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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.
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
Partitioning for Homogeneity
Correlates of Life Insurance Lapsation
Some Practical Notes about Solving the Lundberg Risk Equation
- No. of pages:
- © Academic Press 1980
- 1st January 1980
- Academic Press
- Hardcover ISBN:
- eBook ISBN:
- Paperback ISBN:
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