Actuarial Data Science Books / Lectures / Courses

We give an overview of lectures and courses in Actuarial Data Science which we consider to be useful for the profession.

Books in Actuarial Data Science

• Statistical Foundations of Actuarial Learning and its Applications, M.V. Wüthrich and M. Merz, 2023, Springer Actuarial
  
• Actuarial Data Science, M. Seehafer et. al., De Gruyter, 2021 (in German)
  
• Experience Rating in Insurance Pricing, M.V. Wüthrich (draft lecture notes)
  

Lectures in Actuarial Data Science

• Data Analytics for Non-Life Insurance Pricing, ETH Zurich, M. V. Wüthrich und C. M. Buser, Spring 2024 (Course, Script)
• Responsible Machine Learning with Insurance Applications, ETH Zurich, M. Mayer, C. Lorentzen, Fall 2024 (Course)
• “Insurance Data Analytics”, University of Basel, F. Weber, Fall (Course)
• “Predictive Analytics”, University of Basel, M. Merz, Spring (Course)
• “Statistische Verfahren zur Tarifierung und Reservierung für Schadenversicherer», University of Basel, M. Merz, Fall (Course)
• “Insurance Analytics”, Université de Lausanne, P. Hieber, Fall (Course)
  
• Actuarial Data Science, Université de Lausanne, T. Nagler, Fall (Course)  
  
• Responsible Machine Learning with Insurance Applications, ETH Zurich, C. Lorentzen and M. Mayer
  

Courses in Actuarial Data Science

• Machine Learning for Actuaries in Python, Swiss Assocation of Actuaries, M. Mayer, online
• Machine Learning with R for Actuaries, Swiss Association of Actuaries, M. Mayer, 2022, online
  

• Deep Learning with Actuarial Application in R, Swiss Association of Actuaries,  D. Meier, J. Schelldorfer and M.V. Wüthrich, 2020 & 2021, Zurich

• Insurance Data Science: Use and Value of Unusual Data, University of Lausanne and Swiss Association of Actuaries, J.-P. Boucher, A. Charpentier and Ewen Gallic, 12th - 16th August 2019. The slides and the code are publicly available here.
  
• Insurance Analytics, A Primer, University of Lausanne and Swiss Association of Actuaries, M. Denuit and J. Trufin, 13th-17th August 2018. (The course slides are not publicly available, so please contact the lecturers for providing you the  slides. The exercises are publicly availabe on GitHub).

Courses in Actuarial Science with "a Data Science touch"

We see the following lectures / courses / books in the traditional area of actuarial science, but having a "Data Science touch":

• Computational Actuarial Science with R, CRC Press, A. Charpentier.