Posts Tagged ‘ actuarial ’

Using R in Insurance at GIRO 2012

September 17, 2012
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Using R in Insurance at GIRO 2012

Every year the UK’s general insurance actuarial community organises a big conference, which they call GIRO, short for General Insurance Research Organising committee. This year's conference is in Brussels from 18 - 21 September 2012. Despite the fac...

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Actuarial models with R, Meielisalp

June 23, 2012
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Actuarial models with R, Meielisalp

I will be giving a short course in Switzerland next week, at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering organized by ETH Zürich, https://www.rmetrics.org/. The long...

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Longevity and mortality dynamics with R

June 4, 2012
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Longevity and mortality dynamics with R

Following the previous post on life contingencies and actuarial models in life insurance, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial En...

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Life contingencies with R

June 1, 2012
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Life contingencies with R

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...

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Finding roots of functions in actuarial science

December 7, 2010
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Finding roots of functions in actuarial science

The following simple code can be used to find roots of functions (based on the secant algorithm), secant=function(fun, x0, x1, tolerence=1e-07, niter=500){for ( i in 1:niter ) { x2 <- x1-fun(x1)*(x1-x0)/(fun(x1)-fun(x0)) if (abs(fun(x2)) < to...

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