R in Insurance 2017 Programme online

May 11, 2017
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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 until 22 May.

Agenda

  • 9:00 am – 9:10 am Welcome – Julien Pouget (Directeur de l’ENSAE)

9:10 am – 10:00 am Opening Keynote Session

  • Textual analysis of expert reports to increase knowledge of technological risks – Julie Seguela, Covea

10:00 am – 11:00 am Session 1 – big data

  • 10:00 – 10:20 › Network Analytics in Claims Level Predictive Modelling – Marcela Granados, Ernst & Young
  • 10:20 – 10:40 › General insurance claim modelling with factor collapsing and Bayesian model averaging in R – Sen Hu, University College Dublin – School of Mathematics and Statistics, Insight Centre for Data Analytics
  • 10:40 – 11:00 › Opening the Black Box with Machine Learning in R – Jean-Bernard Crozet, MS Amlin

11:00 am – 11:30 am Coffee break

11:30 am – 12:30 pm Session 2 – lightning talks

  • 11:30 – 11:42 › Non life pricing: empirical comparison of classical GLM with tree based Gradient Boosted Models – Leonardo Petrini, Hopenly
  • 11:42 – 11:54 › Solution for Technical Provisions in R – Gabriel Foix, Mirai Solutions
  • 11:54 – 12:06 › Systematic Data Exploration with dataexpks – Cooney Mick, Barnett Waddingham
  • 12:06 – 12:18 › R as a Modelling Tool for Life Insurers – Aman Sanganeria, Ernst and Young
  • 12:18 – 12:30 › Pricing Long Term Care Insurance with the markovchain R Package – Giorgio Spedicato, UnipolSai Assicurazioni

12:30 pm – 1:45 pm Lunch

1:45 pm – 3:05 pm Session 3 – non life insurance

  • 13:45 – 14:05 › Sparse modeling of risk factors in insurance analytics – Sander Devriendt, KULeuven
  • 14:05 – 14:25 › A catastrophe model for insurance losses due to freeze events using vine copulas – Symeon Koumoutsaris, Guy Carpenter
  • 14:25 – 14:45 › Individual claims reserving: a survey – Alexandre Boumezoued, Milliman
  • 14:45 – 15:05 › The GeDS R package: Geometrically Designed Variable-Knot Splines in the context of GLM(GNM) modelling, with some insurance applications – Andrea Lattuada, Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche “Bruno de Finetti”, Università degli Studi di Trieste

3:05 pm – 3:30 pm Coffee break

3:30 pm – 4:30 pm Session 4 – life insurance

  • 15:30 – 15:50 › SimBEL: Calculate the best estimate in life insurance with Monte-Carlo techniques – Quentin Guibert, Institut de Science Financière et d’Assurances, Laboratoire SAF EA2429, PRIM’ACT
  • 15:50 – 16:10 › Stochastic Programming for Asset Allocation in Pension Funds – Iegor Rudnytskyi, Université de Lausanne
  • 16:10 – 16:30 › Modelling expert judgement through fuzzy logic in R – Victory Idowu, Department Statistics [London]

4:30 pm – 5:20 pm Closing Keynote session

  • Recent developments in micro-level reserving – Katrien Antonio, KULeuven, University of Amsterdam

6:00 pm – 8:00 pm Free tour at Musée d’Orsay – Free tour at Musée d’Orsay

8:00 pm – 10:00 pm Dinner at Musée d’Orsay – Dinner at Musée d’Orsay

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