Description: Description of the scheduled sessions that are either sponsored or co-sponsored by the E&R Section.

Description: This article looks at an extensive integrated collection of financial mathematical modeling packages available in R, a language and environment for statistical computing.

Description: A disscussion of actuar R, an R package for actuarial science, and its facilities in the fields of loss distribution modeling, risk theory and credibility theory.

Description: This article presents an introduction and overview of the R language. From Expanding Horizons, April 2007.

Description: Overview of the session “Analytics You Should Know, but Don’t” which took place at the 2007 SOA Annual Meeting in which R, an open source language for statistical computing, was discussed.

Description: This displays the content data in a full screen editor of the fix(MyData) command.

Description: This 1997 presentation from the 32nd Actuarial Research Conference develops a stochastic generator for the generation of scenarios of the S&P 500 index, dividend yield, consumer price index, and U.S. Treasury yields. The authors first create a set of 'stylized facts' for these series. They estimate statistical models for these series. These in-sample statistical models are themselves not suitable for generation of scenarios for decision making, but instead are additional 'stylized facts' that assist in model development. The 'best' statistical model according to standard statistical model selection criteria can easily lead to a model that is highly unsuitable for generation of scenarios for decision making. The authors develop a stochastic generator that is suitable for decision making under uncertainty.