4 November 2019

Workshop on machine learning and pension companies

Workshop

Together with the Department of Finance at CBS, the Department of Mathematical Sciences will focus on methods for better prediction methods on an individualized level.

Machine learning methods can improve risk assessments and, in addition, deepening the causal understanding of pension choices and retirement decisions that will improve the companies’ ability to provide personalized counselling.

Accurate forecasting of population-level mortality has always been central to the life insurance and pension industry. Forecasting of events, such as death, for individuals, has historically been of less interest and is much more difficult to do accurately.

The combination of increased access to data on individuals, the development of machine learning methodology for utilizing data and the demand for individualized products have made time-to-event forecasting much more important.

The workshop 21 November 2019 will bring together invited experts from academia and industry to share state-of-the-art knowledge and research results.

Read more about the workshop on Time to Event Data and Machine Learning