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Not Normal Consulting

A blog about maths, statistics, insurance and programming with occasional meanders into politics, religion, sport

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Not Normal Consulting | not-normal-consulting.co.uk Reviews
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Not Normal Consulting | not-normal-consulting.co.uk Reviews

https://not-normal-consulting.co.uk

A blog about maths, statistics, insurance and programming with occasional meanders into politics, religion, sport

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1

Not Normal Consulting: September 2013

http://www.not-normal-consulting.co.uk/2013_09_01_archive.html

Thursday, 26 September 2013. Article on Correlation Matrices. Stephen Langdell of NAG. And myself recently collaborated on an article in The Actuary magazine, where we discussed some issues that frequently crop up when dealing with correlation matrices. You can read the article here. Or a slightly longer version on NAG's site here. Thursday, 12 September 2013. The Problem with Percentiles. The Problem with Percentiles. Lets generate samples from a simple frequency-severity model like one we might us for ...

2

Not Normal Consulting: March 2014

http://www.not-normal-consulting.co.uk/2014_03_01_archive.html

Tuesday, 18 March 2014. F# interfacing with R using SmithWilsonYieldCurve. My friend and intermittent colleague Phil Brooks over at F# for Actuaries ( http:/ fsharpactuary.blogspot.co.uk/. Is using my SmithWilsonYieldCurve. Package to demonstrate how to call R from F#. This is a language which has been on my radar for a while, but which I haven't had the time to get into. I'll be following Phil's blog closely from now on, check out the post in question here. Subscribe to: Posts (Atom). 44 787 29 28 710.

3

Not Normal Consulting: November 2013

http://www.not-normal-consulting.co.uk/2013_11_01_archive.html

Wednesday, 13 November 2013. Subscribe to: Posts (Atom). PSY Ltd is proud to partner with the Numerical Algorithms Group. Phil Joubert is a consultant specialising in insurance and quantitative risk. He lives in Hong Kong where he works for a toptier strategic consultancy, and he blogs here in a personal capacity. Phone: 44 787 29 28 710. 44 787 29 28 710. Youll need Skype Credit. View my complete profile. Hierarchical Clustering Nearest Neighbors Algorithm in R.

4

Not Normal Consulting: January 2013

http://www.not-normal-consulting.co.uk/2013_01_01_archive.html

Wednesday, 30 January 2013. Model Validation - I wouldn't have started from here if I were you. Based on conversations with clients and other consultants, it seems that model validation is on everyone's minds, at least to the extent that anyone is still thinking about Solvency 2 and IMAP at all. This prompted me to write a couple of bullet points:. On the other hand, validation should be a collaborative process. This isn't a chance to show how smart you are by picking holes in someone else's work&#46...

5

Not Normal Consulting: F# interfacing with R using SmithWilsonYieldCurve

http://www.not-normal-consulting.co.uk/2014/03/f-interfacing-with-r-using.html

Tuesday, 18 March 2014. F# interfacing with R using SmithWilsonYieldCurve. My friend and intermittent colleague Phil Brooks over at F# for Actuaries ( http:/ fsharpactuary.blogspot.co.uk/. Is using my SmithWilsonYieldCurve. Package to demonstrate how to call R from F#. This is a language which has been on my radar for a while, but which I haven't had the time to get into. I'll be following Phil's blog closely from now on, check out the post in question here. Subscribe to: Post Comments (Atom).

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F# for Actuaries: March 2014

http://fsharpactuary.blogspot.com/2014_03_01_archive.html

FCell Calc Engine Intro. Tuesday, 25 March 2014. Mortality Manager with FCell 2.1. This is just a brief post to cover the creation of a new version of Mortality Manager to use the recently released update 2.1 for FCell. Full details of this very significant update can be found at http:/ fcell.io/. I will limit this post to looking at three features:. UDF support for complex parameters and values. MortMgrV002 1 64bit.xlsm. MortMgrV002 1 32bit.xlsm. Simply follow the instructions in the GettingStarted.

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