[Webinar OpenFloor] Statistical Modeling: From Generalized Linear Models to Neural Networks – 24 March 2021

On behalf of prof. Mario Wüthrich, the Board of the Polish Actuarial Association has the pleasure to invite its members and members of the other CEE actuarial associations to its „Open Floor” series webinar, „Statistical Modeling: From Generalized Linear Models to Neural Networks”. 


State-of-the-art statistical model and actuarial pricing uses generalized linear models to extract systematic structure from insurance data. The aim of this presentation is to enhance classical generalized linear models by neural network features. In fact, from a purely methodological point of view this enhancement is only a small step, which relates to representation learning. On the way there, we highlight the traps and pitfalls that need to be avoided to get good statistical models. This includes the non-uniqueness of sufficiently good regression models and the balance property, which brings us back to the concept of the good old generalized linear models.

This presentation is related to the Actuarial Data Science (ADS) initiative of the Swiss Association of Actuaries:


In particular, we would like to highlight the ADS tutorial:


The lecture will be delivered in English.

About the lecturer

Mario Wüthrich is Professor in the Department of Mathematics at ETH Zurich, Honorary Visiting Professor at City, University of London (2011-2022), Honorary Professor at University College London (2013-2019), and Adjunct Professor at University of Bologna (2014-2016). He holds a Ph.D. in Mathematics from ETH Zurich (1999). From 2000 to 2005, he held an actuarial position at Winterthur Insurance, Switzerland. He is Actuary SAA (2004), served on the board of the Swiss Association of Actuaries (2006-2018), and is Editor-in-Chief of ASTIN Bulletin (since 2018).

When: 24 March 2021 (Wednesday) at 17.00 CET, Zoom meeting. 

Technical remarks:

  • The lecture will be held as webinar, rather than a meeting
  • The participants won’t be able to turn on their cameras / microphone and share their screens with other attendees
  • Questions can be asked via the Q&A box (only answered questions will be visible to all attendees)