Showing posts with label Cass Business School. Show all posts
Showing posts with label Cass Business School. Show all posts
R in Insurance: Presentations are online
The programme and the presentation files of the first R in Insurance conference have been published on GitHub.
Additionally to the slides many presenters have made their R code available as well:
Hopefully, we see you again next year!
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| Front slides of the conference presentations |
Additionally to the slides many presenters have made their R code available as well:
- Alexander McNeil shared the examples of the CreditRisk+ model he presented.
- Lola Miranda made a Windows version of the double chain-ladder package DCL available via the Cass knowledge web site.
- Alessandro Carrato's 1-year re-reserving code is hosted on the ChainLadder project web site.
- Giorgio Spedicato's life contingencies package is on CRAN already.
- Simon Brickman and Adam Rich's HTML presentation and underlying R code for Automated Reporting is included in the GitHub repository.
- Stefan Eppert pointed out that KatRisk published an illustrative catastrophe model in R.
- Hugh Shanahan's code to integrate R with Azure for high-throughput analysis is on GitHub.
Hopefully, we see you again next year!
Quick review: R in Insurance Conference
Yesterday the first R in Insurance conference took place at Cass Business School in 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.
Many thanks again to all who helped to make this event a success, particularly Andreas Tsanakas at Cass and to our sponsors Mango Solutions and CYBAEA.
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.
Many thanks again to all who helped to make this event a success, particularly Andreas Tsanakas at Cass and to our sponsors Mango Solutions and CYBAEA.
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| Lecture room |
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| Breakout area |
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| Conference dinner at Cantina del Ponte |
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| Tower Bridge |
Registration for 'R in Insurance' conference has opened
The registration for the first conference on R in Insurance on 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 Insurance conference builds upon the success of the R in Finance and R/Rmetrics events. We expect invited keynote lectures by:
- Professor Alexander McNeil, Department of Actuarial Science & Statistics
Heriot-Watt University: 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 submission deadline for abstracts is 28 March 2013. Please email your abstract (in txt or pdf format) to rinsuranceconference at gmail dot com.
The conference committee consists of:
Details about the registration and abstract submission are given on the new dedicated R in Insurance page at Cass Business School.
The organisers, Andreas Tsanakas and Markus Gesmann, gratefully acknowledge the sponsorship of Mango Solutions.
R in Insurance Conference, London, 15 July 2013
The first conference on R in Insurance will be held on Monday 15 July 2013 at Cass Business School in 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. All topics will be discussed within the context of using R as a primary tool for insurance risk management, analysis and modelling.
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 Insurance conference builds upon the success of the R in Finance and R/Rmetrics events. We expect invited keynote lectures by:
- Professor Alexander McNeil, Department of Actuarial Science & Statistics
Heriot-Watt University - Trevor Maynard, Head of Exposure Management and Reinsurance, Lloyd's
Details about the registration and abstract submission are given on the R in Insurance event web site of Cass Business School.
You can contact us via rinsuranceconference at gmail dot com.
The organisers, Andreas Tsanakas and Markus Gesmann, gratefully acknowledge the sponsorship of Mango Solutions.
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