R in Insurance, Conference Programme

Conference Programme

The full Conference Programme, including abstracts and speaker bios, is now available.

All conference presentations are available on request.

9:00 - 10:00: Keynote 1
Montserrat Guillen and Leo Guelman, New trends in Predictive Modelling: the Success Story of Uplift Models

10:00 - 11:00: Session 1 - RESERVING

Munir Hiabu: RBNS Preserving Double Chain Ladder
Els Godecharle:  Reserving by Conditioning on Markers of Individual Claims: A Case  Study using Historical Simulation
Brian Fannin:  Multivariate Regression Models for Reserving

11:00 - 11:30:                    Tea/Coffee Break

11:30 - 12:30: Session 2 - LIGHTNING TALKS

Roel VerbelenLoss Modelling with Mixtures of Erlang Distributions
Nicolas Baradel:  R Program GUI Manager
Ed Tredger: Integrating R with Existing Software in the London Market
Wim KoningsEstimating the Duration of non-maturing Liabilities in a User Friendly Shiny Web Application.
Markus Gesmann
: End User Computing with R under Solvency II

12:30 - 13:30:                    Lunch Break

13:30 - 14:30: Session 3 - PRICING

Giorgio Spedicato:  R Data Mining for Insurance Retention Modelling
Bernhard Kuebler:  Assessing Exploration Risk for Geothermal Wells
Xavier Marechal:  Geographical Ratemaking with R.

14:30 - 15:00   Panel Discussion
R at the Interface of Practitioner/Academic Communication

15:00 - 15:30:                    Tea/Coffee Break

15:30 - 16:30: - Session 4 - LIFE INSURANCE / R IN A PRODUCTION ENVIRONMENT

Ana Debon:  Modelling Trends and Inequality of Longevity in European Union Countries
Kate HanleyDynamic Report Generation in R: LaTeX vs. Markdown.
Matthew DowleIntroduction to data.table.

16:30 - 17:30: Keynote 2
Arthur Charpentier, Going Bayesian with R: a non-Bayesian Perspective.

The conference will be followed by a reception and dinner at Ironmongers' Hall, located a short walking distance from Cass.