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Computational Probability

The Proceedings of the Actuarial Research Conference on Computational Probability Held at Brown University, Providence, Rhode Island, on August 28-30, 1975

  • 1st Edition - January 1, 1980
  • Latest edition
  • Editor: P. M. Kahn
  • Language: English

Computational Probability is a collection of papers presented at the Actuarial Research Conference on Computational Probability and related topics, held at Brown University on… Read more

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Description

Computational Probability is a collection of papers presented at the Actuarial Research Conference on Computational Probability and related topics, held at Brown University on August 28-30, 1975. This 19-chapter book explores the development of computational techniques in probability and statistics and their application to problems in insurance. It covers six general topics, including computational probability, computational statistics, computational risk theory, analysis of algorithms, numerical methods, and notation and computation. Applications covered both life and nonlife insurance. This book will prove useful to applied mathematicians, statisticians, and computer scientists.

Table of contents


Contributors

Preface

Some Ideas in Computational Probability

Computational Problems Related to the Galton—Watson Press

Central Limit Analogues for Markov Population Processes

The Stochastic Nature of Pension Costs

An Approximation Method to Calculate the Value of a Maturity Guarantee under a Level-Premium Equity-Based Contract

Efficient Sorting by Computer: An Introduction

Symbolic Information Pressing

APL for Actuaries

Backward Population Projection by a Generalized Inverse

Accounting Principles for Life Insurance: Reflections on Language and Notation

Reversionary Annuities as Applied to the Evaluation of Law

Nonlife Business and Inflation

Numerical Fourier Inversion

Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums

Simulation of a Multirisk Collective Model

Experimental Computation

Partitioning for Homogeneity

Correlates of Life Insurance Lapsation

Some Practical Notes about Solving the Lundberg Risk Equation

Product details

  • Edition: 1
  • Latest edition
  • Published: September 23, 2014
  • Language: English

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