mages' blog

The registration for the first conference on R in Insurance on Monday 15 July 2013 at Cass Business School in London has opened.

The intended audience of the conference includes both academics and practitioners who are active or interested in the applications of R in insurance.

The 2013 R in Insurance conference builds upon the success of the R in Finance and R/Rmetrics events. We expect invited keynote lectures by:

• Professor Alexander McNeil, Department of Actuarial Science & Statistics
  Heriot-Watt University: Implementing CreditRisk+ in R with the Faster Fourier Transform
• Trevor Maynard, Head of Exposure Management and Reinsurance, Lloyd's: There is an R in Lloyd's

We invite you to submit a one-page abstract for consideration. Both academic and practitioner proposals related to R are encouraged.

The submission deadline for abstracts is 28 March 2013. Please email your abstract (in txt or pdf format) to rinsuranceconference at gmail dot com.

The conference committee consists of:

• Jens Perch Nielsen
• Andreas Tsanakas
• Christophe Dutang
• Markus Gesmann

Details about the registration and abstract submission are given on the new dedicated R in Insurance page at Cass Business School.

The organisers, Andreas Tsanakas and Markus Gesmann, gratefully acknowledge the sponsorship of Mango Solutions.

The first conference on R in Insurance will be held on Monday 15 July 2013 at Cass Business School in London, UK.

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 conference will focus on applications in insurance and actuarial science that use R, the lingua franca for statistical computation. Topics covered may include actuarial statistics, capital modelling, pricing, reserving, reinsurance and extreme events, portfolio allocation, advanced risk tools, high-performance computing, econometrics and more. All topics will be discussed within the context of using R as a primary tool for insurance risk management, analysis and modelling.

The intended audience of the conference includes both academics and practitioners who are active or interested in the applications of R in insurance.

The 2013 R in Insurance conference builds upon the success of the R in Finance and R/Rmetrics events. We expect invited keynote lectures by:

• Professor Alexander McNeil, Department of Actuarial Science & Statistics
  Heriot-Watt University
• Trevor Maynard, Head of Exposure Management and Reinsurance, Lloyd's

We invite you to submit a one-page abstract for consideration. Both academic and practitioner proposals related to R are encouraged.

Details about the registration and abstract submission are given on the R in Insurance event web site of Cass Business School.

You can contact us via rinsuranceconference at gmail dot com.

The organisers, Andreas Tsanakas and Markus Gesmann, gratefully acknowledge the sponsorship of Mango Solutions.