January 26, 2022
The CAS Institute has announced that its upcoming Data Science & Analytics Forum will be virtual this year. The Forum, scheduled for March 14, replaces the iCAS Annual Predictive Analytics Community of Practice Event. The event has been renamed to better reflect its content.
|9:00 am – 9:30 am||Opening/Introduction|
|9:30 am – 10:45 am||Hyperparameter Tuning Tips and Tricks||Tom Holmes, FCAS
Kristy Gilpin, FCAS, CSPA
|10:45 am – 11:00 pm||Break|
|11:00 am – 12:15 pm||New Data Opportunities Created in Actuarial Science by AI and Machine Learning||Rick Makos|
|12:15 pm – 1:00 pm||Lunch Break|
|1:00 pm – 2:00 pm||Effective Collaboration between Actuaries, Data Scientists, BI, and IT||RoundTable led by Yoram Gilboa, FCAS, CSPA, MAAA|
|2:00 pm – 3:15 pm||Introduction to Git and Github for Actuaries and other Data Science Practitioners||Rajesh Sahasrabuddhe, FCAS
Brian Fannin, ACAS, CSPA
|3:15 pm – 3:30 pm||Break|
|3:30 pm – 4:45 pm||Calculating ROI for Analytics Initiatives||RoundTable led by Denise Christophel, MS, CSPA, CPCU|
|4:45 pm – 5:00 pm||Wrap-Up|
Brian Fannin, ACAS, CSPA, MAAA
Brian Fannin has been an actuary for over 20 years, having become an Associate of the CAS in 2002 and a Certified Specialist in Predictive Analytics (CSPA) in 2017. He has worked in a variety of roles in commercial insurance, both primary and excess, here in the US as well as Europe, London and Asia. An early proponent of R, he has taught various workshops and seminars for the CAS, Actex and insurance clients. He is the author of the book “R for Actuaries and Data Scientists with Applications to Insurance”, published by Actex. He joined the staff of the CAS in March of 2018 as a Research Actuary. His focus is to enable CAS committees and research partners to work efficiently in developing relevant, practical content.
Rajesh Sahasrabuddhe, FCAS, ACIA
Rajesh (“Raj”) Sahasrabuddhe is a Partner and Philadelphia Office Leader with Oliver Wyman Actuarial Consulting. His primary responsibilities are to provide actuarial consulting services to a variety of insurance, reinsurance, and self-insured organizations.
Raj is professionally active with the CAS and its regional affiliates. In addition to authoring several papers, Raj has served on various admission committees and has been a regular speaker at conferences and seminars.
Raj is a Fellow of the Casualty Actuarial Society, an Associate of the Canadian Institute of Actuaries, and a Member of the American Academy of Actuaries.
Kristy Gilpin, FCAS, CSPA
Associate Actuary & Lead Modeler, Allstate
Kristy is a Lead Modeler on the telematics team, and prior to that worked on a new territory methodology for pricing homeowners territory risk. She has experience modeling GLMs, GLMnets, and GBMs, and is considered a subject matter expert on homeowners insurance at Allstate. She received her Fellowship from the Casualty Actuarial Society in 2010 and Certified Specialist in Predictive Analytics (CSPA) designation in 2017.
Kristy received her BA and MS in mathematics from the University of Kansas.
Tom Holmes, FCAS
Associate Actuary, Allstate
Tom began his insurance career in 2015 as an analyst and eventually modeler on Allstate’s commercial auto insurance team. Later, he moved over to the consumer household modeling team and is currently a Lead Modeler on Allstate’s property modeling team. During this time, he has worked with GLMs, GLMnets, and GBMs. He received his Fellowship from the Casualty Actuarial Society in 2019.
Managing Director North America, AltaML
Rick has deep experience in growing businesses by helping them focus on building analytical ecosystems that generate value for the businesses with data-driven AI enabled solutions. He has worked in Canada, the United States, Europe and Asia, leading divisions within large multinational corporations, and managing pre-IPO organizations. Rick has worked with many major companies on implementations of Applied Analytics, Enterprise Data Warehouses, Digital Manufacturing, and IIOT systems. Some of these clients include US Patent & Trademark Office, Royal Bank of Canada, TD Bank, Bank of America, McCain Foods, Rogers Communications, Bell Canada, MARS, Dupont, Loblaw, HBC, Sierra Nevada Corporation, and Bristol-Myers. His past positions include, President Callisto Integration, President and CEO Phemi Systems, CEO of Angoss Software, and President of NCR Canada and Teradata Canada