Cass Business School

Notes from the 4th R in Insurance Conference

The 4th R in Insurance conference took place at Cass Business School London on 11 July 2016. This one-day conference focused once more on the wide range of applications of R in insurance, actuarial science and beyond. The conference programmecovered topics including reserving, pricing, loss modelling, the use of R in a production environment and much more.The audience of the conference included both practitioners (c.80%) and academics (c.20%) who are active or interested in the applications of R in Insurance.

Early bird registration for R in Insurance closes 30 May

Agenda [09:00 - 10:00] Keynote 1: (New) Challenges in Actuarial Science (Mario Wüthrich, RiskLab ETH Zurich) [10:00 - 11:00] Session 1: Data and Technical Solutions Acquiring External Data with R (Mark Chisholm, XLCatlin) Efficient, consistent and flexible Credit Risk simulation with TRNG and RcppParallel (Riccardo Porreca, Mirai Solutions) Grid Computing in R with Easy Scalability in the Cloud (Jonathan Adams, ARMtech Insurance Services) [11:00 - 11:30] Coffee break

R in Insurance 2016 Programme

Agenda [09:00 - 10:00] Keynote 1: (New) Challenges in Actuarial Science (Mario Wüthrich, RiskLab ETH Zurich) [10:00 - 11:00] Session 1: Data and Technical Solutions Acquiring External Data with R (Mark Chisholm, XLCatlin) Efficient, consistent and flexible Credit Risk simulation with TRNG and RcppParallel (Riccardo Porreca, Mirai Solutions) Grid Computing in R with Easy Scalability in the Cloud (Jonathan Adams, ARMtech Insurance Services) [11:00 - 11:30] Coffee break

Notes from 2nd Bayesian Mixer Meetup

Last Friday the 2nd Bayesian Mixer Meetup (@BayesianMixer) took place at Cass Business School, thanks to Pietro Millossovichand Andreas Tsanakas, who helped to organise the event.Bayesian Mixer at CassFirst up was Davide De March talking about the challenges in biochemistry experimentation, which are often characterised by complex and emerging relations among components. The very little prior knowledge about complex molecules bindings left a fertile field for a probabilistic graphical model. In particular, Bayesian networks can help the investigator in the definition of a conditional dependence/independence structure where a joint multivariate probability distribution is determined.

R in Insurance: Abstract submission closes end of March

R in Insurance: Registration and abstract submission opened

R in Insurance 2016

Registration for the 2014 'R in Insurance' conference has opened

R in Insurance Conference, London, 14 July 2014

Following the very positive feedback that Andreas and I have received from delegates of the first R in Insurance conference in July of this year, we are planning to repeat the event next year. We have already reserved a bigger auditorium. The second conference on R in Insurancewill be held on Monday 14 July 2014 at Cass Business Schoolin London, UK. This one-day conference will focus again on applications in insurance and actuarial science that use R, the lingua franca for statistical computation.

R in Insurance: Presentations are online

The programme and the presentation files of the first R in Insuranceconference have been published on GitHub.Front slides of the conference presentationsAdditionally to the slides many presenters have made their R code available as well:Alexander McNeil shared the examples of the CreditRisk+ modelhe presented.Lola Miranda made a Windows version of the double chain-ladder package DCLavailable via the Cass knowledge web site.Alessandro Carrato's 1-year re-reserving codeis hosted on the ChainLadder project web site.

Quick review: R in Insurance Conference

Yesterday the first R in Insuranceconference took place at Cass Business Schoolin London. I think the event went really well, but as a member of the organising committee my view is probably skewed. Still, we had a variety of talks, a full house, a great conference dinner and to top it all, the Tower Bridge opened while we had our drinks at the end of the evening. I will post a more complete review in the future with links to the files of the presentations and R code, once we had a chance to collate all the information.

Registration for 'R in Insurance' conference has opened

The registration for the first conference on R in Insuranceon Monday 15 July 2013 at Cass Business School in London has opened. The intended audience of the conference includes both academics and practitioners who are active or interested in the applications of R in insurance. The 2013 R in Insuranceconference builds upon the success of the R in Financeand R/Rmetricsevents. We expect invited keynote lectures by:Professor Alexander McNeil, Department of Actuarial Science & StatisticsHeriot-Watt University: Implementing CreditRisk+ in R with the Faster Fourier TransformTrevor Maynard, Head of Exposure Management and Reinsurance, Lloyd's: There is an R in Lloyd'sWe invite you to submit a one-page abstract for consideration.

R in Insurance Conference, London, 15 July 2013

The first conference on R in Insurancewill be held on Monday 15 July 2013 at Cass Business Schoolin London, UK. 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 on applications in insurance and actuarial science that use R, the lingua franca for statistical computation. Topics covered may include actuarial statistics, capital modelling, pricing, reserving, reinsurance and extreme events, portfolio allocation, advanced risk tools, high-performance computing, econometrics and more.