Skip to content

Instantly share code, notes, and snippets.

@mages

mages/RinInsurance2017.md

Last active May 11, 2017 10:59
Show Gist options
  • Save mages/33f98c338980c262ef39841f4f1305ac to your computer and use it in GitHub Desktop.
Save mages/33f98c338980c262ef39841f4f1305ac to your computer and use it in GitHub Desktop.
Download ZIP
Raw
RinInsurance2017.md

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
  • 14:25 - 14:45 › Individual claims reserving: a survey - Alexandre Boumezoued, Milliman
  • 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

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment