R in Insurance, London 2014

The second R in Insurance conference took place at Cass Busines School London, 14 July 2014.

R in Insurance

Cass Business School, London, 14 July 2014

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)

  1. Munir Hiabu: RBNS preserving double chain ladder
  2. Els Godecharle: Reserving by conditioning on markers of individual claims: a case study using historical simulation
  3. Brian Fannin: Multivariate regression models for reserving

11:00 - 11:30 Coffee

11:30 - 12:30: Lightning talks (10 min each)

  1. Roel Verbelen: Loss modelling with mixtures of Erlang distributions
  2. Nicolas Baradel: R Program GUI Manager
  3. Karl-Kuno Kunze: Time Series Data Quality Analysis
  4. Ed Tredger: Integrating R with existing software in the London Market
  5. Wim Konings: Estimating the duration of non-maturing liabilities in a user friendly Shiny web application
  6. 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)

  1. Giorgio Spedicato: R data mining for insurance retention modelling
  2. Bernhard K├╝bler: Assessing exploration risk for geothermal wells
  3. 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)

  1. Ana Debon: Modelling trends and inequality of longevity in European Union countries
  2. Kate Hanley: Dynamic Report Generation in R: LaTeX vs. Markdown
  3. 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

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