Topics of interest

[lewisfogden]

Thought I'd start a list of topics of interest

• Projections / cashflow modelling (e.g. Life Office Projections, Customer Portfolio Projections)
• Machine Learning / AI - this is more a toolset than an actuarial topic.
• GI Pricing (Risk / Commercial)*
• Experience analysis (assumption setting)
• Capital / Risk modelling (e.g. SII / stochastic simulations / proxy models)

*Is this possible to discuss in general terms without being commercially sensitive?

What open source libraries / toolkits exist for each?

[fumitoh]

I took your list, broaden it to cover all the potential topics in this community::

• Data Science
  • Machine Learning / AI
• Life Insurance
  • Projections / cashflow modeling..
  • ALM, VA hedging
  • Economic scenario generators
  • Expense analysis
• Pensions (Defined Benefit
  • scheme valuations
• P&C
  • GI Pricing..
  • Reserving
  • (There must be something..)
• Risk Management
  • Capital / Risk modeling ..
  • Market Risk, Credit Risk modeling
  • Model Risk Management
  • Model Governance
• Financial reporting standards:
  • Solvency 2
  • IFRS17
• Actuarial modernization
  • Process automation

For ALM (asset models) & Market risk, there may be something useful in this list.