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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -4,7 +4,7 @@ ### [9:00 - 10:30] Eric Novik - [Intro to Stan, including](https://rawgithub.com/InsuranceDataScience/StanWorkshop2018/master/ericnovik/stan_man_1.html): - Coding linear regression to assess wine quality - Demonstrating important parts of the Stan program - Doing some basic posterior predicting checking @@ -15,7 +15,7 @@ ### [11:00 - 12:30] Paul-Christian Bürkner - [From classical GLMs to multi-level model](https://github.com/InsuranceDataScience/StanWorkshop2018/blob/master/paul_buerkner/From_GLMs_to_MLMs.pdf) - Comparing classical GLMs with bayesian GLMs using rstanarm - Building more complex multi-level models using brms - Examples from pricing and claims reserving @@ -25,8 +25,8 @@ ### [13:30 - 14:30] Mick Cooney & Jake Morris - Case studies from the insurance industry - [Loss development curves in Stan](https://rawgit.com/InsuranceDataScience/StanWorkshop2018/master/loss_curves/loss_curves.html#/) (Mick Cooney) - [Hierarchical compartmental reserving models](https://rawgit.com/InsuranceDataScience/StanWorkshop2018/master/loss_curves/compart_models.html#/) (Jake Morris) ### [14:30 - 15:00] Coffee -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,6 +1,8 @@ ## Stan in Insurance Workshop 17 July 2018 ### [8:30-9:00] Registration ### [9:00 - 10:30] Eric Novik - Intro to Stan, including: - Coding linear regression to assess wine quality @@ -9,26 +11,26 @@ - Introduction to calibration and model comparison - Introduction to making decisions with Bayesian models ### [10:30 - 11:00] Coffee ### [11:00 - 12:30] Paul-Christian Bürkner - From classical GLMs to multi-level models - Comparing classical GLMs with bayesian GLMs using rstanarm - Building more complex multi-level models using brms - Examples from pricing and claims reserving ### [12:30 - 13:30] Lunch ### [13:30 - 14:30] Mick Cooney & Jake Morris - Case studies from the insurance industry - Loss development curves in Stan (Mick Cooney) - Hierarchical compartmental reserving models (Jake Morris) ### [14:30 - 15:00] Coffee ### [15:00 - 17:00] Working in groups with support of the presenters - Work on your own problems or work through on of the following examples: - [Loss curve case study (Mick Cooney)](http://mc-stan.org/users/documentation/case-studies/losscurves_casestudy.html) -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -3,35 +3,35 @@ #### [9:00 - 10:30] Eric Novik - Intro to Stan, including: - Coding linear regression to assess wine quality - Demonstrating important parts of the Stan program - Doing some basic posterior predicting checking - Introduction to calibration and model comparison - Introduction to making decisions with Bayesian models #### [10:30 - 11:00] Coffee #### [11:00 - 12:30] Paul-Christian Bürkner - From classical GLMs to multi-level models - Comparing classical GLMs with bayesian GLMs using rstanarm - Building more complex multi-level models using brms - Examples from pricing and claims reserving #### [12:30 - 13:30] Lunch #### [13:30 - 14:30] Mick Cooney & Jake Morris - Case studies from the insurance industry - Loss development curves in Stan (Mick Cooney) - Hierarchical compartmental reserving models (Jake Morris) #### [14:30 - 15:00] Coffee #### [15:00 - 17:00] Working in groups with support of the presenters - Work on your own problems or work through on of the following examples: - [Loss curve case study (Mick Cooney)](http://mc-stan.org/users/documentation/case-studies/losscurves_casestudy.html) - [Extreme value case study (Aki Vehtari)](http://mc-stan.org/users/documentation/case-studies/gpareto_functions.html) - [Various insurance related examples from Markus Gesmann](https://magesblog.com/tags/stan/) - [Examples from the `brms` vignettes (Paul-Christian Bürkner)](https://CRAN.R-project.org/package=brms) -
mages revised this gist
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -2,12 +2,12 @@ #### [9:00 - 10:30] Eric Novik - Intro to Stan, including: - Coding linear regression to assess wine quality - Demonstrating important parts of the Stan program - Doing some basic posterior predicting checking - Introduction to calibration and model comparison - Introduction to making decisions with Bayesian models #### [10:30 - 11:00] Coffee -
mages revised this gist
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -3,11 +3,11 @@ #### [9:00 - 10:30] Eric Novik - Intro to Stan, including: * Coding linear regression to assess wine quality * Demonstrating important parts of the Stan program * Doing some basic posterior predicting checking * Introduction to calibration and model comparison * Introduction to making decisions with Bayesian models #### [10:30 - 11:00] Coffee -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -0,0 +1,37 @@ ## Stan in Insurance Workshop 17 July 2018 #### [9:00 - 10:30] Eric Novik - Intro to Stan, including: - Coding linear regression to assess wine quality - Demonstrating important parts of the Stan program - Doing some basic posterior predicting checking - Introduction to calibration and model comparison - Introduction to making decisions with Bayesian models #### [10:30 - 11:00] Coffee #### [11:00 - 12:30] Paul-Christian Bürkner - From classical GLMs to multi-level models - Comparing classical GLMs with bayesian GLMs using rstanarm - Building more complex multi-level models using brms - Examples from pricing and claims reserving #### [12:30 - 13:30] Lunch #### [13:30 - 14:30] Mick Cooney & Jake Morris - Case studies from the insurance industry - Loss development curves in Stan (Mick Cooney) - Hierarchical compartmental reserving models (Jake Morris) #### [14:30 - 15:00] Coffee #### [15:00 - 17:00] Working in groups with support of the presenters - Work on your own problems or work through on of the following examples: - [Loss curve case study (Mick Cooney)](http://mc-stan.org/users/documentation/case-studies/losscurves_casestudy.html) - [Extreme value case study (Aki Vehtari)](http://mc-stan.org/users/documentation/case-studies/gpareto_functions.html) - [Various insurance related examples from Markus Gesmann](https://magesblog.com/tags/stan/) - [Examples from the `brms` vignettes (Paul-Christian Bürkner)](https://CRAN.R-project.org/package=brms)