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ICA LIVE: Workshop "Diversity of Thought #14
Italian National Actuarial Congress 2023 - Plenary Session with Frank Schiller
Italian National Actuarial Congress 2023 - Parallel Session on "Science in the Knowledge"
Italian National Actuarial Congress 2023 - Parallel Session with Lutz Wilhelmy, Daniela Martini and International Panelists
Italian National Actuarial Congress 2023 - Parallel Session with Kartina Thompson, Paola Scarabotto and International Panelists
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Explore how Scenario-Based Machine Learning (SBML) is revolutionizing portfolio optimization in an uncertain world. This session explains the limitations of traditional mean-variance approaches and introduces SBML as a hybrid method combining stochastic scenario analysis with machine learning efficiency. Learn how SBML optimizes for complex objectives like liquidity risk, solvency capital requirements, and pension funded ratios, while maintaining human oversight and robust decision frameworks.
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