Computational Probability : the Proceedings of the Actuarial Research Conference on Computational Probability Held at Brown University, Providence, Rhode Island, on August 28-30, 1975.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores Corporativos: Actuarial Research Conference on Computational Probability Brown University, Society of Actuaries. Committee on Research, Brown University. Department of Applied Mathematics
Otros Autores: Kahn, P. M. (Paul Markham)
Formato: Electrónico Congresos, conferencias eBook
Idioma:Inglés
Publicado: New York : Academic Press, 1980.
Temas:
Insurance > Mathematics > Congresses.
Insurance > Statistical methods > Congresses.
Probabilities > Congresses.
Assurance > Math�ematiques > Congr�es.
Assurance > M�ethodes statistiques > Congr�es.
Probabilit�es > Congr�es.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Insurance > Mathematics
Insurance > Statistical methods
Probabilities
Congress
proceedings (reports)
Conference papers and proceedings
Conference papers and proceedings.
Actes de congr�es.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Front Cover; Computational Probability; Copyright Page; Table of Contents; Contributors; Preface; Chapter 1. Some Ideas in Computational Probability; References; Chapter 2. Computational Problems Related to the Galton- Watson Press; I. THE PROBABILITY DISTRIBUTIONS OF PHASE TYPE; 2. THE SUCCESSIVE GENERATION SIZES IN A GALTON-WATSON PROCESS; 3. A GALTON-WATSON PROCESS EMBEDDED INTHE MX /G/1 QUEUE; 4. THE MACIMUM GENERATION SIZE BEFORE EXTINCTION; 5. THE PROBABILITY OF EVENTUAL ABSORPTION; REFERENCES; Chapter 3. Central Limit Analogues for Markov Population Processes; 1. SUMMARY.
  • 2. A CENTRAL LIMIT THEOREM FOR UNIVARIATE PROCESSES3. MULTIVARIATE MARKOV PROCESSES; 4. PROBLEM OF THE TWO SEXES; 5. MULTIVARIATE GENERALIZED EHRENFEST PROCESS; 6. GROWTH OF TWO CITIES; 7. SOME RELATED RESULTS; REFERENCES; Chapter 4. The Stochastic Nature of Pension Costs; SUMMARY; INTRODUCTION; THE PROBABILITY OF A GIVEN NUMBER OF EMPLOYEES AT EACH AGE; THE PROBABILITY THAT EXPECTED RETIREMENT COSTS EXCEED ACTUAL RETIREMENT COSTS; WORKING FORMULAE FOR THE DETERMINATION OF THE PROBABLE ADEQUACY OF EXPECTED PENSION COSTS; ESTIMATES OF THE ADEQUACY OF EXPECTED PENSION COSTS; COMMENT; REFERENCES.
  • Chapter 5. An Approximation Method to Calculate the Value of a Maturity Guarantee under a Level-Premium Equity-Based ContractINTRODUCTION AND SIMULATION METHOD; THE APPROXIMATION METHOD; ACKNOWLEDGEMENTS; REFERENCES; Chapter 6. Efficient Sorting by Computer: An Introduction; SUMMARY; INTRODUCTION; INTERNAL SORTING: HEAPSORT; EXTERNAL SORTING: REPLACEMENT SELECTION AND POLYPHASE MERGE; CONCLUSION; REFERENCES; Chapter 7. Symbolic Information Pressing; I. ANALYSIS OF ALGORITHMS; II. AN ARTIFICIAL INTELLIGENCE APPROACH TO BUSINESS DATA PROCESSING; APPENDIX: GRAPHS AND TREES; REFERENCES.
  • Chapter 8. APL for ActuariesCONCLUDING COMMENTS; Chapter 9. Backward Population Projection by a Generalized Inverse; 1. THE PROBLEM; 2. A GENERALIZED INVERSE OF THE LESLIE MATRIX; 3. RELATION TO THE CLASSICAL INVERSE; 4. APPLICATION; REFERENCES; Chapter 10. Accounting Principles for Life Insurance: Reflections on Language and Notation; INTRODUCTION; PART 1. ACCOUNTING PRINCIPLES; REFERENCES; Chapter 11. Reversionary Annuities as Applied to the Evaluation of Law Amendment Factors; INTRODUCTION; I. THE LOGISTICS UNDERLYING ANNUITY ASSIGNMENTS; II. THE IMPLEMENTATION FOR COMPUTATION.
  • III. AN ILLUSTRATION. FECA PROPOSED BENEFIT LEVEL CHANGE FOR FATAL SURVIVOR TO MEET THE NATIONAL COMMISSION ON STATE WORKMEN'S COMPENSATION LAWS LEVELREFERENCES; Chapter 12. Nonlife Business and Inflation; Chapter 13. Numerical Fourier Inversion; Chapter 14. Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums; 1. WHY THE EXPONENTIAL PRINCIPLE; 2. MEREU'S FORMULA, OR WHY THE TAIL IS NOT A PROBLEM; 3. THE COMPOUND POISSON DISTRIBUTION; 4. THE METHOD OF DISPERSAL; 5. THE METHOD OF TRUNCATION; 6. AN ILLUSTRATIVE EXAMPLE; REFERENCES; Chapter 15. Simulation of a Multirisk Collective Model.

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