Description: This article looks at an extensive integrated collection of financial mathematical modeling packages available in R, a language and environment for statistical computing.

Description: This article discusses the need for a sophisticated modeling system capable of analyzing the impact of the variables present in pension plan projections and providing management with information which it may act upon.

Description: This presentation is a Teaching Session, number 38TS, from the 1999 Valuation Actuary Symposium, held September 23-24 in Los Angeles. The instructors provide an introduction into how complex adaptive systems [CAS] can be applied to solve actuarial problems. They provide a general overview of CAS, including genetic algorithms, neural network, nonlinear modeling, and agent-based modeling, provide recent examples of applications to business problems, and discuss how CAS approaches can be used to address actuarial pricing and valuation issues, such as modeling customer behavior. Discussion from participants is included.

Description: Article Disparate Origins Of Life And Non-Life Insurances by Beard in The Actuary, February 1979, Volume 13, Number 2

Description: A disscussion of actuar R, an R package for actuarial science, and its facilities in the fields of loss distribution modeling, risk theory and credibility theory.

Description: This article discusses how to get data into and out of R, an open source language for statistical computing.

Description: This paper is from Transactions of Society of Actuaries 1955 Volume 7, Number 17. The author notes that in mortality studies the ‘natural’ unit for exposures and deaths is number of lives, but often more insight is gained by use of other weights, such as face amount. In this paper, the author develops a method which, ‘by a combination of exposed to risk formulas, provides a comparatively simple procedure to permit consideration of weights which vary during the observation period.’

Description: David shares his thoughts on using Microsoft's High Performance Computing Server, or HPCS, to cluster computer resources, improve timely performance, and reduce actuarial modeling costs.

Description: This paper proposes to put the environment into financial markets. It explains how to do it, and why the financial approach is practically the only one able to stop and invert environmental degradation. The author concentrates on deforestation which is the largest environmental problem in the third world, and explains how to start the project and what kind of optimization problems should be solved for applications of the project.

Description: This presentation, session number 83CS at the 1999 Spring Meeting of the Society of Actuaries, held June 16-18 in Seattle, is a preview of an actual Course 7. The presenters, two experienced researchers, lead the discussion and a demonstration of a case study from the modeling Course 7. Discussion from participants is included. From the Record of the Society of Actuaries, Vol. 25, No. 2.