https://github.com/mages/RforActuarialScience

https://github.com/mages/RforActuarialScience

Last synced: 16 days ago
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• Host: GitHub
• URL: https://github.com/mages/RforActuarialScience
• Owner: mages
• Created: 2015-10-06T16:45:50.000Z (about 9 years ago)
• Default Branch: master
• Last Pushed: 2015-10-09T06:38:32.000Z (about 9 years ago)
• Last Synced: 2024-08-09T02:19:57.768Z (4 months ago)
• Size: 273 KB
• Stars: 12
• Watchers: 10
• Forks: 3
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Repository for the Actuarial R Working Party

Welcome to the Actuarial R Working Group and many thanks for your interest! 

Here are some initial draft aims for the R working group:

Create a R introduction document, using existing material from:

-	[Introduction to R for Actuaries](http://toolkit.pbwiki.com/f/R%20Examples%20for%20Actuaries%20v0.1-1.pdf) by Nigel de Silva

-	[Formatted Actuarial Vignettes in R](http://www.favir.net/) by Ben Escoto

- [ChainLadder package vignette and documentation](https://cran.r-project.org/web/packages/ChainLadder/vignettes/ChainLadder.pdf)

Curate links to resources, e.g.

- Books:  

  +	[Modern Actuarial Risk Theory using R](http://www.springer.com/us/book/9783540709923), Kaas, R., Goovaerts, M., Dhaene, J., Denuit, M

  +	[Computational Actuarial Science with R](https://www.crcpress.com/Computational-Actuarial-Science-with-R/Charpentier/9781466592599), edited by Arthur Charpentier

  +	[Stochastic Claims Reserving Manual: Advances in Dynamic Modeling](http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2649057), Mario Wüthrich and Michael Merz 

Mailing list:

-	[R Special Interest Group Insurance](https://stat.ethz.ch/mailman/listinfo/r-sig-insurance)

Ideas to deal with your IT department:

-	[An Actuarial Toolkit (2006)](http://toolkit.pbwiki.com/f/GIRO%20Paper%20FINAL.doc)

Conferences:

-	[R in Insurance](www.rininsurance.com) (next event will be 11 July 2016, Cass Business School, London)

More ambitious ideas, depending on skill level, interest in the group:

-	Replicate output from research articles in R

-	Replace examples in the [A Practitioner’s Introduction to Stochastic Reserving paper](http://mages.github.io/PSRWP/) with R

Other initiatives:

 - [Open-Source Software Committee, Casualty Actuarial Society](http://opensourcesoftware.casact.org/)