About me

I am a terrific cook and troubleshooter, innovator of stuff you can do with data, storyteller with lots of charm and charts - some of them even move. I am an artist.

Ok, here is the truth: I am a mathematician, who leads the analysis function for an insurance market. I am also the maintainer and co-author of the ChainLadder and googleVis packages and founder and co-organiser of the Cologne R user group and R in Insurance conference.

In my spare time I write this blog on data analysis related topics. Some of the articles are inspired by my packages and current work, other relate to my time at university and the remainder are really just random thoughts.

Occasionally I speak about my work and where possible I make those presentations available on this blog. My talks are often about performance benchmarking, price monitoring, claims reserving, dynamical systems, data analysis, interactive charts and reports.


Forthcoming events/talks


Past events/talks

2014


2013


2012

  • Data analysis and benchmarking. Federation of European Risk Management Associations (FERMA) - Lloyd's professional development programme. London, 11 October
  • Using R in Insurance. GIRO conference. Brussels, 18 September
  • Interactive web graphs with R: Overview and googleVis tutorial. Royal Statistical Society conference, Telford, 5 September
  • Dynamical systems in R with simecol. London R user group. London, 19 June
  • Interactive charts and slides with R, googleVis and knitr. Cambridge R user group. Cambridge, 29 May
  • Modelling Insurance Claim Reserves with R and the ChainLadder Package.
    An Interactive Overview of Lloyd’s Using R and the googleVis Package. R in Finance Conference. Chicago, 11–12 May
  • Dynamical systems in R with simecol. Cologne R user group. Cologne, 30 March
  • From relative to absolute price monitoring. 3rd Annual Practitioners Forum on General Insurance Pricing. London, 29 March

2011

  • Using the Google Visualisation API with R. The R Journal. Volume 3/2, December
  • Performance analysis at Lloyd's together with Richard Crinson. GIRO conference. Liverpool, 12 October
  • Using the Google Visualisation API with R. London R user group. London, 7 September
  • Performance Framework at Lloyd's. University of Leipzig. Leipzig, 6 September
  • Using R in Insurance: Examples from Lloyd's. Poster presentation with Gao Yu and Viren Patel, UseR! 2011. University of Warwick, 16 August
  • Using the Google Visualisation API with R together with Diego de Castillo. UseR! 2011. University of Warwick, 16 August
  • Looking for Lloyd's data? What is available and where to find it. Lloyd's and London Market Seminar. London, 15 July
  • Using the Google Visualisation API with R. R/Rmetrics and Computational Finance and Financial Engineering workshop. Switzerland, 27 June
  • Price change monitoring in the Lloyd’s market. Practitioners' Forum on General Insurance Pricing. London, 14 April
  • Extreme weather events: Risk management and modelling implications. Imperial College Business School. London, 31 March

2010

  • The ChainLadder package, working with databases and MS Office interfaces. Predictive Modelling Workshop, Institute of Actuaries. London, 11 November
  • Price change monitoring in the Lloyd's market together with Patrick Conlon. GIRO conference. Newport, October 14
  • Google Motion Charts with R together with Eric Wambach. London R user group. London, October 5
  • Climate change, emerging risks and insurance markets. Imperial College Business School. London, 19 July
  • From a finger in the air to a finger on the pulse. PMDR: Performance Management Data Return. Lloyd's and London Market Seminar. London, 15 July
  • Claims Reserving with R. R/Rmetrics and Computational Finance and Financial Engineering workshop. Switzerland, 30 June
  • Reserve variability calculations together with Wayne Yanwei Zhang and Jimmy Curcio Jr. Casualty Actuarial Society (CAS) spring meeting. San Diego, 25 May
  • How to integrate R into MS Office. London R user group meeting. London, 4 May

2009

  • The ChainLadder package, working with databases and MS Office interfaces. "R you ready?" workshop. Institute of Actuaries. London, 24 July
  • The ChainLadder package. London R user group meeting. London, 31 March

2008

  • Introduction to R, Loss reserving with R. Stochastic Reserving and Modelling Seminar, Institute of Actuaries. London, 2 – 3 December
  • Loss reserving with R. Annual CAS meeting together with Vincent Goulet and Daniel Murphy. Seattle, 16 - 19 November
  • The ChainLadder package - Insurance claims reserving in R. R User Conference. Dortmund, 12-14 August

2007

  • Introduction to R, The Mack and Munich chain ladder models. Stochastic Reserving and Modelling Seminar, Institute of Actuaries. London, 29 – 30 November
  • Performance Management at Lloyd's. Institute of Actuaries. London, 27 July

2006

  • An actuarial toolkit. Introducing "The Toolkit Manifesto" together with Trevor Maynard, Nigel De Silva, Richard Holloway, Sie Lau and John Harnett. GIRO conference. Vienna, 26 September
  • Using R in insurance and reserving. GIRO conference. Vienna, 26 September

2005

  • A generic mathematical model for neural dynamics together with F. Giannakopoulos. European Conference on Mathematical and Theoretical Biology. Dresden, 20 July