{"id":8,"date":"2020-06-27T17:21:11","date_gmt":"2020-06-27T17:21:11","guid":{"rendered":"https:\/\/lorentzen.ch\/?page_id=8"},"modified":"2025-03-02T13:24:21","modified_gmt":"2025-03-02T12:24:21","slug":"about","status":"publish","type":"page","link":"https:\/\/lorentzen.ch\/index.php\/about\/","title":{"rendered":"About"},"content":{"rendered":"\n<div class=\"wp-block-columns is-layout-flex wp-container-core-columns-is-layout-28f84493 wp-block-columns-is-layout-flex\">\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\">\n<p>Christian Lorentzen<\/p>\n\n\n\n<p>Hi, I&#8217;m Christian, a former theoretical particle physicist who transformed into a fully qualified non-life actuary of the <a href=\"https:\/\/www.actuaries.ch\">Swiss Association of Actuaries<\/a> (SAV) working as head of reserving at <a href=\"https:\/\/www.mobiliar.ch\">la Mobili\u00e8re<\/a> (die Mobiliar). In addition to some teaching machine learning, I&#8217;m also a core developer of <a href=\"https:\/\/scikit-learn.org\">scikit-learn<\/a>.<\/p>\n\n\n\n<ul class=\"wp-block-social-links is-layout-flex wp-block-social-links-is-layout-flex\"><li class=\"wp-social-link wp-social-link-linkedin  wp-block-social-link\"><a href=\"https:\/\/www.linkedin.com\/in\/christian-lorentzen-13332986\" class=\"wp-block-social-link-anchor\"><svg width=\"24\" height=\"24\" viewBox=\"0 0 24 24\" version=\"1.1\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" aria-hidden=\"true\" focusable=\"false\"><path d=\"M19.7,3H4.3C3.582,3,3,3.582,3,4.3v15.4C3,20.418,3.582,21,4.3,21h15.4c0.718,0,1.3-0.582,1.3-1.3V4.3 C21,3.582,20.418,3,19.7,3z M8.339,18.338H5.667v-8.59h2.672V18.338z M7.004,8.574c-0.857,0-1.549-0.694-1.549-1.548 c0-0.855,0.691-1.548,1.549-1.548c0.854,0,1.547,0.694,1.547,1.548C8.551,7.881,7.858,8.574,7.004,8.574z M18.339,18.338h-2.669 v-4.177c0-0.996-0.017-2.278-1.387-2.278c-1.389,0-1.601,1.086-1.601,2.206v4.249h-2.667v-8.59h2.559v1.174h0.037 c0.356-0.675,1.227-1.387,2.526-1.387c2.703,0,3.203,1.779,3.203,4.092V18.338z\"><\/path><\/svg><span class=\"wp-block-social-link-label screen-reader-text\">LinkedIn<\/span><\/a><\/li><\/ul>\n<\/div>\n\n\n\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\">\n<p>Michael Mayer<\/p>\n\n\n\n<p>Hi, I am Michael. Doing statistics and ML is my hobby and &#8211; as non-life actuary at <a href=\"https:\/\/www.mobiliar.ch\/\">la Mobili\u00e8re<\/a> (die Mobiliar) &#8211; fortunately also my job. I do some teaching, develop R packages and am a member of the <a href=\"https:\/\/actuarialdatascience.org\/\">data science working group<\/a> of the <a href=\"https:\/\/www.actuaries.ch\/\">Swiss Association of Actuaries<\/a> (SAV).<\/p>\n\n\n\n<ul class=\"wp-block-social-links is-layout-flex wp-block-social-links-is-layout-flex\"><li class=\"wp-social-link wp-social-link-linkedin  wp-block-social-link\"><a href=\"https:\/\/www.linkedin.com\/in\/michael-mayer-phd-73042480\/\" class=\"wp-block-social-link-anchor\"><svg width=\"24\" height=\"24\" viewBox=\"0 0 24 24\" version=\"1.1\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" aria-hidden=\"true\" focusable=\"false\"><path d=\"M19.7,3H4.3C3.582,3,3,3.582,3,4.3v15.4C3,20.418,3.582,21,4.3,21h15.4c0.718,0,1.3-0.582,1.3-1.3V4.3 C21,3.582,20.418,3,19.7,3z M8.339,18.338H5.667v-8.59h2.672V18.338z M7.004,8.574c-0.857,0-1.549-0.694-1.549-1.548 c0-0.855,0.691-1.548,1.549-1.548c0.854,0,1.547,0.694,1.547,1.548C8.551,7.881,7.858,8.574,7.004,8.574z M18.339,18.338h-2.669 v-4.177c0-0.996-0.017-2.278-1.387-2.278c-1.389,0-1.601,1.086-1.601,2.206v4.249h-2.667v-8.59h2.559v1.174h0.037 c0.356-0.675,1.227-1.387,2.526-1.387c2.703,0,3.203,1.779,3.203,4.092V18.338z\"><\/path><\/svg><span class=\"wp-block-social-link-label screen-reader-text\">LinkedIn<\/span><\/a><\/li><\/ul>\n<\/div>\n<\/div>\n\n\n\n<p>For a shared interview article at la Mobili\u00e8re in German, see <a href=\"https:\/\/www.mobiliar.ch\/news\/sie-wissen-wie-die-maschine-rechnet\">https:\/\/www.mobiliar.ch\/news\/sie-wissen-wie-die-maschine-rechnet<\/a>. <\/p>\n\n\n\n<h3 class=\"wp-block-heading\">Selected Publications<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Lorentzen, Christian and Mayer, Michael and Wuthrich, Mario V. (2022). <strong>Gini Index and Friends<\/strong>. Available at SSRN: <a rel=\"noreferrer noopener\" href=\"https:\/\/doi.org\/10.2139\/ssrn.4248143\" target=\"_blank\">doi:10.2139\/ssrn.4248143<\/a><\/li>\n\n\n\n<li>Mayer, Michael (2022). <strong>SHAP for additively modeled features in a boosted trees model<\/strong>. <a href=\"https:\/\/doi.org\/10.48550\/arXiv.2207.14490\">doi:10.48550\/arXiv.2207.14490<\/a><\/li>\n\n\n\n<li>Fissler, Tobias, Lorentzen, Christian and Mayer, Michael (2022). <strong>Model Comparison and Calibration Assessment: User Guide for Consistent Scoring Functions in Machine Learning and Actuarial Practice<\/strong>. <a href=\"https:\/\/doi.org\/10.48550\/arXiv.2202.12780\">doi:10.48550\/arXiv.2202.12780<\/a><\/li>\n\n\n\n<li>Mayer, Michael, Bourassa, Steven C., Hoesli, Martin and Scognamiglio, Donato (2022). <strong>Machine Learning Applications to Land and Structure Valuation<\/strong>. <em>Journal of Risk and Financial Management<\/em>. 2022; 15(5):193. https:\/\/doi.org\/10.3390\/jrfm15050193<\/li>\n\n\n\n<li>Lorentzen, Christian and Mayer, Michael (2020). <strong>Peeking into the Black Box: An Actuarial Case Study for Interpretable Machine Learning<\/strong>. Available at SSRN: <a rel=\"noreferrer noopener\" href=\"https:\/\/doi.org\/10.2139\/ssrn.3595944\" target=\"_blank\">doi:10.2139\/ssrn.3595944<\/a><\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Christian Lorentzen Hi, I&#8217;m Christian, a former theoretical particle physicist who transformed into a fully qualified non-life actuary of the Swiss Association of Actuaries (SAV) working as head of reserving at la Mobili\u00e8re (die Mobiliar). In addition to some teaching machine learning, I&#8217;m also a core developer of scikit-learn. Michael Mayer Hi, I am Michael. [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-8","page","type-page","status-publish","hentry"],"featured_image_src":null,"_links":{"self":[{"href":"https:\/\/lorentzen.ch\/index.php\/wp-json\/wp\/v2\/pages\/8","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/lorentzen.ch\/index.php\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/lorentzen.ch\/index.php\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/lorentzen.ch\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/lorentzen.ch\/index.php\/wp-json\/wp\/v2\/comments?post=8"}],"version-history":[{"count":16,"href":"https:\/\/lorentzen.ch\/index.php\/wp-json\/wp\/v2\/pages\/8\/revisions"}],"predecessor-version":[{"id":1835,"href":"https:\/\/lorentzen.ch\/index.php\/wp-json\/wp\/v2\/pages\/8\/revisions\/1835"}],"wp:attachment":[{"href":"https:\/\/lorentzen.ch\/index.php\/wp-json\/wp\/v2\/media?parent=8"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}