Help Me Help You – What Modeling packages do you need?

The Windows Compute Cluster Server (WCCS) has come a long way in building value for the Actuarial Community. After about a year of active communication a nice little ecosystem of modeling tools has begun to build around WCCS and Windows Ccmpute Cluster Edition (WCCE).

As we look forward the most important question in my mind is "Where do I invest my time and energy to add value to this ecosystem". In other words what modeling tools do you need to get your work done. What modeling tools would benefit from access to a shared cluster? What modeling tools could use more support form Microsoft for scaling out computational capabilities?

As an example, MG-ALFA, Moses, TAS, Prophet, and AXIS all have announced or may be looking at ways to use the capabilities of WCCS or WCCE to improve their environments. What would be the best additions to these packages.

Is policy Valuation an area that needs more computational modeling support. How about catastrophic event modeling?

I know of at least one emerging consultancy interested in bringing stochastic methods to P&C and health in order to drive a reduction in the quarterly close cycles.

I could really use your comments. Please feel free to post your public comments to this blog or send me your private comments at my email address


Dave Dorfman

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