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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 ...

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    • Authors: David T Dorfman
    • Date: Jan 2010
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: CompAct
    • Topics: Modeling & Statistical Methods
  • 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 ...

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    • 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