On APL software for credibility theory

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On APL software for credibility theory

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International Conference on APL archive
Proceedings of the international conference on APL: APL in transition table of contents

Dallas, Texas, United States

Pages: 103 - 127

Year of Publication: 1987

ISBN:0-89791-226-8

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Author

M. J. Goovaerts

K.U. Leuven (Belgium) and Univ. Amsterdam (the Netherlands)

Sponsor

SIGAPL: ACM Special Interest Group on APL Programming Language

Publisher

ACM New York, NY, USA

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ABSTRACT

Recently APL software has been developed to cope with typical actuarial problems such as loss-reserving, tariff-rating, actuarial forecasting etc. In this contribution we give an illustration of that software treating a typical actuarial technique namely Credibility Theory.

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	D. Sticn. J. de Kerf, M. Goovaerts, "APL, the language and its actuarial applications". North -Holland (1987).
	2	W. Hoogstad & M. Goovaerts, "Credibility Theory" in Surveys of Actuarial Studies, Nationale Nedcrlanden, edited by G.W. de Wit (1986).