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After six years on Google’s Blogger platform I migrated my blog to Hugo. Blogger was a great platform to start blogging, it was/ is very easy to set up, and perhaps most importantly I didn’t have to invest time or money to test if I enjoyed writing a blog. However, over the last year or so, a couple of things started to annoy me so much that I stopped enjoying writing posts on Blogger.

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The fifth R in Insurance conference took place at Ecole Nationale de la Statistique et de l’Administration Economique, Paris on 8 June 2017. This one-day conference focused once more on the wide range of applications of R in insurance, actuarial science and beyond. The conference programme covered topics including reserving, pricing, loss modelling, the use of R in a production environment and also new statistical methods such as big data analysis.

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The programme for the 2017 R in Insurance conference in Paris has been published. Talks will discuss new ideas and research with the applications in life and general insurance, from network analysis, reserving, pricing to catastrophe modelling, followed by a conference dinner at the Musée d’Orsay. Registration is open until 22 May. Agenda 9:00 am - 9:10 am Welcome - Julien Pouget (Directeur de l’ENSAE) 9:10 am - 10:00 am Opening Keynote Session Textual analysis of expert reports to increase knowledge of technological risks - Julie Seguela, Covea 10:00 am - 11:00 am Session 1 - big data 10:00 - 10:20 › Network Analytics in Claims Level Predictive Modelling - Marcela Granados, Ernst & Young

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The fifth conference on R in Insurance will be held on 8 June 2017 at ENSAE. ENSAE is the Paris Graduate School for Economics, Statistics and Finance. The intended audience of the conference includes both academics and practitioners who are active or interested in the applications of R in Insurance. This one-day conference will focus again on applications in insurance and actuarial science that use R, the lingua franca for statistical computation.

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Last Friday the Cologne R user group came together for two talks and a quiz at Eye/o, the company behind Adblock Plus, in Köln-Ehrenfeld. Eye/o were a great host, offering nibbles and drinks to warm up the event and pizza at the end. Cologne R user meeting at Eye/oThe first talk was given by Jiddu Alexander, a physicist turned freelance data scientist. Jiddu gave an introduction into the tidyverse. He presented the concept of tidy data, and how the tidyverse bundle can be used to manage multiple models.

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Selected Publications

The ChainLadderpackage provides various statistical methods which are typically used for the estimation of outstanding claims reserves in general insurance, including those to estimate the claims development results as re- quired under Solvency II.
ChainLadder package vignette, 2017.

Thoughts on what might distinguish successful underwriters. It’s about embracing basic hygiene factors and a systematic approach to reviewing underwriting assumptions.
Lloyd’s, 2015.

In the current time of globalisation, faced with questions over commodity supply, security and price volatility and potential fluctuations in currency rates, claims inflation constitutes a serious threat to both the profitability and the security of insurers worldwide. Despite this, there are a plethora of views on the extent, and even the existence, of claims inflation; this article aims to raise the profile of the issue and contribute to the debate.
In The Actuary, 2013.

The googleVis package provides an interface between R and the Google Visualisation API to create interactive charts which can be embedded into web pages. The best known of these charts is probably the Motion Chart, popularised by Hans Rosling in his TED talks. With the googleVis package users can easily create web pages with interactive charts based on R data frames and display them either via the local R HTTP help server or within their own sites.
The R Journal, 2011.

Recent Publications

More Publications

ChainLadder: Claims reserving with R

Details PDF Code Project

Exposure rating, destruction rate models and the mbbefd package

Details PDF Code Project

Introduction to googleVis

Details PDF Code Project

Claims Reserving and IBNR

Details crcpress.com

Underwriting, fast and slow

Details PDF lloyds.com

Conference Report: R in Insurance 2014

Details PDF R Journal

Claims inflation - Discussion document to define and monitor claims inflation

Details PDF lloyds.com

Claims inflation - A known unknown

Details PDF theactuary.com

Using the Google Visualisation API with R

Details PDF R Journal

Projects

googleVis

R Interface to Google Charts

ChainLadder

Statistical Methods and Models for Claims Reserving in General Insurance.

Talks

Future talks

Past talks

2017

  • Risikoanalyse: Erfahrung vs. Daten. [R] Kenntnis-Tage. eoda, Kassel, 8 - 9 November
  • Innovative Risikotransformation. Guy Carpenter Rückversicherungsworkshop. Petersberg, 19 September
  • Generalised Linear Models in R. EARL Conference London, 14 September
  • Risk Analysis: Experience vs Data. Düsseldorf Data Science Meetup. Düsseldorf, 13 June
  • Generalised Linear Models in R. 21st Cologne R User Group Meeting Cologne, 9 June
  • Data-Driven Approaches in the Insurance Industry. CIO and CTO Data Driven Roundtable London, 28 February
  • Trading risks - A perspective from the Lloyd’s market place. Imperial College Business School London, 9 February

2016

2015

2014

2013

2012

  • Data analysis and benchmarking. Federation of European Risk Management Associations (FERMA) - Lloyd’s professional development programme. London, 11 October
  • Using R in Insurance. GIRO conference. Brussels, 18 September
  • Interactive web graphs with R: Overview and googleVis tutorial. Royal Statistical Society conference, Telford, 5 September
  • Dynamical systems in R with simecol. London R user group. London, 19 June
  • Interactive charts and slides with R, googleVis and knitr. Cambridge R user group. Cambridge, 29 May
  • Modelling Insurance Claims Reserves with R and the ChainLadder Package, An Interactive Overview of Lloyd’s Using R and the googleVis Package. R in Finance Conference. Chicago, 11–12 May
  • Dynamical systems in R with simecol. Cologne R user group. Cologne, 30 March
  • From relative to absolute price monitoring. 3rd Annual Practitioners Forum on General Insurance Pricing. London, 29 March 

2011

  • Performance analysis at Lloyd’s together with Richard Crinson. GIRO conference. Liverpool, 12 October
  • Using the Google Visualisation API with R. London R user group. London, 7 September
  • Performance Framework at Lloyd’s. University of Leipzig. Leipzig, 6 September
  • Using R in Insurance: Examples from Lloyd’s. Poster presentation with Gao Yu and Viren Patel, UseR! 2011. University of Warwick, 16 August
  • Using the Google Visualisation API with R together with Diego de Castillo. UseR! 2011. University of Warwick, 16 August
  • Looking for Lloyd’s data? What is available and where to find it. Lloyd’s and London Market Seminar. London, 15 July
  • Using the Google Visualisation API with R. R/Rmetrics and Computational Finance and Financial Engineering workshop. Switzerland, 27 June
  • Price change monitoring in the Lloyd’s market. Practitioners’ Forum on General Insurance Pricing. London, 14 April
  • Extreme weather events: Risk management and modelling implications. Imperial College Business School. London, 31 March

2010

  • The ChainLadder package, working with databases and MS Office interfaces. Predictive Modelling Workshop, Institute of Actuaries. London, 11 November
  • Price change monitoring in the Lloyd’s market together with Patrick Conlon. GIRO conference. Newport, October 14
  • Google Motion Charts with R together with Eric Wambach. London R user group. London, October 5
  • Climate change, emerging risks and insurance markets. Imperial College Business School. London, 19 July
  • From a finger in the air to a finger on the pulse. PMDR: Performance Management Data Return. Lloyd’s and London Market Seminar. London, 15 July
  • Claims Reserving with R. R/Rmetrics and Computational Finance and Financial Engineering workshop. Switzerland, 30 June
  • Reserve variability calculations together with Wayne Yanwei Zhang and Jimmy Curcio Jr. Casualty Actuarial Society (CAS) spring meeting. San Diego, 25 May
  • How to integrate R into MS Office. London R user group meeting. London, 4 May

2009

  • The ChainLadder package, working with databases and MS Office interfaces. “R you ready?” workshop. Institute of Actuaries. London, 24 July
  • The ChainLadder package. London R user group meeting. London, 31 March

2008

  • Introduction to R, Loss reserving with R. Stochastic Reserving and Modelling Seminar, Institute of Actuaries. London, 2 – 3 December
  • Loss reserving with R. Annual CAS meeting together with Vincent Goulet and Daniel Murphy. Seattle, 16 - 19 November
  • The ChainLadder package - Insurance claims reserving in R. R User Conference. Dortmund, 12-14 August

2007

  • Introduction to R, The Mack and Munich chain ladder models. Stochastic Reserving and Modelling Seminar, Institute of Actuaries. London, 29 – 30 November
  • Performance Management at Lloyd’s. Institute of Actuaries. London, 27 July

Events

Many thanks to friends and colleagues for supporting and working with me, particularly Bernd Weiß, Jessica Peterka-Bonetta, Kirill Pomogajko (Kölner R Treffen), Andreas Tsanakas (R in Insurance conference series), Gary Budinger (Lloyd’s & LMA events), Jon Sedar (Bayesian Mixer Meetups) and Davide De March (Lloyd’s)

Future events

Past events

2017

  • 9th Bayesian Mixer Meetup. AIG Europe, London, 22 September
    • Bayesian Hierarchical Models for Loss Development - Jake Morris, Mick Cooney, Cy Sonkkila
  • 8th Bayesian Mixer Meetup. Imperial College, London, 30 June
    • Gaussian process with PyMC3 - Chris Fonnesbeck (Vanderbilt University)
  • Kölner R Treffen. Eyeo GmbH, Cologne, 9 June
    • Generalised Linear Models in R - Markus Gesmann
    • Is R fit to create reproducible results? - Stephan Portz
  • 5th R in Insurance Conference. ENSAE, Paris, 8 June
    • Keynotes:
      • Textual analysis of expert reports to increase knowledge of technological risks - Julie Seguela (Covea)
      • Recent developments in micro-level reserving - Katrien Antonio (KU Leuven)
  • Insurance Linked Securities - Impact and opportunities for the Lloyd’s market. Vario Partners & LMA, Lloyd’s of London, London, 31 May
    • Panel discussion with Rob Procter, James Slaughter, Des Potter, Rajiv Punja & Bryan Joesph
  • Kölner R Treffen. Eyeo GmbH, Cologne, 17 March
    • H2O Deep Water - Making Deep Learning Accessible to Everyone - Jo-Fai Chow (H2O),
    • Analyze Traffic Hot Spots using R (and a little bit of Python) - Dubravko Dolic (dsquare)
  • 7th Bayesian Mixer Meetup. Imperial College, London, 6 March
    • Probabilistic Programming Products - Mike Williams (Fast Forward Labs)

2016

  • 6th Bayesian Mixer Meetup. King, London, 22 November
    • Tricks and Tools for Bayesian Computation in R - Rasmus Bååth
  • 5th Bayesian Mixer Meetup. Cass Business School, London, 21 October
    • Hierarchical Bayesian Modelling of Growth Curves inc Stochastic Processes - Darren Wilkinson (University of Newcastle)
    • Advanced PyMC3 - Peadar Coyle
  • Kölner R Treffen. Eyeo GmbH, Cologne, 14 October
    • Introduction to the tidyverse tools - Jiddu Alexander
    • Performance profiling and improvement in R - Nils Glück
  • 4th Bayesian Mixer Meetup. Product Madness, London, 27 September
    • Modelling Ecosystems via Hamiltonian and Sequential Monte Carlo Sampling - Dominic Steinitz
    • Bayesian Model Averaging (BMA) - Volodymyr Kazantsev
  • 4th R in Insurance Conference. Cass Business School, London, 11 July
    • Keynotes
      • (New) Challenges in Actuarial Science - Mario Wüthrich (RiskLab ETH Zurich)
      • Persuasive Advice for Senior Management: the Three-C’s - Dan Murphy (Trinostics)
  • Kölner R Treffen. Microsoft Deutschland, Cologne, 7 July
    • Introduction to SparkR - Dubravko Dolić
    • R at Microsoft - Stefan Cronjaeger
  • 3.5th Bayesian Mixer Meetup: PyMC3 summer special (talks & hack session). Rise London. London, 25 June
    • PyMC3 summer special (talks & hack session) - Chris Fonnesbeck & Thomas Wiecki
  • 1st Lloyd’s & LMA Datathon. Lloyd’s of London. London, 20 June
  • 3rd Bayesian Mixer Meetup: Crossval, PGMs and more. Cass Business School. London, 19 June
    • CrossVal & LOO in Stan - Luis Usier
    • DNA Mixtures & Bayesian Networks - Robert Cowell
  • 2nd Bayesian Mixer Meetup. Cass Business School. London, 15 April
    • Bayesian Networks for the Design of Experiments - Davide De March
    • Bayesian Modelling of Loss Curves in Insurance - Mick Cooney
  • Kölner R Treffen. Microsoft Deutschland, Cologne, 26 February
    • Introduction to Bayesian Regression Models using Stan with the brms package - Paul-Christian Bürkner (Uni Münster)
    • RKWard: A Graphical User Interface and Integrated Development Environment for Statistical Analysis with R - Meik Michalke (Uni Düsseldorf)
  • 1st Bayesian Mixer Meetup. Artillery Arms, London, 12 February
    • Experience vs Data - Markus Gesmann
    • Outlier detection using PyMC3 - Jon Sedar

2015

  • Kölner R Treffen. Startplatz, Cologne, 18 September
    • Monitoring process change using Bayesian methods - Mick Cooney
    • Editing R files with DataJoy - Dietmar Janetzko
    • Emoticons decoder for social media sentiment analysis in R - Jessica Peterka-Bonetta
  • Lloyd’s & LMA Data Day. Lloyd’s of London. London, 14 October
  • Kölner R Treffen. Startpltaz, Cologne, 18 September
    • R in big data pipeline with luigi - Yuki Katoh
    • shinyjs - Paul Viefers
    • Experience vs Data - Markus Gesmann
  • 3rd R in Insurance Conference. University of Amsterdam. Amsterdam, 29 June
    • Keynotes:
      • Experiences with R in integRity - Richard Gill (Leiden University)
      • The Future of Loss Reserving: A Bayesian 21st Century - Jim Guszcza (Deloitte US)
  • Kölner R Treffen. Startplatz, Cologne, 26 June
    • Data Science at the Commandline - Kirill Pomogajko
    • An Introduction to RStan and the Stan Modelling Language - Pau Viefers
  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 6 March
    • Introduction to “Calidris”: Excel-R-Integration via R.NET - Günter Faes und Matthias Spix
    • Text Mining with R - Cornelius Puschmann

2014

  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 12 December
    • Introduction to Julia for R Users - Hans Werner Borchers
    • Dynamic Linear Models and Kalman Filtering - Holger Zien
  • Lloyd’s & LMA Data & Intelligence Day. Lloyd’s of London. London, 15 October
  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 12 September
    • Introduction to Renjin, the R interpreter for the JVM - Maarten-Jan Kallen
    • DataCamp: online interactive learning platform for R - Jonathan Cornelissen & Martijn Theuwissen
  • 2nd R in Insurance Conference. Cass Business School. London, 14 July
    • Keynotes
      • New trends in predictive modelling - the uplift models success story - Montserrat Guillén & Leo Guelman
      • Getting into Bayesian Wizardry… (with the eyes of a muggle actuary) - Arthur Charpentier
  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 23 May
    • Taking R to the Enterprise - Andrie de Vries
    • googleVis Update - Markus Gesmann
  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 26 February
    • R und Datenbanken - Diego de Castillo
    • Hands on using R and kdb+ together - Kim Kuen Tang
    • ArangoDB - ein kurzer Überblick - Frank Celler

2013

  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 13 December
    • data.table - Matt Dowle
    • Vorstellung des Buches “Datendesign mit R” - Thomas Rahlf
  • Lloyd’s & LMA Data & Intelligence Day. Lloyd’s of London, London, 11 December
  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 18 October
    • Divide et impera: Split-apply-combine-Ansätze in R - Bernd Weiß
    • XLConnect - Günter Faes
  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 19 July
    • Mit Twitter den Euro-Dollar Kurs vorhersagen - Dietmar Janetzko
    • Networks in R using igraph - Afshin Sadeghi
  • 1st R in Insurance Conference. Cass Business School. London, 15 July
    • Keynotes:
      • There is an R in Lloyd’s - Trevor Maynard (Lloyd’s)
      • Implementing CreditRisk+ in R - Alexander McNeil (Heriot-Watt University)
  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 12 April
    • Shiny - Diego de Castillo
    • Clusteranalyse in R - Stephan Holtmeier
  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 6 February
    • Workshop on Formal R Development and Creating Apps in R - Mango Solutions
  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 6 February
    • Eliminierung von Wolkenpixeln durch zeitliche Interpolation von Zeitreihen klassifizierter Satellitendaten - Klaus Jacobi
    • roxyPackage - Meik Michalke

2012

  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 5 October
    • The R-package phtt: Panel Data Analysis with Heterogeneous Time Trends - D Liebl
    • Automatische Messwertanalyse komplexer physikalischer Systeme mit GNU R - J Stein
    • knitr - S Westrop
  • Kölner R Treffen. Institut für Soziologie und Sozialpsychologie, Cologne, 6 July
    • ANOVA (Varianzanalyse) für Nicht-Statistiker - J. Schumann
    • ggplot2 einfacher mit Deducer - S. Sprenger
    • “Reproducible Research” mit Emacs’ Org mode und R - B. Weiß
  • Kölner R Treffen. Em Keldenich, Cologne, 30 March
    • R and Excel - Günter Faes
    • ggplot2 and XeLaTeX - Diego de Castillo
    • Dynamical systems in R with simecol - Markus Gesmann

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