Monday, May 18, 2015 Actuarial Bayesian Insurance R Stan Posterior predictive output with Stan I continue my Stan experiments with another insurance example. Here I am particular interested in the posterior predictive distribution fro...
Monday, November 17, 2014 Actuarial ChainLadder Insurance R First steps with ChainLadder: Import triangle from Excel into R Taking the first step is often the hardest: getting data from Excel into R. Suppose you would like to use the ChainLadder package to foreca...
Monday, November 25, 2013 Actuarial Bayesian conjugate credibility Insurance R Not only verbs but also believes can be conjugated Following on from last week, where I presented a simple example of a Bayesian network with discrete probabilities to predict the number of ...
Monday, November 18, 2013 Actuarial Bayesian gRain Insurance R Predicting claims with a Bayesian network Here is a little Bayesian Network to predict the claims for two different types of drivers over the next year, see also example 16.15 in [1]...
Monday, May 13, 2013 Actuarial Claims Inflation Insurance R Claims Inflation - a known unknown Over the last year I worked with two colleagues of mine on the subject of inflation and claims inflation in particular. I didn't expect ...
Tuesday, March 26, 2013 Actuarial ChainLadder Insurance News R reserving ChainLadder 0.1.5-6 released on CRAN Last week we released version 0.1.5-6 of the ChainLadder package on CRAN . The ChainLadder package provides statistical models, which are t...
Monday, March 25, 2013 Actuarial Conference Insurance R R in Insurance Submit a talk for the first R in Insurance conference The registration for the first R in Insurance is open and there is still time to submit a talk / lightning talk . The conference will take ...