Peter Hieber
Université de Lausanne (UNIL), HEC Lausanne, Switzerland
Teaching
Insurance Analytics (Master, Actuarial Science, 2h/week)
- Data cleaning, data preparation, error analysis.
- Generalized linear models (GLMs).
- Regression trees, Random forests, gradient boosting.
- Feed forward neural networks.
- Applications on insurance data (simulated and real data).
(University of Lausanne 2021-..., International Summer School by the Swiss Actuarial Society 15.-19.08.2022, Summer School by the Austrian Actuarial Society 03.-05.05.2023.)Life Contingencies II (Master, Actuarial Science, 4h/week)
- Joint-life insurance.
- Multiple-decrement models.
- Stochastic mortality models, Lee-Carter model.
(University of Lausanne, 2021-...)Ratemaking and Claims Reserving (Master, Actuarial Science, 2h/week)
- Run-off triangles.
- Individual claims reserving in Non-Life Insurance.
- Ratemaking for insurance claims, adverse selection.
(University of Lausanne, 2021-23)Mathematics 1 / Mathématiques 1 (Bachelor Management, 6h/week)
- Financial mathematics, loans, bonds, interest rates.
- Derivation, integration, limits of functions.
- Solving stochastic differential equations.
(University of Lausanne, 2023-...)