Notes from Warsaw R meetup

I had the great pleasure time to attend the Warsaw R meetup last Thursday . The organisers Olga Mierzwa and Przemyslaw Biecek had put toge...

Hierarchical Loss Reserving with Stan

I continue with the growth curve model for loss reserving from last week's post . Today, following the ideas of James Guszcza [2] I wil...

Loss Developments via Growth Curves and Stan

Last week I posted a biological example of fitting a non-linear growth curve with Stan / RStan . Today, I want to apply a similar approach ...

R in Insurance 2016

Following the successful 3rd R in Insurance conference in Amsterdam this year, we will return to London next year. We will be back at Cass...

ChainLadder 0.2.2 is out with improved glmReserve function

We released version 0.2.2 of ChainLadder a few weeks ago. This version adds back the functionality to estimate the index parameter for the ...

Notes from the Kölner R meeting, 18 September 2015

Last Friday the Cologne R user group came together for the 15th time . Since its inception over three years ago the group evolved from a sma...

Notes from the 3rd R in Insurance Conference

Photo: Arthur Charpentier The R in Insurance conference in Amsterdam was a sold out success! Congratulations to the organising committee at...

ChainLadder 0.2.1 released

Over the weekend we released version 0.2.1 of the ChainLadder package for claims reserving on CRAN . New Features New function PaidIncurred...

Communicating Risk at the Bay Area R User Group

I will be speaking at the Bay Area User Group meeting tonight about Communicating Risk . Anthony Goldbloom from Kaggle and Karim Chine fro...

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...

Predicting events, when they haven't happened yet

Suppose you have to predict the probabilities of events which haven't happened yet. How do you do this? Here is an example from the 1950...

ChainLadder 0.2.0 adds Solvency II CDR functions

ChainLadder is an R package that provides statistical methods and models for claims reserving in general insurance. With version 0.2.0 we a...

R in Insurance 2015: Registration Opened

The registration for the third conference on R in Insurance on Monday 29 June 2015 at the University of Amsterdam has opened. This one-da...

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...

Visualising the seasonality of Atlantic windstorms

Last week Arthur Charpentier sketched out a Markov spatial process to generate hurricane trajectories . Here, I would like to take another ...

ChainLadder 0.1.8 released

Over the weekend we released version 0.1.8 of the ChainLadder package for claims reserving on CRAN. What is claims reserving? The insurance...

Notes from the 2nd R in Insurance Conference

The 2nd R in Insurance conference took place last Monday, 14 July, at Cass Business School London. This one-day conference focused once mor...