of P. Zöchbauer jointly with AXA-Winterthur, 2016.

  • - Optimal reinsurance cession on multiple excess of loss layers. MSc Thesis Project of L. Gulfi jointly with Swiss Re, 2016.

  • - Modeling and measuring stochastic volatility. MSc Thesis Project of C. Pelloni jointly with 1741 Asset Management AG, 2014.

  • - Construction and comparison of mortality tables based on different techniques. MSc Thesis Project of G. Binder jointly with Swiss Re, 2014.

  • - Asymmetrische Trendfilterung angewandt auf Finanzdaten. MSc Thesis Project of H. Hutter jointly with 1741 Asset Management AG, 2013.

  • - Modelling operational risk. MSc Thesis Project of G. Barozzi jointly with Swiss Re, 2013.

  • - Estimation methods of covariance matrices with application in finance. MSc Thesis Project of D. Schwander jointly with 1741 Asset Management AG, 2012.

  • - Countercyclical regulation in Solvency II: Merits and flaws. by Danielsson, Laeven, Perotti, Wüthrich, Ayadi, Pelsser. VoxEU, June 23, 2012.

  • - Private Equity unter Solvenz 2. MSc Thesis Project of I. Ebibi jointly with Partners Group, 2011.

  • - A prudential regulatory issue at the heart of Solvency II. by Danielsson, de Jong, Laux, Laeven, Perotti, Wüthrich. VoxEU, March 31, 2011.

  • - Das Invaliditätsrisiko in der Kollektivlebensversicherung. by König, Weber, Wüthrich. Schweizer Personalvorsorge, 08.11, 32--36.

  • - Equal contribution to risk and portfolio construction. MSc Thesis Project of D. Stefanovits jointly with Wegelin Bank, 2010.

  • - Mathematische Analyse des Risikos Invalidität. MSc Thesis Project of B. König jointly with AXA-Winterthur, 2010.

  • - Prediction uncertainty in stochastic claims reserving methods. PhD Project of D. Alai jointly with ACE Limited, 2009.