This repository contains the presentation and R files of the first R in Insurance conference held at Cass Business School London, 15 July 2013. The R in Insurance conference builds upon the success of the R in Finance and R/Rmetrics events.
You can download all files in a .tar.gz or .zip archive format via the links above, or individually from the GitHub repository.
Additionally to the slides many presenters have made their R code available as well.
- Alexander McNeil shared the examples of the CreditRisk+ model he presented.
- Lola Miranda made a Windows version of the double chain-ladder package DCL available via the Cass knowledge web site.
- Alessandro Carrato's 1-year re-reserving code is hosted on the ChainLadder project web site.
- Giorgio Spedicato's life contingencies package is on CRAN already.
- Simon Brickman and Adam Rich's HTML presentation and underlying R code for Automated Reporting is included in the GitHub repository.
- Stefan Eppert pointed out that KatRisk published an illustrative catastrophe model in R.
- Hugh Shanahan's code to ￼integrate R with Azure for high-throughput analysis is on GitHub.
It appears you don't have Adobe Reader or PDF support in this web browser. Click here to download the PDF of the conference programme and abstracts.