[R-sig-ins] General Insurance Data

Thu Oct 2 07:14:26 CEST 2014

Dan,

I haven't been following this thread, but your comment on patents caught my eye.

I am not an attorney either, but I think the patent law changed within the past 10 years to allow ideas to be patented. In fact, Guy Carpenter recently (within the past few years) filed for and received something like 22 patents on their reserving software. Reading the patent application it looks to me like only one of the patent items is an original idea from Guy Carpenter. It also seemed like everything they received patents for would have already been covered by copyright laws. If you are interested, you should be able to do an internet search for their patent application or if you can't find it I'm sure I have a copy someplace.

Mark

Mark Shapland, FCAS, FSA, MAAA  |  Senior Consulting Actuary   |  mark.shapland at milliman.com
Milliman   |  Liberty House, Unit 809, Level 8  |  Dubai International Financial Centre  |  Dubai P.O. Box 506784   |  United Arab Emirates
Main +971 4 386 6990   |  Fax +971 4 386 6950   |  Mobile +971 56 179 1532   |  milliman.com

-----Original Message-----
From: r-sig-insurance-bounces at r-project.org [mailto:r-sig-insurance-bounces at r-project.org] On Behalf Of Dan Murphy
Sent: Thursday, October 02, 2014 12:35 AM
To: Brian Fannin
Cc: R-Sig-Insurance at R-Project. Org; Edward Roche
Subject: Re: [R-sig-ins] General Insurance Data

I don't agree, Brian, that that's the question I'm begging.

I don't have all the details, but the story goes that a while back (pre21st
century?) an actuary tried to patent an actuarial method/calculation that he/she invented. I can't even remember if that attempt was successful. But the actuarial community was against such endeavors. I'm in that camp, having learned on my daddy's knee that you can't patent an idea. (He was not a patent attorney!)

OTOH, Apple Computer (and others) made a business out of patenting the look and feel of their products, including their software. (E.g., I cannot zoom in on an Instagram photo on my android phone, but last night was demonstrated the three-finger-tap to do it on an iphone!) I don't believe the tool that creates the look and feel is germane to the patent, but I'm not a patent attorney either.

On Wed, Oct 1, 2014 at 10:42 AM, Brian Fannin <BFannin at redwoodsgroup.com>
wrote:

>  That begs the question of which tool you prefer for a GUI? I’ll
> confess that it’s fairly easy to knock something together in Excel.
> However, I’d like to move to something that has more natural support for forms.
>
>
>
> *From:* Dan Murphy [mailto:chiefmurphy at gmail.com]
> *Sent:* Wednesday, October 01, 2014 1:22 PM
> *To:* Brian Fannin
> *Cc:* Christophe Dutang; Edward Roche; Markus Gesmann;
> R-Sig-Insurance at R-Project. Org
>
> *Subject:* Re: [R-sig-ins] General Insurance Data
>
>
>
> Thank you for that reference. Looks nice. More than the original
> poster was looking for?
>
>
>
> IMO, open-source is a great vehicle for distributing the guts
> engineering that accommodates data exchange and munging. OTOH, I'm not
> convinced that open-source is the right vehicle for distributing the
> "look and feel" of a GUI. But I'm "open" for persuasion. :)
>
>
>
> Dan
>
>
>
> On Tue, Sep 30, 2014 at 10:37 AM, Brian Fannin
> <BFannin at redwoodsgroup.com>
> wrote:
>
>  Can’t believe I forgot to mention that! I remember the presentation
> and it looks to be a very powerful tool. The integration with LaTeX is
> particularly nice.
>
>
>
> *From:* Christophe Dutang [mailto:dutangc at gmail.com]
> *Sent:* Tuesday, September 30, 2014 11:30 AM
> *To:* Brian Fannin
> *Cc:* Edward Roche; Markus Gesmann; chiefmurphy at gmail.com;
> R-Sig-Insurance at R-Project. Org
>
>
> *Subject:* Re: [R-sig-ins] General Insurance Data
>
>
>
> On the GUI part, there is a private software RPGM (
> http://www.pgm-solutions.com/) offering what Edward is looking for.
>
>
>
> This tool was presented at the r in insurance conference this year also!
>
>
>
> It is partially developed by an actuary.
>
> Christophe
>
>
> Le 30 sept. 2014 à 15:25, Brian Fannin <BFannin at redwoodsgroup.com> a
> écrit :
>
>  Edward,
>
>
>
> If I’m reading your message right, the problem seems to break down
> into two parts: 1) reshape claims data, either by aggregating
> individual claim amounts or reshaping data from wide to long. 2)
> Provide a GUI to guide the user through the process of munging the data so that it may be analyzed.
>
>
>
> On the first point, it would be helpful to identify a typical
> structure which must be modified. MRMR doesn’t have a function to go
> from wide to long as that’s a very simple melt command. The data I use
> in my work lives in a RDBMS in long format, so I’m sorted. I’ve toyed
> with the idea of a “collapse” function that would aggregate data along
> temporal dimensions, or summarize across a hierarchical axis (i.e. sum
> all of the territories into a single country). Such a function would
> be general enough that it could summarize individual claim
> transactions, though that’s likely better done by a database server.
>
>
>
> One the second point, note that an absence of a GUI is a universal
> issue with R. However, it’s worth emphasizing that this issue also
> exists with Excel. A comfortable user interface which permits users to
> flag columns as development, or origin period or whatever, must be
> constructed by hand. Dom Yarnell’s EBDEx tool was a great example of
> this. Shiny is a powerful option for a user interface to support the
> kinds of transformation you describe. It’s possible to upload and
> download files and there are a number of user widgets for
> identification of the structural elements of data. One may also
> display some basic ggplot type graphics for basic exploratory
> analysis. I’ve started a project called “shout” which will eventually
> be a GUI for MRMR. It’s been dormant for about three months, but have
> a look- or have a look at Shiny apps in general- and see if that’s a direction that makes sense.
>
>
>
> Do you have a GitHub repository list where others can contribute? Mine
> may be found here: https://github.com/PirateGrunt/.
>
>
>
> Also, have a look at XLConnect. RExcel actually requires a commercial
> license, whereas XLConnect is GPL 3. XLConnect allows one to read and
> write to/from Excel files. This is what I use for the “write.excel”
> method in MRMR.
>
>
>
> Regards,
>
> Brian
>
>
>
> *From:* Edward Roche [mailto:ed.roche at yahoo.co.uk
> <ed.roche at yahoo.co.uk>]
> *Sent:* Monday, September 29, 2014 7:19 PM
> *To:* Brian Fannin; 'Markus Gesmann'; Christophe Dutang;
> chiefmurphy at gmail.com
> *Cc:* R-Sig-Insurance at R-Project. Org
> *Subject:* Re: [R-sig-ins] General Insurance Data
>
>
>
> Hi All,
>
> Thank you all for your responses. What I have in mind is a package to
> help with the initial stage of getting claims data into R and ready to
> use (formatting etc) before any modeling is done. Effectively to
> provide a workflow for working with actuarial claims data.
> My past experiences, using GI reserving projection programs, have
> usually involved a stage to summarise the data in some format then
> later feed this data into a program, be it a proprietary program or one of the R packages.
> The key stage I wish to contribute to here is where the data has to be
> fed in to R. MRMR and ChainLadder do allow for reshaping of the data
> (and loading data) but I would like to build on the functionality in
> these packages while not reinventing the wheel. I will take some time
> to digest the MRMR package as this does seem to have a lot of
> functionality that I could use for manipulating the data.
>
> A package providing a workflow to get data into a basic tabular
> structure would act as a stepping stone for getting claims data
> available and cleaned for use in packages such as ChainLadder or MRMR.
> It would even be easier to perform other more basic analysis. As I see
> it at the moment when someone gets to the stage that the data is
> loaded and formatted in R they are basically ready to go and use MRMR
> or ChainLadder *but* this is a very big hurdle for novice R users who
> typically have data stored elsewhere (SAS, SQL Excel or other flat
> files). Even moving from Excel to R, where data can be stored in
> objects as opposed to tables is a giant leap in its own right and I
> fear this is the stage where a lot of novice R Actuarial users are
> lost or lose confidence in R. I am not a professional programmer and I
> am not very knowledgeable about different types of connections or
> porting files from one format to another so I was hoping to leave that
> up to packages such as RODBC or xlsx. My idea is to provide a workflow
> structure to load claims data into a data.table using a simple GUI
> interface. Its worth mentioning, I have come across RExcel which
> allows you to call R from Excel but what I am talking about is
> somewhat different in that your using R as the backbone, rather than
> Excel, for storing and manipulating the data. This would at the same
> time leave the data in familiar tabular format but helper functions
> could pivot the data and allow novice R users to create triangles intuitively or extract useful representations such as latest diagonals cumulative data, in year data etc.
> It would still be easy to manipulate the basic underlying data
> structure if desired as it is just a data.table but helper functions
> would give it intuitive Actuarial functionality. The goal would be to
> reduce the time to close to zero for a novice R Actuarial user to go
> from using existing data (e.g. Excel or SAS) to a data object that
> could then be passed to ChainLadder, MRMR or ggplot2.
> The package Rattle,, has a lovely GUI interface for loading data. I
> have something like this in mind to get people started. A GUI
> interface could be used to specify key fields and formats such as
> origin period etc. The data stored in R as a data.table would still be
> in a very familiar tabular format and look similar to what novice R
> users are used to when they have worked with data stored elsewhere in
> SQL, SAS or Excel files.  This would provide a bit of reassurance  to
> get working in R. It would also facilitate novice R users to plot the
> data using ggplot or googlevis, reshape it, summarise it in tables for
> printing and you also get the benefit that the data.table structure is quite efficient for working with big in memory data.
>
> My recent background is claims reserving in a GI company and claims
> data is what I have initially in mind to tackle. Other data such as
> pricing data, time series etc would also certainly lend themselves to
> more specialised Actuarial data structures and I think I could work on
> these down the road.
>
> From my description above the package might just sound like its to
> load and format the data. This is a non trivial exercise for novice R
> users and such a package would reduce the barrier for people adopting
> R especially at work. At the optimistic end of the scale I also think
> it could make development data analysis accessible to non Actuaries
> and could even be useful in other fields. I would love the help from
> anyone that is interested in contributing as I am working on this solo
> at the moment. I wish to work a bit on a basic proof of concept first
> and when I get it working I will load it to git hub and post some links to this mailing list.
> I wanted first to check that such a package does not exist but it will
> take a bit of time to get something useful and working. I also
> appreciate any comments, contributions or feedback.
>
> Thanks again for the help
>
> Regards
> Edward Roche
>
> On 29/09/14 02:03, Brian Fannin wrote:
>
> Edward,
>
>
>
> It may not be exactly what you're looking for, but MRMR could have some things you might like. My primary aim was to develop a package which made data manipulation for loss reserving a bit more efficient. However, it has application in a more general context as well. It begins with a clear, robust yet flexible notion of an origin period (accident/underwriting/report year). For each origin year, one may store measured observations, which have an arbitrarily complex set of dimensions. For example, written premium is allocated to territory, line of business, currency, etc. For loss reserving, we go a step further and allow those measures to change at regular evaluation points.
>
>
>
> That's that for the data structure. I've tried to build in reasonable support for simple multidimensional/multivariate visualizations. I've got a lot more work to do here, but it's a good start. There's also a new generic method "write.excel" which stores information to a spreadsheet in a reasonable way. This is a pragmatic feature to facilitate data exchange with folk who aren't yet using R. The loss reserving methods presume a linear model framework with chain ladder as a special case. We use mixed effects regression for "loss reserving with credibility".
>
>
>
> Attached is a very short vignette which may help you to understand how the package is meant to be used. I'm happy to talk more about it, if you're interested.
>
>
>
> Note that I'm describing features on the development version of MRMR. The CRAN version is more limited. I hope to get the new version submitted and approved before the end of the year.
>
>
>
> Regards,
>
> Brian Fannin
>
>
>
> -----Original Message-----
>
> From: Markus Gesmann [mailto:markus.gesmann at googlemail.com
> <markus.gesmann at googlemail.com>]
>
> Sent: Sunday, September 28, 2014 6:36 AM
>
> To: Christophe Dutang
>
> Cc: Edward Roche; R-Sig-Insurance at R-Project. Org; Brian Fannin
>
> Subject: Re: [R-sig-ins] General Insurance Data
>
>
>
> Hi Edward,
>
>
>
> Have you looked at Brian Fanin's MRMR package, http://cran.r-project.org/web/packages/MRMR/index.html or https://github.com/PirateGrunt/MRMR?
>
> The package provides quite a bit on infrastructure for dealing with triangle like data.
>
>
>
> Regards
>
>
>
> Markus
>
>
>
> On 27 Sep 2014, at 14:08, Christophe Dutang <dutangc at gmail.com> <dutangc at gmail.com> wrote:
>
>
>
>  Dear Edward,
>
>
>
> To my knowledge, there is no single package doing data manipulation in the insurance context.
>
>
>
> There are package for manipulating from database manager and other
>
> proprietary softwares : see
>
> http://cran.r-project.org/doc/manuals/r-release/R-data.html
>
>
>
> Maintaining the CASdatasets package, I face to some of your problem to read SAS or excel files. Typically the case, where there is a separator for thousand. I did write some R functions :
>
> - readfunc(filelist, yearlist, sheetname, pattern, nrow, ncol,
>
> colname, col2conv, echo=FALSE, row2rm=NULL) : read a list of excel
>
> file to extract the same sheet and concatenate the whole
>
> - str2num(x) : convert a character string to a numeric dealing with
>
> thousand separator
>
> - concatmultcol(df, nbinfo, nbblock, col2foot, col2conv, col2rmpre,
>
> cm2rmpost, cname2trunc=NULL, echo=FALSE) : concatenate blockwise data into a rowwise dataframe etc...
>
> In such function, I read excel files with gdata package.
>
>
>
> As you say, for manipulating triangles, there are functions in ChainLadder. By the way, I propose cum2incr and incr2cum to M. Gesmann. Another function shrinkTriangle was not kept in this package: this function computes an annual triangle from a monthly or quarterly basis.
>
>
>
> For manipulating string, there is a good book by Gaston Sanchez, see
>
> http://gastonsanchez.com/work/
>
>
>
> At the last R in insurance conf, there was a good presentation of data manipulation (see http://www.cass.city.ac.uk/news-and-events/conferences/r-in-insurance-2014/r-in-insurance,-conference-programme and ask for presentation file).
>
>
>
> Do you have a detailed list of what type of data you want to
>
> manipulate? for which purpose? (is it only for reserving purpose?) If you are willing to create a package, I will be happy to contribute.
>
>
>
> Regards, Christophe
>
> -
>
> Christophe Dutang
>
> LMM, UdM, Le Mans, France
>
> web: http://dutangc.free.fr
>
>
>
> Le 27 sept. 2014 à 01:16, Edward Roche <ed.roche at yahoo.co.uk> <ed.roche at yahoo.co.uk> a écrit :
>
>
>
>  Hi all,
>
> I am interested in a package for working with General Insurance data, i.e. something that deals with the initial stage of getting GI data into R, reshaping it and subsetting it before performing projections using packages such as ChainLadder or claim development visualisations using googlevis.
>
>
>
> When working with GI data before you can do any meaningful analysis or projections you need to get your data in the right format. Typically you might start with incremental long format data showing claim transactions and this needs to be reshaped and summarised into triangle matrices (e.g.  paid and incurreds). You can then perform projections with packages such as ChainLadder or other simple development methods. This initial manipulation stage is not always easy to do especially for novice users of R. There are helper functions in the ChainLadder package such as incr2cum, as.triangle etc that let you perform conversions on the fly but I cant find anything for the wholesale restructuring or manipulation of GI data such as converting it from Annual Quarterly to Annual Annual etc. This type of manipulation is very easy to do in some proprietary software (not R based) that I use on a daily basis.
>
> I am considering working on a package that would generally provide helper functions to load untidy GI data into R and let a novice R user perform restructuring and manipulation on the fly.  I envisage a GUI such as is available in Rattle to load the data and specify the key variables and formats. Once the data is loaded intuitive helper functions would let you manipulate it on the fly. For example you might wish to pick out paid and incurred triangles, subset the data in some way or convert it to Annual Annual or from cumulative to incremental.
>
>
>
> My question for this mailing list is are there any such packages out there? or is anyone working on something like this? I would love to get involved if so. Any other thoughts?
>
>
>
> Thanks
>
> Ed
>
>
>
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