Email : dafnis.krasniqi@gmail.com
Email : Dafnis.Krasniqi@etu.univ-paris1.fr

CV : [Linkedin]

Postal Address :
SAMM, Université Paris 1
90, rue de Tolbiac
75634 PARIS CEDEX 13
FRANCE

I am a second year PhD student (These Cifre with Allianz). My supervisors are Jean-Marc BARDET, Joseph RYNKIEWICZ and Lobna JERIBI (Allianz France)

My research work is about actuarial science. My goal is to build pricing models with machine learning and deep learning methods.

Research Interests : Insurance, actuarial, pricing, machine learning and deep learning.

Current Research

    "Parametric and XGBoost Hurdle Model for estimating accident frequency", (with JM. BARDET and Joseph RYNKIEWICZ), hal preprint (link) and the python codes (link)

Presented at : Séminaire des doctorant SAMM 06/2022, Allianz France Pricing Workshop 07/2022 and Second Conference of Young Applied Mathematicians in Arenzano (22/09/2022)

   "Cascade regression method for unbalanced data : Application to Accident Frequencies", Work in progress

   "Deep learning and ensemble methods for accident frequency estimation", Work in progress

Teaching

   TD: L1 MIASHS (Paris 1), Probabilités

   TD: Analyse des données (Paris 1, M1)

workshop

    "GLM pour la tarification en assurance"

Presented at : Allianz France Pricing Workshop 06/2022

    "Data Science for Non-Life Insurance, Master 2 TIDE (Paris 1)"

Presented at : 06/10/2022 (4h) and 20/10/2022 (4h)