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Actuarial Shareware

Actuarial Shareware. Stephen Mildenhall http://www.mynl.com. Program. Demos Status of package Volunteers. Demos. FFTs vs shifted lognormals to compute aggregate distributions Loss development, confidence intervals Regression tools Histograms, 2D histograms

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Actuarial Shareware

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  1. Actuarial Shareware Stephen Mildenhall http://www.mynl.com

  2. Program • Demos • Status of package • Volunteers

  3. Demos • FFTs vs shifted lognormals to compute aggregate distributions • Loss development, confidence intervals • Regression tools • Histograms, 2D histograms • Task-Project Manager Philosophy • Myers-Read demo • Cool stuff

  4. Status of Package • GREAT home page http://www.mynl.com/GREAT/home.shtml • Contains latest distribution of tools • Installs to c:\program files\GREAT • Registers DLLs • Can be uninstalled using Control Panel, Add/Remove Programs • NT4.0 (SP4), 2000 or XP required • Excel 97 or later required for Add-In • User must manually add the add-in c:\program files\great\greatools400.xla • Some laptops require slightly different load

  5. Status of Package • Documentationhttp://www.mynl.com/GREAT/help.shtml • Currently more aimed at developers than users • Modules, functions and subs, menu commands • Automatically generated from source code • Help in toolkit links to internet site

  6. Status of Package • Bugs: yes • Tested: not entirely • Curse of proliferating options • Development • Regression tools not completed • Extend to include Zehnwirth-like triangle analysis tools • Visualization component being re-written • SADCo, FFT tools largely complete • More distributions • Testing • Memory leak • Iman-Conover, multivariate sample section needs re-writing

  7. Status of Package • Tools • VBA Add-in • 14,000 lines of code • C++ • VISCo VTK • SADCo FFTW, Blitz++ • LinAlg2 Lapack (Fortran) • Variant • HTML, XML, CSS

  8. Volunteers • Testers Grade A • Testers Grade B • Contributors • Proselytizers and Users

  9. Volunteers • Testers Grade A • Look at code, check the math, generate examples, help write documentation • Testers Grade B • Does it run on your machine? • Looking for a range of machine types and OSs • Download, install, run some samples, report

  10. Volunteers • Contributors • Pure Excel (add-in code), COM-objects • Nothing proprietary! Methods not parameters • Proselytizers and Users • All pointless unless people start using tools • Goal Actuaries regard an aggregate distribution as just another parametric distribution

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