Tools for appointed Actuaries

COMPARE

COMPutation of Actuarial Risks and Estimates.

COMPARE computes market value allowance, solvency II allowance (1. order, 2. order and 3. order), benchmark, incl. cohort effects, all cash-flows, all liabilities and all assets and can easily be extended to handle internal models (e.g. including additional states dealing with disability termination). With our general kernel as a starting point a number of optimization studies can be performed, since a large number of scenarios can be computed in very short time.

 

All cash-flows are computed and general N-state models are treated in a very fast numerical setup.

 

A number of possibilities exist for choosing (time-dependent) transition intensities. For example a very general Lee-Carter format is available.

 

Easy and fast implementation of new models.

 

COMPARE may be setup to run on a variety of platforms including standard PC's running Windows operating systems, Linux etc.COMPARE can be used as an add-on tool, a service or it can run as a stand-alone application.

 

Scientific reference methods are used throughout, so that rigorous precision goals are achieved.

 

New: A large number of life-insurance types "grundformer" is implementet. Forward interest curves are used in scenarie computations.

 

New: Extension to handeling individual policies

 

Please send an email to gmechComputing@gmail.com for futher information.

 

Identify

Parameter identification and parameter studies using high-performance computing.

Do you have model problems involving big data sets?

Do you want the correct parameters in your life-insurance model?

Do you want very fast credit score models?

Or do you just use the same parameters over and over again in your models, once you have found the parameters you believe are relevant?

Please send an e-mail to gmechComputing@gmail.com for further information

GPU computing - high performance computing with pc-pricing

Our software products are designed so that they can easily be ported to PC's equipped with special GPU-boards for floating point computations. If you wish to start using these new high-performance computer architectures we can assist you with both hardware suggestions as well as software design.

Please send an e-mail to gmechComputing@gmail.com for further information and contact.