R in Insurance, Paris 2017
View from Musée d’Orsay, taken prior to conference dinner.
The fifth R in Insurance conference took place at Ecole Nationale de la Statistique et de l’Administration Economique, Paris on 8 June 2017.
9:00 - Opening keynote session
10:00 - Session 1 - big data
- Network Analytics in Claims Level Predictive Modelling - Marcela Granados
- General insurance claim modelling with factor collapsing and Bayesian model averaging in R - Sen Hu
- Opening the Black Box with Machine Learning in R - Jean-Bernard Crozet
11:30 - Session 2 - lightning talks
- Non life pricing: empirical comparison of classical GLM with tree based Gradient Boosted Models - Leonardo Petrini
- Solution for Technical Provisions in R - Gabriel Foix
- Systematic Data Exploration with dataexpks - Mick Cooney [github]
_ - R as a Modelling Tool for Life Insurers
- Pricing Long Term Care Insurance with the markovchain R Package - Giorgio Spedicato
13:45 - Session 3 - non life insurance
- Sparse modeling of risk factors in insurance analytics - Sander Devriendt
- A catastrophe model for insurance losses due to freeze events using vine copulas - Symeon Koumoutsaris
- Individual claims reserving: a survey - Alexandre Boumezoued
- The GeDS R package: Geometrically Designed Variable-Knot Splines in the context of GLM(GNM) modelling, with some insurance applications - Andrea Lattuada
15:30 - Session 4 - life insurance
- SimBEL: Calculate the best estimate in life insurance with Monte-Carlo techniques - Quentin Guibert
- Stochastic Programming for Asset Allocation in Pension Funds - Iegor Rudnytskyi
- Modelling expert judgement through fuzzy logic in R - Victory Idowu
16:30 - Closing keynote session
- Recent developments in micro-level reserving - Katrien Antonio
