In this talk, we explain how to monitor the frequency of claims, death or lapse in an optimal manner.
We present and solve the quickest detection problem in a robust setting, adapted to insurance context.
We explain how to apply it in practice to insurance portfolios and how to design Key Risk Indicators in Enterprise Risk Management using this so-called cusum (cumulated sums) strategy.
This talk is based on joint works with Nicole El Karoui (Sorbonne Universités, Paris) and Yahia Salhi (LSAF, ISFA, Univ. of Lyon)
Prof. Stéphane Loisel,
Directeur du Laboratoire SAF
Laboratoire de Science Actuarielle et Financière,
ISFA, Université Lyon 1
1) Closure for registration: 25 May 2020 (at 23:59)
2) Test session: 28 May 2020 (10:00 - 10:30)
Please take into account that if you register for this webinar, a test session is scheduled for 28 May 2020 from 10:00-10:30 to check that the technical requirements are fulfilled.
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Your attendance to this test session is mandatory !