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On February 15th, IFM2, the Institute of Financial Mathematics in Montréal will organize an (one day) Executive workshop on Econometric Modeling in Finance and Insurance with the R language. The event is not yet mentioned in the calendar, but the syllabus can be downloaded here. Additional details (slides and R code) will be available soon, on this blog. In the morning, it will be an introduction to the R langage, and in the afternoon, we will focus on applications,Principal components analysis and application to yield curvesRegression tree, logistic regression and application to credit scoringPoisson regression and applications to claims reserving (IBNR) and projected mortality tables (LifeMetrics)