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The programme for the 2017 R in Insurance conference in Paris has been published. Talks will discuss new ideas and research with the applications in life and general insurance, from network analysis, reserving, pricing to catastrophe modelling, followed by a conference dinner at the Musée d’Orsay. Registration is open until 22 May.
R in Insurance, Paris, 8 June 2017
Porgramme
9:00 am - 9:10 am Welcome - Julien Pouget (Directeur de l'ENSAE)
9:10 am - 10:00 am Opening Keynote Session
Textual analysis of expert reports to increase knowledge of technological risks - Julie SEGUELA, Covea
10:00 am - 11:00 am Session 1 - big data
10:00 - 10:20 › Network Analytics in Claims Level Predictive Modelling - Marcela Granados, Ernst & Young
10:20 - 10:40 › General insurance claim modelling with factor collapsing and Bayesian model averaging in R - Sen Hu, University College Dublin - School of Mathematics and Statistics, Insight Centre for Data Analytics
10:40 - 11:00 › Opening the Black Box with Machine Learning in R - Jean-Bernard Crozet, MS Amlin
11:00 am - 11:30 am Coffee break
11:30 am - 12:30 pm Session 2 - lightning talks
11:30 - 11:42 › Non life pricing: empirical comparison of classical GLM with tree based Gradient Boosted Models - Leonardo Petrini, Hopenly
11:42 - 11:54 › Solution for Technical Provisions in R - Gabriel Foix, Mirai Solutions
11:54 - 12:06 › Systematic Data Exploration with dataexpks - Cooney Mick, Barnett Waddingham
12:06 - 12:18 › R as a Modelling Tool for Life Insurers - Aman Sanganeria, Ernst and Young
12:18 - 12:30 › Pricing Long Term Care Insurance with the markovchain R Package - Giorgio Spedicato, UnipolSai Assicurazioni
12:30 pm - 1:45 pm Lunch
1:45 pm - 3:05 pm Session 3 - non life insurance
13:45 - 14:05 › Sparse modeling of risk factors in insurance analytics - Sander Devriendt, KULeuven
14:05 - 14:25 › A catastrophe model for insurance losses due to freeze events using vine copulas - Symeon Koumoutsaris, Guy Carpenter
14:45 - 15:05 › The GeDS R package: Geometrically Designed Variable-Knot Splines in the context of GLM(GNM) modelling, with some insurance applications - Andrea Lattuada, Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche "Bruno de Finetti", Università degli Studi di Trieste
3:05 pm - 3:30 pm Coffee break
3:30 pm - 4:30 pm Session 4 - life insurance
15:30 - 15:50 › SimBEL: Calculate the best estimate in life insurance with Monte-Carlo techniques - Quentin Guibert, Institut de Science Financière et d'Assurances, Laboratoire SAF EA2429, PRIM'ACT
15:50 - 16:10 › Stochastic Programming for Asset Allocation in Pension Funds - Iegor Rudnytskyi, Université de Lausanne
16:10 - 16:30 › Modelling expert judgement through fuzzy logic in R - Victory Idowu, Department Statistics [London]
4:30 pm - 5:20 pm Closing Keynote session
Recent developments in micro-level reserving - Katrien Antonio, KULeuven, University of Amsterdam
6:00 pm - 8:00 pm Free tour at Musée d'Orsay - Free tour at Musée d'Orsay
8:00 pm - 10:00 pm Dinner at Musée d'Orsay - Dinner at Musée d'Orsay
The programme for the 2017 R in Insurance conference in Paris has been published. Talks will discuss new ideas and research with the applications in life and general insurance, from network analysis, reserving, pricing to catastrophe modelling, followed by a conference dinner at the Musée d’Orsay. Registration is open until…
I am delighted to announce that the programme and abstracts for the first R in Insurance conference at Cass Business School in London, 15 July 2013, have been published. The conference committee received strong abstracts from academia and the industry,...
The registration for the second conference on R in Insurance on Monday 14 July 2014 at Cass Business School in London has opened. This one-day conference will focus again on applications in insurance and actuarial science that use R, the lingua franca for statistical computation. Topics covered may include actuarial…
February 13, 2014
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