Event

PhD Defence – Data Analysis for Insurance: Recommendation System based on a Multivariate Hawkes Process

  • Conférencier  Laurent Lesage (SEDAN group)

  • Lieu

    LU

We’re happy to welcome you to the PhD defence of Laurent Lesage (SEDAN group) on 26 April 2022 at 14:30.

The event will take place on-site at JFK 004/005 or online through this WebEx link.

Please be informed that Webex events are not accessible on Linux OS.

Members of the defense committee:

  • Prof. Dr Ulrich SORGER, University of Luxembourg, Chairman
  • Prof. Dr Caroline HILLAIRET, ENSAE-Paris, CREST, France, Deputy Chairman
  • Prof. Dr Radu STATE, University of Luxembourg, Supervisor
  • Prof. Dr Madalina DEACONU, University of Lorraine, Nancy, France, Co-Supervisor
  • Prof. Dr Anthony REVEILLAC, INSA Toulouse, France, Member
  • Prof. Dr Antoine LEJAY, University of Lorraine, Nancy, France, Member
  • Mr Marc HOTTON, Foyer Luxembourg, Expert in an Advisory Capacity
  • Dr Geoffrey NICHIL, Foyer Luxembourg, Expert in an Advisory Capacity

 

Abstract:

The objective of the thesis is to build a recommendation system for insurance. By observing the behavior and the evolution of a customer in the insurance context, customers seem to modify their insurance cover when a significant event happens in their life. In order to take into account the influence of life events (e.g. marriage, birth, change of job) on the insurance covering selection from customers, we model the recommendation system with a Multivariate Hawkes Process, which includes several specific features aiming to compute relevant recommendations to customers from a Luxembourgish insurance company.