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Modeling analogies in life and nonlife insurance
On Wednesday afternoon I will be giving a talk at the SCOR Reserving Seminar. The talk will be on modeling analogies in life and nonlife insurance. We will start by discussing data analogies, based on...
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Talk at McGill
I will give a talk at McGill university this afternoon, on “distorting probabilities in actuarial science“. Note that Louis Paul Rivest will give a talk just after, but at UQAM, at the statistical...
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Finding roots of functions in actuarial science
The following simple code can be used to find roots of functions (based on the secant algorithm), secant=function(fun, x0, x1, tolerence=1e-07, niter=500){ for ( i in 1:niter ) { x2 <-...
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Uncertainty in claims reserving (WIM)
I will be talking on Friday, at the 1st Québec-Ontario Workshop on Insurance Mathematics (so called WIN, already mentioned here). The program is now online here. My talk will be on Solvency II...
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R for actuarial science
As mentioned in the Appendix of Modern Actuarial Risk Theory, “R (and S) is the ‘lingua franca’ of data analysis and statistical computing, used in academia, climate research, computer science,...
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Amsterdam
I will be in Amsterdam for the end of this week. I will be in the jury of the PhD defense of Julien Tomas, entitled “Quantifying Biometric Life Insurance Risks With Non-Parametric Smoothing Methods”...
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Computational Actuarial Science
Last week, we’ve been through the book, completely, one last time, before sending it back to the publisher, with some comments and remarks, before publication ! So, this is it, the book will finally...
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