These notes aim at giving a broad skill set to the actuarial profession in insurance pricing and data science. We start from the classical world of generalized linear models, generalized additive models and credibility theory. These methods form the basis of the deeper statistical understanding....

The aim of this project is to analyze high-frequency GPS location data (second per second) of individual car drivers (and trips). We extract feature information about speeds, acceleration, deceleration, and changes of direction from this high-frequency GPS location data. Time series of this...

The aim of this project is to develop a stochastic simulation machine that generates individual claims histories of non-life insurance claims. This simulation machine is based on neural networks to incorporate individual claims feature information. We provide a fully calibrated stochastic...

The main objective of this work is to develop a detailed step-by-step guide to the development and application of a new class of efficient Monte Carlo methods to solve practically important problems faced by insurers under the new solvency regulations. In particular, a novel Monte Carlo method...