About this event
Description
This course has been conceived by actuaries for actuaries, accounting for all the specificities of insurance data instead of simply re-using standard recipes borrowed from other fields. The sessions proceed step by step, recalling the fundamental statistical concepts behind the Micro Reserving techniques. Their relative merits are illustrated by means of several case studies with insurance data.
The sessions aim to be interactive, alternating between methodological parts and case studies performed in front of the audience. Participants are invited to use their own PC. Documentation including data sets and R code is made available through a supporting website. The installation of R packages prior to attendance is required.
Program
- Introduction to micro reserving and the need of it
- Focus on the multistate individual reserving
- Detailed presentation of the principle
- Introduction to the analytical approach
- Computation of the reserve via simulations
- Computation of the reserve via an analytical method
- One-year risk in the individual framework
Acquired skills
After completion of the training session, participants will have acquired a general knowledge of micro reserving in insurance. They will be able to select the appropriate approach for their own data, run the R code and interpret the results.
Hosted by
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Team member
Detralytics LearningT
Actuarial consulting and training firm helping companies to solve their challenges through expertise and innovation.
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Guest speaker
Carole Bettonville TCP Consultant @ DetralyticsG
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Guest speaker
Julien Trufin Scientific Director @ DetralyticsG
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Guest speaker
Elise SantoroG
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Guest speaker
Christophe de Fays Senior Expert @ DetralyticsG
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Guest speaker
Elke Gagelmans TCP Consultant @ DetralyticsG
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Guest speaker
Michel Denuit Scientific Director @ DetralyticsG
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Guest speaker
Louise d'Oultremont TAP Consultant @ DetralyticsG
Detralytics
Consulting and training firm focused on Actuarial Science, Data Science and Risk ManagementDetralytics was founded to support companies in the advancement of actuarial science and help them to solve their challenges, while offering the perfect stepping stone to the most talented actuarial students, as they will be able to evolve with our senior experts through our TAP and TCP programs.
