Articles by R on mages' blog

Use domain knowledge to review prior distributions

August 1, 2018 | 0 Comments

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...]

Notes from the 1st Insurance Data Science event

July 23, 2018 | 0 Comments

The first Insurance Data Science event was held at Cass Business School last week, 16 - 17 July 2018. The conference followed on from five iterations of the R in Insurance events, which have the aim of bringing together practitioners and academics toge... [Read more...]

Models are about what changes, and what doesn’t

June 25, 2018 | 0 Comments

Following on from last week’s post on Principled Bayesian Workflow I want to reflect on how to motivate a model. The purpose of most models is to understand change, and yet, considering what doesn’t change and should be kept constant can be equally important. I will go through ... [Read more...]

Insurance Data Science 2018

March 26, 2018 | 0 Comments

The abstract submission deadline for the Insurance Data Science conference at Cass Business School on 16 July 2018 is closing soon. You have until the 9th of April to submit your abstract. Please send your abstract to [email protected] ...
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PK/PD reserving models

January 29, 2018 | 0 Comments

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 | 0 Comments

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 | 0 Comments

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 | 0 Comments

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 | 0 Comments

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 | 0 Comments

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 the Kölner R meeting, 14 October 2016

October 21, 2016 | 0 Comments

Last Friday the Cologne R user group came together for two talks and a quiz at Eye/o, the company behind Adblock Plus, in Köln-Ehrenfeld. Eye/o were a great host, offering nibbles and drinks to warm up the event and pizza at the end. Cologne R user meeting ...
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Next Kölner R User Meeting: Friday 14 October

October 11, 2016 | 0 Comments

The 19th Cologne R user group meeting is scheduled for this Friday, 14 October 2016. We have three talks, followed by networking drinks. Introduction to the tidyverse tools - Jiddu AlexanderPerformance profiling and improvement in R - Nils GlückBatch ...
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Notes from 4th Bayesian Mixer Meetup

October 4, 2016 | 0 Comments

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 | 0 Comments

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 | 0 Comments

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 the 4th R in Insurance Conference

July 27, 2016 | 0 Comments

The 4th R in Insurance conference took place at Cass Business School London on 11 July 2016. This one-day conference focused once more on the wide range of applications of R in insurance, actuarial science and beyond. The conference programme covered t... [Read more...]

Notes from the Kölner R meeting, 9 July 2016

July 13, 2016 | 0 Comments

Last Thursday the Cologne R user group came together again. This time, our two speakers arrived from Bavaria, to talk about Spark and R Server. Introduction to Apache SparkDownload slidesDubravko Dulic gave an introduction to Apache Spark and why Spark... [Read more...]

Notes from 3rd and 3.5th Bayesian Mixer Meetup

July 5, 2016 | 0 Comments

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...]

Early bird registration for R in Insurance closes 30 May

May 24, 2016 | 0 Comments

Hurry! The early bird registration offer for the 4th R in Insurance conference, 11 July 2016, at Cass Business School closes 30 May. This one-day conference will focus once more on applications in insurance and actuarial science that use R, the lingua ... [Read more...]

R in Insurance 2016 Programme

May 3, 2016 | 0 Comments

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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