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SEMINAR

26/27 Nov 2015 in Paris

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

Thursday, 26 November 2015

  1. 08:45 - 09:00 Registration
  2. 09:00 - 09:15 Introduction & welcome (EAA)
  3. 09:15 - 10:45 Introduction to R: manipulating database, analyzing data
  4. 10:45 - 11:00 Coffe Break
  5. 11:00 - 12:30 Introduction to R: basic modelling functions
  6. 12:30 - 13:30 Lunch
  7. 13:30 - 14:00 Introduction to risk classification
  8. 14:00 - 14:30 From linear to generalized linear models
  9. 14:30 - 15:15 Poisson regression for claim counts
  10. 15:15 - 15:30 Coffe Break
  11. 15:30 - 17:00 Case study: frequency model
  12. 18:00 Dinner (approx.)

Friday, 27 November 2015

  1. 09:00 - 09:45 Gamma regression for attritional claims
  2. 09:45 - 10:45 Extreme value theory for large claims modeling
  3. 10:45 - 11:00 Coffee Break
  4. 11:00 - 12:15 Case study: cost model
  5. 12:15 - 13:15 Lunch
  6. 13:15 - 14:15 Other practical difficulties
  7. 14:15 - 15:10 Inclusion of commercial and capital constraints in final pricing
  8. 15:10 - 15:15 Concluding remarks, closing of seminar (EAA)
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4.58 of 5 Points
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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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European Actuarial Academy
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50674 Cologne

Phone: +49 221 912554-340
Fax: +49 221 912554-9340
contact@actuarial-academy.com
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