SCOR Supports Actuarial Science in Five Countries in 2021
By SCOR
International News, May 2022
Every year since 1996, SCOR has rewarded the best academic work in the field of actuarial science with annual prizes in several countries throughout the world.
These prizes are designed to promote the development of actuarial science, to encourage research in this field, and to contribute to the improvement of risk knowledge and management. The SCOR Actuarial Awards are recognized in the insurance and reinsurance industries as a mark of excellence. The Actuarial Awards in France are supported by the SCOR Corporate Foundation for Science.
The SCOR Actuarial Awards juries are composed of internationally recognized researchers and insurance, reinsurance and finance professionals. The winners are selected for their command of actuarial concepts, the quality of their analytical methods, and the originality of their research in terms of scientific advances and potential practical applications to the world of risk management.
In 2021, SCOR presented Actuarial Awards in five countries around the world: Germany, France, Italy, Sweden and Switzerland.
If you are a student and would like to submit your thesis for the 2022 Actuarial Awards, please visit the SCOR website to learn more. The juries strongly encourage researchers and doctoral students to submit their work for these awards in 2022.
SCOR 2021 Actuarial Award Winners
The Actuarial Award for Sweden was awarded to Sanna Kronman, an actuary at Dina Försäkringar, for her dissertation “To renew or not renew – Predicting renewal rate for home insurance applying logistic regression and Random Forest.”
Two recipients received awards in Switzerland. The prizes went to Dr. Samuel Eberenz of ETH Zurich for his dissertation "Globally Consistent Assessment of Climate-related Physical Risk," and to Dr. José Araujo of the University of Lausanne for his dissertation “Tempering and Seasonality in Non-Life Insurance Modeling.”
The awards for Italy went to Mattia Bianchi of the Milano Bicocca University, for his thesis “Assessments on the optimal portfolio reinsurance policies on the Reserve Risk for a Motor vehicle liability portfolio,” and Valentina Selva of Milan’s Università Cattolica del Sacro Cuore, for her thesis “A risk-profitability analysis of multi-line reinsurance contracts in the Solvency II framework.”
In France, SCOR, in conjunction with the French Institute of Actuaries, awarded two prizes: Dominique Abgrall, of the Université de Bretagne occidentale, received the Prix des Jeunes Docteurs for his thesis “Studies of change-point detection: on-line scheme for discrete Poisson models and off-line test for parametric mixtures. Application to insurance problems.” The Prix des Jeunes Actuaires was awarded to Silvia Bucci of the Ecole nationale de la Statistique et de l’administration économique (ENSAE) for her dissertation “Étude et implémentation de techniques d’analyse de sensibilité dans les modèles de tarification Non-Vie. Application à la tarification à l’adresse” (Study and implementation of sensitivity analysis techniques in Non-Life pricing models. Application to address home pricing).
In Germany, the 2021 winners were Stefanie Burkart of the University of Ulm, for her thesis “Efficient valuation of a large portfolio of variable annuity contracts,” Maria Hinken of the Technical University of Munich, for her thesis “Life insurance products with capital guarantees: Stackelberg equilibria between reinsurer and insurer,” and Frederick Hörmann of the University of Ulm, for his thesis “Development of an exposure-based pricing approach for personal accident per risk.”
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