Functional Code on a Graph - Calculating Reinsurance Recoveries

Speaker: Mick Cooney

In this talk, we will discuss the use of Directed Acyclic Graphs (DAGs) as a way to facilitate the complex interaction of a related sequence of reinsurance treaties.

Using a combination of the tidyverse, domain knowledge, functional technques and iteration, we show how to decompose various issues down and provide a full audit trail to help diagnose the weird and non-intuitive results that these calculations often present.

Mick Cooney is one of the organisers of Dublin Data Science and gives talks when he cannot find any other speakers. It has been statistically proven that he makes bad tea.