R in Insurance, Amsterdam 2015
Amsterdam
The third R in Insurance conference took place at University of Amsterdam, 29 June 2015.
R in Insurance 2015
9.30 – 10:30: Keynote 1
- Prof Dr Richard Gill (Leiden University) - Experiences with R in integRity
10:30 – 11:30: Session 1 – New developments in risk modelling for large portfolios
- Markus Gesmann (Lloyd’s, London) – Communicating risk: a perspective from an insurer
- Kristof Verbeken (VUB, Belgium) - BRAVE model risk assessment for large portfolios
- Sébastien de Valeriola (UCL and Reacfin, Belgium) - Using least square Monte Carlo techniques in insurance with R
11:30 – 12:00: Tea/Coffee break
12:00 – 13:00: Session 2 - Lightning talks on R packages and case studies
- Andres Villegas (City University, London) – StMoMo: an R package for stochastic mortality modelling
- Giorgio Spedicato (Unipol, Italy) – Actuarial evaluation of annuities using R (package ‘lifecontingencies’)
- Andrew Webster (Forecast health) – Risk adjustmens in R
- Mark Chisholm (Catlin, UK and US) – Case study of how actuaries use R
- Kevin Kuo (KPMG) – End-to-end insurance analytics with R
- Orsolya Retaller (RUG) - Broken heart in R
13:00 – 14:00: Lunch break
14:00 – 15:00: Session 3 – Life insurance and mortality modeling
- Han Li (Monash University, Australia) – Mortality forecast: global or local?
- Anastasios Bardoutsos (KU Leuven, Belgium) – Bayesian Poisson log-bilinear models for mortality projections with multiple populations
- Applied AI (UK) – Pricing mortality swaps using R
15:00 – 15:30: Panel discussion
15:30 – 15:50: Tea/Coffee break
15:50 – 16:50: Session 4 – Non life and health insurance
- Jake Morris (Liberty Specialty Markets) – Compartmental reserving in R
- Seth J. Chandler (University of Houston) – Using R to examine data from the affordable care act on the American health insurance market
- Indra Loljeeh (QBE Re, Belgium) – Pricing of MAXL treaties
- Carryl Oberson (University of Basel) – Boosting actuarial regression models in R
16:50 – 17:50: Keynote 2
- Dr Jim Guszcza (Chief data scientist, Deloitte US) - The Future of Loss Reserving: A Bayesian 21st Century
17:50 – 18:00: Closing
18:30 (or earlier, if possible) Boat trip to the conference dinner at De Vijffvlieghen