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

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. Content: Academic Press Rapid Manuscript Reproduction, Page ii Front Matter, Page iii Copyright, Page iv Dedication, Page v Contributors, Pages ix-x Preface, Page xi SOME IDEAS IN COMPUTATIONAL PROBABILITY, Pages 1-10, Ulf Grenander COMPUTATIONAL PROBLEMS RELATED TO THE GALTON-WATSON PROCESS, Pages 11-37, Marcel F. Neuts CENTRAL LIMIT ANALOGUES FOR MARKOV POPULATION PROCESSES, Pages 39-69, Donald R. McNeil, Siegfried Schach THE STOCHASTIC NATURE OF PENSION COSTS, Pages 71-89, Arnold F. Shapiro AN APPROXIMATION METHOD TO CALCULATE THE VALUE OF A MATURITY GUARANTEE UNDER A LEVEL-PREMIUM-EQUITY-BASED CONTRACT, Pages 91-99, Phelim Paul Boyle EFFICIENT SORTING BY COMPUTER: AN INTRODUCTION, Pages 101-130, Robert Sedgewick SYMBOLIC INFORMATION PROCESSING, Pages 131-154, Kenneth M. Levine, Peter Masters APL FOR ACTUARIES, Pages 155-171, Donald L. Orth BACKWARD POPULATION PROJECTION BY A GENERALIZED INVERSE, Pages 173-183, T.N.E. Greville, Nathan Keyfitz ACCOUNTING PRINCIPLES FOR LIFE INSURANCE: REFLECTIONS ON LANGUAGE AND NOTATION, Pages 185-230, Gottfried Berger REVERSIONARY ANNUITIES AS APPLIED TO THE EVALUATION OF LAW AMENDMENT FACTORS, Pages 231-247, Lena Chang NON LIFE BUSINESS AND INFLATION, Pages 249-255, Harald Bohman NUMERICAL FOURIER INVERSION, Pages 257-260, Harald Bohman SOME PRACTICAL CONSIDERATIONS IN CONNECTION WITH THE CALCULATION OF STOP-LOSS PREMIUMS, Pages 261-286, Hans U. Gerber, Donald A. Jones SIMULATION OF A MULTI RISK COLLECTIVE MODEL, Pages 287-301, John A. Beekman, Clinton P. Fuelling EXPERIMENTAL COMPUTATION, Pages 303-310, Richard Vitale PARTITIONING FOR HOMOGENEITY, Pages 311-323, Donald E. McClure CORRELATES OF LIFE INSURANCE LAPSATION, Pages 325-335, J.R. Brzezinski SOME PRACTICAL NOTES ABOUT SOLVING THE LUNDBERG RISK EQUATION, Pages 337-340, Nils Wikstad Proceedings Of The Acturial Research Conference On Computational Probability, Held At Brown University, Providence, Rhode Island, August 28-30, 1975. Sponsored By The Committee On Research Of The Society Of Actuaries And The Department Of Applied Mathematics Of Brown University ; Edited By P. M. Kahn. Includes Bibliographies.