Articles by R on mages' blog

Use domain knowledge to review prior distributions

August 1, 2018 | R on mages' blog

At the Insurance Data Science conference, both Eric Novik and Paul-Christian Bürkner emphasised in their talks the value of thinking about the data generating process when building Bayesian statistical models. It is also a key step in Michael Betancourt’s Principled Bayesian Workflow. In this post, I will discuss ... [Read more...]

PK/PD reserving models

January 29, 2018 | R on mages' blog

This is a follow-up post on hierarchical compartmental reserving models using PK/PD models. It will show how differential equations can be used with Stan/ brms and how correlation for the same group level terms can be modelled. PK/ PD is usually short for pharmacokinetic/ pharmacodynamic models, but as Eric ...
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Hierarchical compartmental reserving models

January 8, 2018 | R on mages' blog

Today, I will sketch out ideas from the Hierarchical Compartmental Models for Loss Reserving paper by Jake Morris, which was published in the summer of 2016 (Morris (2016)). Jake’s model is inspired by PK/PD models (pharmacokinetic/pharmacodynamic models) used in the pharmaceutical industry to describe the time course of effect ...
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Insurance Data Science Conference 2018

December 18, 2017 | R on mages' blog

Following five R in Insurance conferences, we are organising the first Insurance Data Science conference at Cass Business School London, 16 July 2018. In 2013, we started with the aim to bring practitioners of industry and academia together to discuss and exchange ideas and needs from both sides. R was and is a ...
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Correlated log-normal chain-ladder model

December 1, 2017 | R on mages' blog

On 23 November Glenn Meyers gave a fascinating talk about The Bayesian Revolution in Stochastic Loss Reserving at the 10th Bayesian Mixer Meetup in London. Glenn Meyers speaking at the Bayesian Mixer Glenn worked for many years as a research actuary at Verisk/ ISO, he helped to set up the CAS ...
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R in Insurance 2017 Programme online

May 11, 2017 | R on mages' blog

The programme for the 2017 R in Insurance conference in Paris has been published. Talks will discuss new ideas and research with the applications in life and general insurance, from network analysis, reserving, pricing to catastrophe modelling, followed by a conference dinner at the Musée d’Orsay. Registration is open ... [Read more...]

R in Insurance 2017

December 13, 2016 | R on mages' blog

The fifth conference on R in Insurance will be held on 8 June 2017 at ENSAE. ENSAE is the Paris Graduate School for Economics, Statistics and Finance.The intended audience of the conference includes both academics and practitioners who are active or interested in the applications of R in Insurance.This one-day ... [Read more...]

Notes from 4th Bayesian Mixer Meetup

October 4, 2016 | R on mages' blog

Last Tuesday we got together for the 4th Bayesian Mixer Meetup. Product Madness kindly hosted us at their offices in Euston Square. About 50 Bayesians came along; the biggest turn up thus far, including developers of PyMC3 (Peadar Coyle) and Stan (Michael Betancourt).The agenda had two feature talks by Dominic ...
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Fitting a distribution in Stan from scratch

September 27, 2016 | R on mages' blog

Last week the French National Institute of Health and Medical Research (Inserm) organised with the Stan Group a training programme on Bayesian Inference with Stan for Pharmacometrics in Paris. Daniel Lee and Michael Betancourt, who run the course over three days, are not only members of Stan’s development team, ... [Read more...]

googleVis 0.6.1 on CRAN

September 6, 2016 | R on mages' blog

We released googleVis version 0.6.1 on CRAN last week. The update fixes issues with setting certain options, following the switch from RJSONIO to jsonlite. Screen shot of some of the Google ChartsNew to googleVis? The package provides an interface betw... [Read more...]

Notes from 3rd and 3.5th Bayesian Mixer Meetup

July 5, 2016 | R on mages' blog

Two Bayesian Mixer meet-ups in a row. Can it get any better? Our third ‘regular’ meeting took place at Cass Business School on 24 June. Big thanks to Pietro and Andreas, who supported us from Cass. The next day, Jon Sedar of Applied AI, managed to arrange a special summer PyMC3 ... [Read more...]

R in Insurance 2016 Programme

May 3, 2016 | R on mages' blog

We are delighted to announce that the programme for the 4th R in Insurance conference at Cass Business School in London, 11 July 2016, have been finalised. Register by the end of May to get the early bird booking fee. The organisers gratefully acknowledge the sponsorship of Verisk, Mirai Solutions, Applied AI, ... [Read more...]
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