This one-day conference will focus once more on applications in insurance and actuarial science that use R, the lingua franca for statistical computation. Topics covered include reserving, pricing, loss modelling, the use of R in a production environment, and more. All topics are to be discussed within the context of using R as a primary tool for insurance risk management, analysis and modelling.
The conference programme consists of invited talks and contributed presentations discussing the wide range of fields in which R is used in insurance:
9:00 - 10:00 Opening keynote:
Montserrat Guillen and Leo Guelman: New trends in predictive modelling - the uplift models success story
10:00 - 11:00 Session 1: Reserving (20 min. each)
- Munir Hiabu: RBNS preserving double chain ladder
- Els Godecharle: Reserving by conditioning on markers of individual claims: a case study using historical simulation
- Brian Fannin: Multivariate regression models for reserving
11:00 - 11:30 Coffee
11:30 - 12:30: Lightning talks (10 min each)
- Roel Verbelen: Loss modelling with mixtures of Erlang distributions
- Nicolas Baradel: R Program GUI Manager
Karl-Kuno Kunze: Time Series Data Quality Analysis- Ed Tredger: Integrating R with existing software in the London Market
- Wim Konings: Estimating the duration of non-maturing liabilities in a user friendly Shiny web application
- Markus Gesmann: End User Computing with R under Solvency II
12:30 - 13:30 Lunch
13:30 - 14:30 Session 2: Pricing (20 min. each)
- Giorgio Spedicato: R data mining for insurance retention modelling
- Bernhard Kübler: Assessing exploration risk for geothermal wells
- Xavier Marechal: Geographical ratemaking with R
14:30 - 15:00 Panel discussion: R at the Interface of Practitioner/Academic Communication
15:00 - 15:30: Coffee
15:30 - 16:30 Session 3: Life / Using R in a production environment (20 min. each)
- Ana Debon: Modelling trends and inequality of longevity in European Union countries
- Kate Hanley: Dynamic Report Generation in R: LaTeX vs. Markdown
- Matthew Dowle: Introduction to
data.table
16:30 - 17:30 Closing keynote:
Arthur Charpentier: Going Bayesian with R - a non-Bayesian perspective
18:00 - 22:00 Reception and conference dinner, Ironmongers Hall
Attendance of the whole conference is the equivalent of 6.5 hours of CPD for members of the Actuarial Profession.
You can register directly on the conference web site www.rininsurance.com.
The organisers gratefully acknowledge the sponsorship of Mango Solutions, CYBAEA, RStudio and PwC without whom the event wouldn't be possible.
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