In addition to the conference, I had the pleasure of meeting up with old friends and making new ones.
For a creative way of securitizing portfolio risk, take a look at the work by Bryan Joseph, Gesmann, and colleagues at Vario Partners.
Of course, I knew of Dr. Mario Wüthrich, the opening keynote speaker, by professional reputation, but had never had the pleasure until the morning of July 11. I will not forget Mario's sense of humor and easy way.
I enjoyed an enthusiastic machine-learning breakfast discussion with Alex Marcuson (Marcuson Consulting), Alan Chalk (see Alan's Casualty Actuarial Society machine learning paper here), Harpeet Kang (ProSight Specialty Insurance), and Markus.
I am especially indebted to the generous hospitality of Kendra Felisky and her family in Kent. I experienced how a rugby club celebrates on Friday evenings and how to lose at ping pong in an English garden. I heard how ex-pats in Portugal perceive their post-Brexit future and watched bright young adults prepare for theirs. I learned a few cricket rules, walked a bit of local history, and downed a few pints. Many other wonderful memories are better held close!
It was a special time to visit the UK -- Brexit, Wimbledon, a new prime minister, R in Insurance, miraculous weather, and, mostly, friends.
|Dr. Wüthrich opens the conference|
|Marcela Granados discusses reserving under high inflation|
|Jinsong Jheng presents an R package for life insurance SCR modeling|
|Nicholas Baradel demonstrates how RPGM can help users build reserving models without extensive knowledge of R|
|Mark Sellors presents a real-world R-as-a-service use case for a health insurer|
|Moi (credit M. Gesmann)|
|The Lloyd's Building|
|John Harrison's H4 prize winning clock at the Royal Observatory (recommend Longitude by Dava Sobel)|
|Andy Murray makes thousands of Brit's happy as they enjoy the big screen and sunshine at the foot of Tower Bridge|
|The resting place of Thomas Bayes, a few blocks from City University London|