UsefulLinks

Contents

 

Contents Google Scholar Mildenhall Aggregate Loss Tools (MALT) Open Science Project

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Google Scholar

 

Search for academic papers at google scholar

 

You can find papers by author - use

Author:"D Mango"

 

It will also tell you the number of citations that the paper has so you can get a reasonable idea whether it is a significant paper or not

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Mildenhall Aggregate Loss Tools (MALT)

 

This site was built to promote the use of internet-based technology in the actuarial profession, and which use the internet to deliver information useful to actuaries. It provides:

 

• An interactive tutorial for Shaun Wang's 1998 PCAS paper "Aggregatation of Correlated Risk Portfolios: Models and Algorithms." The tutorial allows the user to experiment with many of the methods Wang introduces.
• Several extensions to Wang's methods, including tools for modeling both loss & ALAE, and net & ceded losses as bivariate distributions.
• An implementation of a Bayesian-Bootstrap method for determining confidence intervals on reserves and for updating ultimate aggregate loss distributions with information from a loss development triangle.

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Open Science Project

 

The OpenScience project is dedicated to writing and releasing free and Open Source scientific software. They publish a regular blog and a list of open source scientific applications. Actuaries may find a few of the mathematical ones interesting, e.g. Maxima, a computer algebra system similar to Maple.