Identify is a general framework for parameter estimation and parameter studies using high-performance computing technology. Identify may run on a number of platforms including PC's with GPU boards so that cheap yet very fast computational analysis can be obtained.
- Applications in life-insurance mathematics problems are typically based on policy data, that must be made available to allow for a precise determination of the time-dependent intensities used.
- For a given model parameter studies of the effects of parameter variation make way for a number of optimization possibilities and requires that the model to be investigated is implemented in Identify (or at least a simplified version of it). From there the high-performance computing technology takes over by running through the parameter space a number of times to allow for mapping of the parameter variation e.g. to a distribution function.