The second R in Insurance conference took place at Cass Busines School London, 14 July 2014.

R in Insurance

Cass Business School, London, 14 July 2014

9:00 - 10:00 Opening keynote:
Montserrat Guillen and Leo Guelman: New trends in predictive modelling - the uplift models success story [slides]

10:00 - 11:00 Session 1: Reserving (20 min. each)

1. Munir Hiabu: RBNS preserving double chain ladder [slides]
2. Els Godecharle: Reserving by conditioning on markers of individual claims: a case study using historical simulation [slides]
3. Brian Fannin: Multivariate regression models for reserving [slides]

11:00 - 11:30 Coffee

11:30 - 12:30: Lightning talks (10 min each)

1. Roel Verbelen: Loss modelling with mixtures of Erlang distributions [slides]
2. Nicolas Baradel: R Program GUI Manager [slides]
3. Karl-Kuno Kunze: Time Series Data Quality Analysis
4. Ed Tredger: Integrating R with existing software in the London Market [slides]
5. Wim Konings: Estimating the duration of non-maturing liabilities in a user friendly Shiny web application [slides]
6. Markus Gesmann: End User Computing with R under Solvency II [slides]

12:30 - 13:30 Lunch

13:30 - 14:30 Session 2: Pricing (20 min. each)

1. Giorgio Spedicato: R data mining for insurance retention modelling [slides]
2. Bernhard Kübler: Assessing exploration risk for geothermal wells [slides]
3. Xavier Marechal: Geographical ratemaking with R [slides]

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)

1. Ana Debon: Modelling trends and inequality of longevity in European Union countries [slides]
2. Kate Hanley: Dynamic Report Generation in R: LaTeX vs. Markdown [slides]
3. Matthew Dowle: Introduction to data.table [slides]

16:30 - 17:30 Closing keynote:
Arthur Charpentier: Going Bayesian with R - a non-Bayesian perspective [slides]

18:00 - 22:00 Reception and conference dinner, Ironmongers Hall

Sponsors

• Mango Soultions
• RStudio
• CYBAEA
• PwC