Actuarial Shareware Stephen Mildenhall

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Presentation transcript:

Actuarial Shareware Stephen Mildenhall

Program  Demos  Status of package  Volunteers

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

Status of Package  GREAT home page  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

Status of Package  Documentation  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

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

Status of Package  Tools  VBA Add-in  14,000 lines of code  C++  VISCo VTK  SADCo FFTW, Blitz++  LinAlg2Lapack (Fortran)  Variant  HTML, XML, CSS

Volunteers  Testers Grade A  Testers Grade B  Contributors  Proselytizers and Users

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

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