Life contingencies with R

June 1, 2012
By

(This article was first published on Freakonometrics - Tag - R-english, and kindly contributed to R-bloggers)

I will be giving in less than four weeks a short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering organized by ETH Zürich, https://www.rmetrics.org/. The talk will be on Actuarial models with R, and first part will be dedicated to life insurance. A complete set of slides can be downloaded from the blog, but in the talk, only some part will be presented.

The codes are from a book on actuarial science in R, written with Christophe Dutang and Vincent Goulet (so far in French) that should appear, some day... The code used in the slides can be downloaded from here, and datasets are the following,

> TD <- read.table(
+ "http://perso.univ-rennes1.fr/arthur.charpentier/TD8890.csv",
+ sep=";",header=TRUE)
> TV <- read.table(
+ "http://perso.univ-rennes1.fr/arthur.charpentier/TV8890.csv",
+ sep=";",header=TRUE)

For additional resources, I recommend Emiliano's website, http://www.math.uconn.edu/, with great lectures on life insurance mathematics, and the (new) lifecontinfencies vignette on http://cran.r-project.org/,

> library(lifecontingencies)

To leave a comment for the author, please follow the link and comment on his blog: Freakonometrics - Tag - R-english.

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Tags: , , , , , , , , , , , , ,

Comments are closed.