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HPC Server Reduces Costs of Actuarial Modeling
aspx[2/15/2012 3:05:29 PM] ISSUE 34 | JANUARY 2010 Table of Contents Letter From The Chair Editor's Notes ... modeling applications. Hedging, ALM, seriatim valuation, stochastic projections, product pricing, cash ...- Authors: David T Dorfman
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods
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The Actuary’s High-Performance Computing Challenge
reserves and capital will be based on stochastic valuation, earnings pro- jections will require stochastic ... reserves and capital based on 1,000 paths at each valuation point for a 30-year monthly projection requires ...- Authors: David T Dorfman, Don Canning
- Date: Apr 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Technology & Applications; Technology & Applications>Software