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SEMINAR

16/17 Mar 2017 in Cologne

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

Thursday, 16 March 2017

  1. 08:45 - 09:00 Registration
  2. 09:00 - 09:15 Introduction & welcome (EAA)
  3. 09:15 - 10:45 Introduction to R: manipulating database, analysing data
  4. 10:45 - 11:00 Coffee 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 Coffee Break
  11. 15:30 - 17:00 Case study: frequency model
  12. 18:30 Dinner (approx.)

Friday, 17 March 2017

  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)

Participant Feedback

4.42 of 5 Points
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Venue & Accommodation

The seminar will take place at the

Mercure Hotel Severinshof Koeln City
Severinstraße 199
50676 Cologne, Germany
Phone: +49 221 2013 555

E-mail: H1206@accor.com
Hotel website

 

We have arranged special prices for accommodation. A single room costs € 103.00 per night, including breakfast and VAT, excluding tax for the promotion and advancement of culture in the City of Cologne (further information). This price is valid for bookings out of our allotment ''EAA'' until 28 February 2017. Please book your accommodation directly with the hotel. Kindly book early, as our allotment includes a limited number of rooms, and note the hotel’s cancellation policy.

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