Actuarial Analysis via Branching Processes

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Annals of the 6th ISAS-SCI 8:353-358 (2000)
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Abstract

We describe a software system for the analysis of defined benefit actuarial plans. The system uses a recursive formulation of the actuarial stochastic processes to implement precise and efficient computations of individual and group cash flows.

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Julio Michael Stern
University of São Paulo

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