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Experiences using SAS and R in insurance and banking

  • Sep 13, 2011 · 5:30 PM
  • This location is shown only to members

For  our August meeting, Hong Ooi, will  talk about some of the more interesting projects he used R for in the last year. These include fitting models for mortgage loss given default, a Monte Carlo application for stress-testing loan portfolios (in combination with Excel and SAS), a framework for calculating through-the-[economic-]cycle probabilities of default, and possibly others. I'll also talk about some of the challenges involved in getting R accepted in a conservative financial institution workplace.

About our speaker - Hong Ooi graduated from Macquarie University with a BEc in actuarial studies, then worked with NRMA Insurance/IAG in Sydney for many years. Completed a Masters in Applied Stats from Macquarie in 1997, and a PhD in statistics from ANU from 2000-2004. Displayed impeccable timing by switching jobs to St George Bank on the eve of the global financial crisis. Now with ANZ Bank in Melbourne, and adapting to the rigours of life south of the border.

We will be having a webcast for remote members this month. To RSVP REMOTELY:

  • Email the organisers(We co-ordinate remote attendance offline)
  • Please RSVP on the activity page with a comment that you are a Remote attendee (we use the RSVP system to measure expected headcount)

If you have any questions regarding remote attendance, please email Louise or Eugene directly.

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  • A former member
    A former member

    Enjoyed the presentation & networking

    September 14, 2011

  • Zaneta P.

    Excellent talk, thanks very much :)

    September 14, 2011

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