Notes from the 5th R in Insurance Conference

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The fifth R in Insurance conference took place at Ecole Nationale de la Statistique et de l’Administration Economique, Paris on 8 June 2017.


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 topics including reserving, pricing, loss modelling, the use of R in a production environment and also new statistical methods such as big data analysis.


In the first plenary session, Julie Seguela (Covea) spoke about the textual analysis of expert reports to increase knowledge of technological risks. Text mining techniques and some helpful visualization packages were used on expert reports detailing circumstances, causes and consequences of these accidents.

The plenary talk was followed by two morning sessions. The first session focused on big data analytics, emphasizing new usage in the insurance industry. The second session consisted of a series of lightning talks about R packages or R modelling. The afternoon was split into general and life insurance, including talks on reserving or vine copulas.


In the closing plenary talk, Katrien Antonio (Professor of Actuarial Science at KU Leuven, Belgium) presented recent developments and challenges in non-life reserving. Her talk was illustrated on a large European dataset of liability claims (from private individuals) with monthly exposures using R.

All conference presentations are available on the conference website.

Finally, we are grateful to our sponsors RStudio, Verisk Insurance Solutions, Barnett Waddingham, Mirai Solutions, Milliman. This conference would not have been possible without their generous
support.

Next year we are back at Cass Business School London, 16 July 2018.

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R in Insurance 2017 Programme online

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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.


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