R in Insurance
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. All topics will be discussed within the context of using R as a primary tool for insurance risk management, analysis and modelling.
Attendance of the whole conference is the equivalent of 6.5 hours of CPD for members of the Actuarial Profession.
Invited talks will be given by:
- Professor Alexander McNeil, Department of Actuarial Science & Statistics
"Implementing CreditRisk+ in R with the Faster Fourier Transform".
- Trevor Maynard, Head of Exposure Management and Reinsurance, Lloyd's.
"There is an R in Lloyd's".
The Conference will be followed by a Reception and Dinner.
The organisers gratefully acknowledge the sponsorship of: