Veranstaltungen

20. November 2025, 17:00 bis 18:00

Actuarial Modelling Club: „Advancing Actuarial Science: Leveraging Synthetic Data for Privacy-Preserving Modeling“

Vortrag

Noa Zamstein, Senior Data Science Researcher, Earnix

The actuarial profession increasingly relies on detailed data for risk assessment and decision-making, yet balancing data utility with privacy remains a key challenge, particularly under the GDPR. Traditional anonymization methods often degrade dataset quality, hindering actuarial modeling. We propose a novel synthetic data approach using kernel density estimation to generate datasets that preserve the multivariate statistical properties of original actuarial data. We discuss use cases for synthetic data in actuarial settings and demonstrate the fidelity, as well as the privacy, of the data generated. Our approach can enable actuaries to leverage realistic datasets without compromising privacy, and conduct collaborative research while maintaining regulatory compliance.

Short CV of speaker

Noa Zamstein holds a PhD in Chemical Physics from the Weizmann Institute of Science, Israel, and brings over a decade of experience as a data scientist, with early work focused on the healthcare industry. She is currently a Senior Data Science Researcher at Earnix, where she assists in developing advanced analytical and modeling solutions for the insurance and banking sectors. Noa is the recipient of the 2025 CAS Ratemaking Prize, awarded for her synthetic data solution for privacy preservation.

FAM @ TU Wien

Kalendereintrag

Veranstaltung Details

Veranstaltungsort
Freihaus der TU Wien
1040 Wien
Wiedner Hauptstraße 8-10
Veranstalter
FAM @ TU Wien gemeinsam mit Anerkannten Aktuaren der AVÖ
FAM-office
fam@fam.tuwien.ac.at
Info-Link
https://fam.tuwien.ac.at/vr/20251120.php
Öffentlich
Ja
Kostenpflichtig
Nein
Anmeldung erforderlich
Ja

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