Computational Probability

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

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  • Editor: P. M. Kahn
  • eBook ISBN: 9781483273617

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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

  • No. of pages: 352
  • Language: English
  • Copyright: © Academic Press 1980
  • Published: January 1, 1980
  • Imprint: Academic Press
  • eBook ISBN: 9781483273617

About the Editor

P. M. Kahn

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