Using R in Insurance at GIRO 2012

September 17, 2012 | Markus Gesmann

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... [Read more...]

Claims reserving and IBNR with R

June 6, 2012 | arthur charpentier

Following previous posts on life contingencies and longevity and mortality models, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineeri... [Read more...]

Stochastic reserving with R: ChainLadder 0.1.5-1 released

November 12, 2011 | mages

Today we published version 0.1.5-1 of the ChainLadder package for R. It provides methods which are typically used in insurance claims reserving to forecast future claims payments.Claims development and chain-ladder forecast of the RAA data set using the Mack methodThe package started out of presentations given at the Stochastic ...
[Read more...]

R in the insurance industry

September 16, 2011 | mages

Let's talk about R in the insurance industry today.  David Smith's blog entry reminded me about our poster at the R user conference in Warwick in August 2011:Using R in InsuranceWe presented examples on how R can be used in the insu...
[Read more...]

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