Actuarial Data Science

Lecturer

Stefan Schelling

Exercises

Reza Dastranj

 

Dates

Monday, 2:15 to 3:45 PM [HeHo 18 - E20]

Tuesday, 10:15 to 11:45 AM [HeHo 18 - E20]

First lecture: Monday, 13.04

First exercise session (getting started / programming hints): Tuesday, 14.04

Important Information

  • All course material will be provided via moodle.
  • It is strongly recommended that participants register for the course on moodle before the beginning of the semester.

Type

2/2 SWS

See LSF for the module description (including ECTS).

Prerequisites

Module „Life-, Health- and Pension-Mathematics“ is recommended but not required

Intended audience

Master students in Economics and Manamgent (Wirtschaftswissenschaften), Finance, Mathematics, Mathematics and Management (Wirtschaftsmathematik), Mathematical Biometry (Mathematische Biometrie), Mathematical Data Science

DAV Certificate

Within this lecture it is possible to achieve the certificate of the German actuarial society (Deutsche Aktuar Vereinigung DAV) in "Data Science und Künstliche Intelligenz" (PO 6). 

This certificate is a basic requirement for becoming an actuary in Germany.

See Moodle, for the requirements for achieving the DAV certificate and for further information on the DAV supplement course and exam.

Literature

Details on the literature will be provided at the beginning of the semester.

  • Denuit, Hainaut, and Trufin, (2019/2020). Effective Statistical Learning Methods for Actuaries I - III, Springer Actuarial Lecture Notes.
  • Wüthrich and Buser (2020). Data analytics for non-life insurance pricing. Swiss Finance Institute Research Paper
  • Wüthrich, Richman, Avanzi, Lindholm, Maggi, Mayer, Schelldorfer, Scognamiglio (2025). AI Tools for Actuaries.