It seems the summer is coming to end in London, so I shall take a final look at my ice cream data that I have been playing around with to predict sales statistics based on temperature for the last couple of weeks [1], [2], [3]. Here I will use the new ... [Read more...]

Last week I presented visualisations of theoretical distributions that predict ice cream sales statistics based on linear and generalised linear models, which I introduced in an earlier post. Theoretical distributionsToday I will take a closer look at ... [Read more...]

Two weeks ago I discussed various linear and generalised linear models in R using ice cream sales statistics. The data showed not surprisingly that more ice cream was sold at higher temperatures. icecream [Read more...]

Linear models are the bread and butter of statistics, but there is a lot more to it than taking a ruler and drawing a line through a couple of points. Some time ago Rasmus Bååth published an insightful blog article about how such models could be desc... [Read more...]

Photo: Arthur CharpentierThe R in Insurance conference in Amsterdam was a sold out success! Congratulations to the organising committee at the University of Amsterdam, and many thanks to our sponsors: Milliman, RStudio, CYBAEA, Deloitte, a.s.r., Triple... [Read more...]

Over the weekend we released version 0.2.1 of the ChainLadder package for claims reserving on CRAN. New FeaturesNew function PaidIncurredChain by Fabio Concina, based on the 2010 Merz & Wüthrich paper Paid-incurred chain claims reserving methodFunctions plot.MackChainLadder and plot.BootChainLadder gained new argument which, allowing users to specify which sub-plot to ... [Read more...]