Nicolai Dahl

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We describe a software design for efficient reserve computations for life insurance and pension products, described using a flexible and precise notation that is both machine-readable and human-readable; in effect, a domain-specific language for actuaries. Mathematically, this notation is based on continuous-time Markov models. First, from a collection of(More)
New regulations from the European Union, called <i>Solvency II</i>, require that life insurance and pension providers perform more complicated calculations to demonstrate their solvency. At the same time, exploiting alternative computational paradigms such as GPGPU requires a high degree of expertise about the hardware and ties the computational(More)
Maturation ponds are a type of waste stabilisation pond (WSP) designed to reduce carbon, nutrients and pathogens in the final stages of a WSP wastewater treatment system. In this study, a one-dimensional plug-flow pond model is proposed to predict temperature and E. coli concentration distributions and overall pond disinfection performance. The model(More)
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