Dribs and Drabs


メモ "R in Insurance 2016 Programme"


R in Insurance conference at Cass Business School in London, 11 July 2016


[09:00 - 10:00] Keynote 1:

  • (New) Challenges in Actuarial Science (Mario Wüthrich, RiskLab ETH Zurich)

[10:00 - 11:00] Session 1: Data and Technical Solutions

  • Acquiring External Data with R (Mark Chisholm, XLCatlin)
  • Efficient, consistent and flexible Credit Risk simulation with TRNG and RcppParallel (Riccardo Porreca, Mirai Solutions)
  • Grid Computing in R with Easy Scalability in the Cloud (Jonathan Adams, ARMtech Insurance Services)

[11:00 - 11:30] Coffee break

[11:30 - 12:30] Session 2: Lightning talks

  • Investigating the correlation between month of birth and diagnosis of specific diseases (Ben Rickayzen, David Smith, Leonel Rodrigues Lopes Junior)
  • Measuring the Length of the Great Recession via Lapse Rates: A Bayesian Approach to Change-Point Detection (Michael Crawford, Applied AI)
  • Data Science vs Actuary: A Perspective using Shiny and HTMLWidgets (Richard Pugh, Mango)
  • estudy2: an R package for the event study in insurance (Iegor Rudnytskyi, University of Lausanne)
  • R as a Service (Matt Aldridge, Mango Solutions)
  • RPGM, an example of use with IBNR (Nicolas Baradel, PGM Solutions)

[12:30 - 13:30] Lunch

[13:30 - 14:30] Session 3: Insurance and statistical modelling in R

  • Telematics insurance: Impact on tarification (Roel Verbelen, KU Leuven)
  • Modelling the impact of reserving in high inflation environments (Marcela Granados, EY)
  • An R package of a partial internal model for life insurance (Jinsong Zheng, Talanx AG / University of Duisburg-Essen)

[14:30 - 15:00] Panel discussion:

  • Insurance analytics, data & R - past, present and future

[15:00 - 15:30] Coffee

[15:30 - 16:30] Session 4: Case studies with R in action

  • Global Teleconnections (Sundeep Chahal, Lloyd's)
  • Probabilistic Graphical Models for Detecting Underwriting Fraud (Mick Cooney, Applied AI)
  • R, Shiny and the Oasis Loss Modelling Framework – a toolkit for Catastrophe modelling (Mark Pinkerton, OASIS)

[16:30 - 17:30] Keynote 2:

  • Persuasive Advice for Senior Management: the Three-C's (Dan Murphy, Trinostics)

[18:30 - 22:00] Conference Dinner