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From: vpcsc4@sfsuvax1.sfsu.edu (Emmett McLean)
Subject: Re: Monte Carlo
Message-ID: <1993Apr17.210359.19563@csus.edu>
Keywords: Monte Carlo, Simulation, Random distributions
Sender: news@csus.edu
Organization: San Francisco State University
References: <1993Apr16.105912.27561@alf.uib.no>
Date: Sat, 17 Apr 1993 21:03:59 GMT
Lines: 35

In article Pedro Conte de Barros writes:
>
>I would like to make a Monte Carlo study of the process of estimating mortalities
>in fish stocks (all right, I know many of you even don't like fish, but please read on...)
>I need to write some functions to generate the input distribution of the para
>meters, and to run my model from them.
>This looks trivial to do using ? on a list of possible values for the input
>distributions, but I'm sure there is more to it...
>Can someone point me to a good reference where this kind of problem (and it's
>solution or implementation in APL - with possible alternatives- is given?

  It's trivial if your model is trivial.

  As reference I suggest you peruse a text on Life Contigencies such as
  Actuarial Mathematics by Bowes, Gerber, Hickman, Jones, and Nesbitt.
  Some of the topics which may have a tangential interest to you include
  mortality table models, select and ultimate mortality tables, 
  multi-contingent mortality tables.  Expected values and variances
  for the expected life time of a life aged (x) can be explicitly
  derived from the q's of the mortality tables and need not be derived
  using monte carlo methods, but monte carlo methods could be used.
  (By the way the solution manual to BGHJ&N can be purchased.)
  
  Other topics of tangential interest in an Actuarial context are
  demography, the construction of mortality tables (associated with
  measuring how closely your assumptions match experience), and 
  risk theory (to determine the possiblity of species extinction).

  Finally, as you have probably already done , there are some texts
  on Mathematical Modelling, written for students at the senior
  undergraduate level, which use either Markovian models or differential
  equations to measure changes over time to competeing species of animals.


  Emmett
