In three weeks, the International Workshop on Risk and Insurance will be organized in 서울 (Seoul, Korea), prior to the Insurance: Mathematics & Economics conference. We were asked to send our slides in advance, so I thought I could be nice to share them (slides are available here). I will be the very first speaker of the day, in a session “AI Revolution and Cyber Risks”. Over the past ten years, we have heard a lot about the AI revolution in actuarial science. Very … Continue reading <span …

This afternoon, I will give a series of two short lectures on fairness and performance in actuarial modeling. Slides are now …

Alexandre Andorra will be interviewing Aki, Richard, and me on the topic of our just-released book, Bayesian Workflow. And there’s a contest! Here’s Alexandre: 🥁One listener will get to bring their real-world workflow problem onto the recording for the three … Continue reading → …

This post is from Bob. I’ve been thinking a lot about scores (gradients of the log density function) and how they can be used for convergence monitoring. We know that the expected value of the score is zero. Stein generalized … Continue reading → …