Tag Archives: Christophe Dutang

Some updates about the insurance datasets package (CASdataset)

Ten years ago, Computational Actuarial Science with R was published. With Christophe Dutang, we created at the same time an R package, collecting datasets used in the book. It was mainly to give access to the datasets to reproduce the applications, since functions used in the different chapters were coming from other R packages. Then, we started adding more and more datasets, not used in the book, but that could be used by researchers and students. We are quite happy to see that those datasets are now considered as a benchmark in actuarial and insurance litterature (and also outside the community, actually).

The maintenance was a bit complicated since it was not possible to be hosted by the CRAN (Comprehensive R Archive Network), so it was either on Christophe’s github repo, or on a dedicated website at UQAM. Christophe’s repo

https://dutangc.github.io/CASdatasets/

is under construction (or major refreshing, with Ewen Gallic), and several vignettes will be added, created by ). Actually, we encourage colleagues, or students, who used datasets from the package to share some codes, we can now host the application. And there is also the following repository,

https://entrepot.recherche.data.gouv.fr/

Hence, the dataset has now an official DOI, which makes it easier to cite doi:10.57745/P0KHAG. And  the following bib file can be obtained,

@data{P0KHAG_2024,
author = {Dutang, Christophe and Charpentier, Arthur},
publisher = {Recherche Data Gouv},
title = {{Insurance dataset}},
year = {2024},
version = {V1},
doi = {10.57745/P0KHAG},
url = {https://doi.org/10.57745/P0KHAG}
}

IDSC’24, Insurance Data Science Conference, in Stockholm

Great time at the IDSC’24, Insurance Data Science Conference, in Stockholm, those two days…

I am glad to see so many people using the datasets of the CASdatasets package… good news, we are working with Christophe Dutang, Julien Siharath and Ewen Gallic this summer to enrich it, with fresh and new data, and with vignettes ! more about it this Fall !