Programme

SEMINAR

26/27 Nov 2015 in Paris

Non-Life Pricing: Introduction to Pract. Implementation of Modern Techniques in R

Thursday, 26 November 2015

08:45 - 09:00 Registration
09:00 - 09:15 Introduction & welcome (EAA)
09:15 - 10:45 Introduction to R: manipulating database, analyzing data
10:45 - 11:00 Coffe Break
11:00 - 12:30 Introduction to R: basic modelling functions
12:30 - 13:30 Lunch
13:30 - 14:00 Introduction to risk classification
14:00 - 14:30 From linear to generalized linear models
14:30 - 15:15 Poisson regression for claim counts
15:15 - 15:30 Coffe Break
15:30 - 17:00 Case study: frequency model
18:00 Dinner (approx.)

Friday, 27 November 2015

09:00 - 09:45 Gamma regression for attritional claims
09:45 - 10:45 Extreme value theory for large claims modeling
10:45 - 11:00 Coffee Break
11:00 - 12:15 Case study: cost model
12:15 - 13:15 Lunch
13:15 - 14:15 Other practical difficulties
14:15 - 15:10 Inclusion of commercial and capital constraints in final pricing
15:10 - 15:15 Concluding remarks, closing of seminar (EAA)

Seminar Details

Programme

CPD Points

Participant Feedback

4.58 of 5 Points

Venue & Accommodation

The seminar will take place at the

Mercure Paris La Villette
216 Avenue Jean Jaurès
75019 Paris, France
Hotel website

We have arranged special prices for accommodation. The special rate is € 150.00 per night, including breakfast (plus € 2.48 city tax). It is valid for bookings by 24 October 2015 out of our allotment “EAA Seminar”. Please book your accommodation directly with the hotel using this booking form. Kindly book early, as our allotment includes a limited number of rooms, and note the hotel's cancellation policy.

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