9:00 - 10:00 Opening keynote:
Montserrat Guillen and Leo Guelman: New trends in predictive modelling - the uplift models success story
10:00 - 11:00 Session 1: Reserving (20 min. each)
- 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 Coffee
11:30 - 12:30: Lightning talks (10 min each)
- Roel Verbelen: Loss modelling with mixtures of Erlang distributions
- Nicolas Baradel: R Program GUI Manager
Karl-Kuno Kunze: Time Series Data Quality Analysis- Ed Tredger: Integrating R with existing software in the London Market
- Wim Konings: Estimating 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
13:30 - 14:30 Session 2: Pricing (20 min. each)
- Giorgio Spedicato: R data mining for insurance retention modelling
- Bernhard Kübler: 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: Coffee
15:30 - 16:30 Session 3: Life / Using R in a production environment (20 min. each)
- Ana Debon: Modelling trends and inequality of longevity in European Union countries
- Kate Hanley: Dynamic Report Generation in R: LaTeX vs. Markdown
- Matthew Dowle: Introduction to
data.table
16:30 - 17:30 Closing keynote:
Arthur Charpentier: Going Bayesian with R - a non-Bayesian perspective
18:00 - 22:00 Reception and conference dinner, Ironmongers Hall