Description: Presented at August 2011 46th Actuarial Research Conference. Compression methods improve model run time. This talk discusses compression features, trade-offs, validation, and recommended practice.

Description: This abstract describes a paper that considers an alternative way of estimating distribution parameters for nonnegative random variables.

Description: This article summarizes a method for measuring the credibility of a prediction from a logistic generalized linear model (GLM).

Description: This document provides answers to the exercises in the report titled Complexity Science – an introduction and invitation for actuaries:.

Description: The cloud inspires awe and fear in equal parts these days. There is a need to learn more, but there’s much information to learn and it may be difficult to know what to learn next. In this session, we’ll carve off a small corner of the cloud and make it your own. Setting up a Data Science Virtual Machine on Digital Ocean will be demonstrated. It’s the fastest way to get a data science development environment setup for your own use. Many of the topics and ideas covered will apply to almost all other cloud offerings. What use cases Digital Ocean is good for, and what use cases you should look elsewhere for, will also be discussed.

Description: Appendix to the Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries. The Development of a Simulation Model of Primary Prevention Strategies for Coronary Heart Disease

Description: The Product Development Section, the Financial Reporting Section, the Modeling Section and the Committee on Life Insurance Research are pleased to present new research on modeling and forecasting cause-of-death mortality. Authored by a Milliman team led by Alexandre Boumezoued, the report develops a framework for forecasting cause specific death rates. Included also is a Cause of Deaths Forecasting Tool and a user guide for the tool.

Description: We ask whether we can find support for the previously reported upper limit of the force of mortality of 0.7, i.e. about the probability of tossing a fair coin.

Description: This paper presents an analysis of mortality in a sample of 441adults aged 55 to 85 at baseline, who were observed for eight years. The study was initiated for the purpose of analyzing age-related changes in a variety of physical variables and their impact on functional independence. The modeling approach is discussed and the factors which were most significantly related to mortality.

Description: Eric Friedman’s comments on ‘The Case for Stochastic Present Values,” by Dimitry Mindlin