R in Insurance – the November meetup of the Warsaw R User Group

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Inspired by the conference held in Amsterdam „R in Insurance”, we would like to dedicate the November meetup of Warsaw R Users Group to Insurance. The presentations will cover the practical aspects of insurance and more specifically the applications of R in insurance.
Join us on Thursday, November 26, 2015, 6:00 PM, Koszykowa 75, Warsaw, Room 329 MINI PW. Meetup will be in English.

18.00-18.05 Welcome
18.05-18.40 „Experience vs. Data” Markus Gesmann (Lloyd’s, London)
18.40-19.00 Pizza break
19.00-19.35 „Non life insurance in R” Emilia Kalarus (Triple A – Risk Finance)
19.35-20.10 „Stochastic mortality modelling” Adam Wróbel (NN)
20.15 – Afterparty

This time our agenda is quite tight, since we have 3 very interesting presentations. We invite R programmers, data analysts as well as actuaries and risk professionals.

There is no fee, join as for free, but please register on http://www.meetup.com/Spotkania-Entuzjastow-R-Warsaw-R-Users-Group-Meetup/. We would like to know how much food and drinks we need.
Please book the whole evening since after the presentations we are going to move to a bar in the neighbourhood to continue discussions over a beer and snacks.

Platinium SponsorNationale-Nederlanden

Gold SponsorTriple A – Risk Finance

logo Triple A


BIOs and presentations abstracts:

Markus heads up the Analysis function at Lloyd’s of London. He is responsible for analytical research and development in Underwriting Performance. His team developed many of the performance oversight tools at Lloyd’s, such as a benchmarking and price monitoring framework and the Statistics Relating to Lloyd’s. More recently he helped to develop the risk appetite framework in preparation for Solvency II. Markus is the maintainer and co-author of the ChainLadder reserving package in R and the founder and co-organiser of the R in Insurance conferences. Furthermore, he writes on data analysis and R topics on his blog: www.magesblog.com.

Presentation: Experience vs. Data

The insurance industry, unlike other industries, does not sell products as such but promises. An insurance policy is a promise by the insurer to the policyholder to pay for future claims for an upfront received premium. As a result insurers don’t know the upfront cost for their service, but rely on historical data analysis and judgement to predict a sustainable price for their offering. This talk will give a brief overview of some techniques how risks can be modelled in R.


Emilia Kalarus, reserving and capital modelling actuary. Last five years she spent in London helping clients in their preparations towards Solvency II. Her team built the internal capital model and advised client during the internal model pre-application process. The whole model parameterisation was performed in R. Currently she works for Triple A – Risk Finance being responsible for GI insurance projects.

Presentation: Non-life insurance in R

The R statistical system is a very powerful tool in Non-life actuarial analysis. Presentation will cover topics related to reserving, capital and extreme loss modelling. Short case studies in R will be presented, showing the added value of the software in Solvency 2 world.


Adam Wróbel graduated from Warsaw School of Economics (SGH) in quantitative methods. Definitely R and data science enthusiast. Currently works as actuarial analyst for Nationale-Nederlanden. His work is concentrated on modelling insurance and market risks with R as a main tool.

Presentation: Stochastic mortality modelling in R

Presentation will provide overview of stochastic mortality models (Lee Carter is one of them) as a way to project future death probability. Such projections are needed to price and valuate an life insurance and pension products. It is also used for demographic projections. It is intended that presentation will be focused on: intuition, code and maths behind models. Presentation will be narrowed to Polish mortality tables.

To leave a comment for the author, please follow the link and comment on their blog: SmarterPoland.pl » PISA in English.

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