Markus Gesmann
Markus Gesmann is responsible for research and modelling at Vario Partners.
Prior to Vario, he headed up the Analysis function at Lloyd's of London for eight years, where he was responsible for market-wide analytical research and development.
Before Lloyd's, he was responsible for pricing at Libero Ventures, a start-up backed by Lehman Brothers. There he developed new technology to transfer underwriting risk into capital markets.
Markus is the maintainer of the claims reserving ChainLadder package and he is the founder of the Insurance Data Science conference. He is a regular speaker at industry conferences.
Talks I've Given
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Risk Analysis: Experience vs Data
Featuring Markus Gesmann
How can we asses risks with small data sets? One of the challenges in insurance is that despite having many customers, insurance companies often have only small amounts of claims data with which they can assess risks.
javascript risk-modelling inference insurance stan r bayesian small-data-sets risk-analysis bigdata quants