In Proc Mbasic a bug concerning output of arrays to print files

has been corrected.

Some complex operations made faster and/or more accurate after

implementation of "Numerical Recipes in C", § 5.4. Complex

square root added.

In Proc Mbasic a bug, that disabled Redim and declarations with

variables as dimension limits for complex arrays, has been fixed.

Array and matrix operations in Proc Mbasic extended to complex

arrays. Only LU decomposition is presently implemented for

complex matrix inversion. The keyword complex is now required

for complex variables and arrays - eg "mouble A[4][4] complex"

is now not the same as "mouble A[4][4][2]". There were too many

ambiguities to admit the new functionality without the requirement.

Arithmetical operations for arrays beyond matrices introduced

in Proc Mbasic.

Some malfunctions (not exactly bugs) fixed in Proc Mbasic.

Some more bugs fixed in Proc Mbasic, concerning negations

of matrices and complex variables.

A bug fixed, which affected running Rapp with parameter CHA.

Type Rapp /? in the command prompt for parameters to Rapp.

Yet another bug fixed in Proc Mbasic, which made identifier

names with only one character sometimes invalid.

Proc Ddist has been much generalized to sums of independent

but not necessarily identically distributed random variables

with a discrete distribution. Multiprecision computation of

values and probabilities is also enabled.

I put the source code out in the open as a zip file and an

open letter on the maintenance of Rapp.

Proc Ddist has been somewhat generalized.

Proc Chaall now handles a practically unlimited number of

changes and text files with practically unlimited line length.

New Proc Ddist for the distribution of a sum of IID random

variables with a discrete distribution.

A bug fixed in Proc Mbasic / bindist() and bindistc().

Proc Calend, which has existed a few years, is now described

in the manual.

There is now a guest book at the bottom of the Rapp page.

I intend this not so much for communication between users

and myself, since anyone can write an e-mail to me and I

might not look at the guest book for several days. Rather I

intend it for users to share tips between them.

Appendix 2 in the manual is now named Cps4manual.Pdf.

An error in the expression for bias-corrected risk premium

on p. 24 now denoted (C5) has been corrected. The article

is reworked for more clarity and ease of understanding.

The cubic equation x

solved with the function cube() in Proc Mbasic.

A bug fixed in Proc Mbasic / read statement when several

variables are read from the same input line.

A bug fixed in Proc Mbasic / sort statement. A mouble

array with both positive and negative elements was

incorrectly sorted before this correction.

Complex variables can now be treated in Proc Mbasic.

Please notify me if you find bugs.

A bug fixed in Proc Mbasic / gamdistinvc().

Some more variants of inverse functions added.

Inverses for the Γ- and χ

Inverses for the beta-, binomial and F-distributions available

in Proc Mbasic. The t inverse har now full mouble precision.

Proc Linreg has been augmented to give β

the assumption that α = 0.

A bug fixed in Reserves / Files and folders / Sort and complete

and in the template program TemplateR.rpp. Thanks to Rinjani!

In Proc Mbasic I have changed the order of the arguments

for fdist() and fdistc(). The t-distribution is now named

tdist() and its inverse tdistinv(). The inverse is now more

exact. New names for the β and binomial distributions.

The binomial and Poisson distribution functions added to

Proc Mbasic.

The χ

Modified Bessel functions

More flexibility in Mbasic array handling.

A bug in Mbasic handling of conditions corrected. More

flexibility in conditional expressions.

The same Bessel functions now available in mouble with max

precision 306 decimal digits.

Bessel functions

although at present only in double.

ψ(x) = Psi(x) = d log(Gamma(x))/dx = Gamma'(x)/Gamma(x)

now available in Proc Mbasic.

The Gamma distribution function now available in Proc Mbasic.

Slightly enhanced functionality in the print and read statements

of Proc Mbasic. More explanations of how the Gamma function

is computed.

Rapp32Vc2015.Exe replaces Rapp32Vc2013.Exe due to new

compiler and linker.

A bug in Gam() and Loggam() in Proc Mbasic corrected.

(Since the proc is so new, it is unlikely that all bugs have been

corrected by now. Any help to discover more bugs would be

very welcome.)

The Γ function is now available in mouble in Proc Mbasic,

however with maximal precision 306 decimal digits.

Another bug corrected in Proc Mbasic.

Bugs corrected in Reserves / RDC. Thanks to Rinjani Pebriawan!

Some improvements in Rappmenus / Reserves following

experiences by Rinjani Pebriawan at Universitas Gadjah Mada,

Yogyakarta, Indonesia.

Imperfections in Mbasic handling of conditions corrected.

Variants of Rapp.Exe for up to 9000 correct decimal digits

now available in Rapp All-In-One zip file

New Proc Mbasic. Look in the manual. Excerpts:

Mbasic is a mathematical language within the language Rapp.

M in Mbasic stands for Multiple precison, ie you choose the

number of correct decimal digits up to 306 for a data type

called mouble. The common double data type with an 8-byte

storage is also available. Also M stands for Matrix Basic,

since it has powerful matrix operations. You can largely use

the same syntax as in classical Basic (such as For / Next,

Gosub etc). Some C syntax is also employed.

New choice in Rappmenus /Reserves / Files and folders to let

Rapp make a line with Paydt = Reportdt for each claim if none

exists. The files will be sorted on ID also.

More explanations on grouping in quantile intervals in RDC,

in Appendix 6 of Rappmane.doc and the sheet Paid in Excel.

2015-09-12. Yet another bug in RDC, discovered while working

with Mujiati and Ari, has been corrected. Thanks to them again!

MSEP now yet somewhat smaller.

2015-09-08. After the invention of a superfast method of sorting,

the execution time for RDC mentioned below is reduced so that

it is now about 26 % longer than before with many quantiles.

A bug in the computation of quantiles, affecting Proc Percen

and the computation of reserves with the RDC method, has

been corrected. Thanks to Mujiati Dwi Kartikasari and Ari

Dwi Hartanto at Universitas Gadjah Mada, Yogyakarta,

Indonesia, who discovered the bug! Execution time for RDC

is now somewhat longer by about 30 %, which is noticeable

in BICH. On the other hand, the more precise computation of

quantiles gives a smaller MSEP for RDC.

Still newer pseudo-estimators in credibility. See manual,

search 2015-07-27.

A bug corrected in credibility.

Somewhat new pseudo-estimators in credibility. The manual, its

Appendix 2 and the output from Rapp / Proc Taran are now

consistent with each other, I hope.

New parameters Leftfoot(), Rightfoot(), Lefthead(), Righthead()

for Procs Graf and Map. They display on all pages.

New parameter Landscape for Procs Graf and Map. Also as

checkboxes in the menus.

Parameter sort() in Proc Data now accepts /D for descending.

Yet another bug with parameter quick corrected. I hope I have

now corrected all bugs there, and most bugs elsewhere in Rapp.

Parameter quick or q to Procs Match and Sum is reinserted.

The bug mentioned below has been corrected.

Rapp /? on the command line now gives usages.

Some "features" (malfunctioning in extreme cases) have been

corrected in procs Map and Svg2co.

New submenu Svg2co in menu Maps.

The time measurement of procs is augmented so that both the

calendar time elapsed and consumed CPU are stated.

Rapp is now made with MSVC 2013. The name of the 32-bit Rapp

is changed from Rapp32Vc2010e.Exe to Rapp32Vc2013.Exe.

Info for those interested in the forthcoming Rapp Open Source

project: I have tried the Intel C

did not give faster execution speed than Microsoft's compiler and

linker MSVC. Since all other compilers are said to be slower than

MSVC, this means that Rapp will continue to be made with MSVC.

TempMonthCl modified to delete only files older than 14 days.

This will eliminate the risk of collisions between two or more

Rapp programs run simultaneously, where one will create temp

files and another one will try to delete them before they have

been used.

Parameter TempMonthCl for monthly cleanup of tempmapp added

to Proc Init.

German language - at lan(d) in Proc Init - now also for BICH and

Reserves. Please notify me if you spot some error in my German.

Some improvement in the layout of the menus in Rappmenus.

From the experiences in the Tariff Analysis workshop November

2014 in Bandung and Yogyakarta, Indonesia:

Better documentation and elimination of the nuisance x as second

argument to Rapp in the Command Prompt. The x could be

eliminated through an environment variable i Br.Bat.

Parameter quick or q to Procs Match and Sum deleted. I discovered

it caused bugs for large files in memory.

More functionality in the menu Maps, with roads etc.

New Proc Ovelim for eliminating policy period overlaps.

New functionality for the procs Coofil and Svg2co that make

coordinate files for Proc Map.

Reserving manual Resvmane.doc has been updated.

A feature, concerning use of a Schnieper exposure file and premium

file for Benktander and Cape Cod at selection by segments, has been

augmented. Affects menus "BICH stochastic reserving", "Reserves"

and "Triangle based simple reserves".

A simple menu for reserves, using aggregated triangle data, is

now available.

Liu & Verrall (2009) prediction errors reinserted in procs Restri

and Bich. Aggregated triangle or list data can now be used in

menu Reserves. (Press button "Files and folders".) The BICH

prediction errors are the best if more than a few claims are

reported in the first development period, but I recognize that

BICH is not always possible.

Rapp.rar deleteted. Use rappexes.htm to download new exes.

A bug in the menus' graph-making corrected.

A menu Maps is now available in Rappmenus.Exe.

The Rapp package is now available in rar form on the AllInOne page.

Input from text files augmented so that all files, including such that

might have been transferred from Mac or Unix, are read corerctly.

New Proc Matrix for matrix determinant computation, inversion,

multiplication and transpose.

Non-pseudo tau²-estimators in my credibility method. Search

2014-02-26 in Rappmane.doc.

An elaboration on BICH, motivated by a question at my lecture at

the Swedish Actuarial Association on 2013-10-22, is now available as

Booreserve.Pdf on the CV page cv.htm.

Some details in the computation of RDC/RBNS/GLM statreserves fixed.

Fetch Rpp\TemplateR.Rpp and the exes of Pgm\ again from one of the

zip files.

The reserve method RDC used in the procs Restri and Bich has been

augmented by grouping quantile indices so that each has at least

one finalized claim. Previously some open claims could receive

reserve 0.

More details now appear in the map made by Map-Sweden2.Rpp, using

more and augmented files in Mapdata. An addition to Proc Svg2co.

Some refinements to the creation and display of Pdf files.

Proc Map: Overlaying of areas and lines in strict order of appearance.

Proc Comerg: New parameter Bordersplit for splitting borders by which

areas share them. Proc Comerg thus both merges and splits geographical

units.

Proc Map: Some new functionality, such as arbitrary rgb/hsb-colors

everywhere. Variable placement of symbol texts. The text is now

placed as closely to the symbol as is possible without obscuring it.

LW, LT and symbolheight in Proc Map can be given as real-world meters.

An error in Proc Map corrected. The parameters LW and LT are stated in

the manual as giving widths in millimeters on A4-paper, but gave in fact

smaller widths than that. C:\Rapp\Rpp\Map-Sweden.Rpp and some files

in C:\Rapp\Mapdata have now adjusted width parameters. Symbolheights

have also been adjusted to give the right heigths in millimeters.

External PostScript figures can now be used as logos and symbols.

Up to six pie charts on the same page in the procs Graf and Grafb.

Previously up to two.

New Proc Grafb. Arbitrary RGB-colors in pos[ ] and patterns

L1, L2, X2 in pie charts in Proc Graf.

Adapt.Exe could malfunction sometimes. Now fixed.

Some additions to and explanations of logo().

All-In-One package with all that is normally needed available.

New Proc Gpdml for ML-estimates in the Generalized Pareto distribution.

Swedish manual Rappman.doc and 2006 C 32-bit compiled program

discontinued. Use English manual Rappmane.doc. Use Rapp32Vc2010e.Exe

in a 32-bit environment.

A bug corrected in Proc Chaall. The proc is now language independent.

More functionality in Proc Chaall.

More development of my credibility method.

Somewhat different credibility analysis by my method. See Appendix 2.

Liu & Verrall (2009) prediction errors discontinued in Proc Bich.

Userfil() added to Rappmenus.

New parameter Colcomb() in Proc Excel.

User factors can replace GLM factors.

GLM smoothing of stat reserves in Reserves.

Informative menu coloring. Eg turquoise for parameters applicable only

to RDC.

More discounting parameters in Reserves.

New proc Xlmerg. Enhanced Excel output in Bich and Reserves.

New parameters for inflation adjustment and discounting added in Bich

and Reserves, with labels shown in red.

Zipped templates and testdata added to subpage Rapp exes.

Rappmenus / Data mangling: A bug corrected and more flexibility included.

All VB applications merged into Rappmenus.Exe.

A new VB application Datameny.Exe is now available.

Proc Durber pername now in the form YYYYMMDD also for 360-day periods

starting at YYYY0101.

A documentation on how to use Acrobat Distiller for making PDF-files

now included in the manuals.

Tariff analysis now included in Visual Basic applications.

The Resv*.Exe are not needed any longer. Download the right Rapp*.Exe,

Reservmeny.Exe, Reservbich.Exe and ParmVbTemplate.Txt in examples.txt

again.

Reserve applications, including new menu for bootstrap stochastic

reserving, moved to subpage.

Reservmeny.Exe somewhat improved.

Bornhuetter-Ferguson, Benktander(-Hovinen) and Cape-Cod reserving

methods introduced in the procs Bich and Restri. Also available in

Reservmeny.Exe.

A new Windows menue reserve application is now avaliable as

Reservmeny.Exe. See Resvmane.doc.

Proc Bich now admits 11 user given percentiles which overtake

the sequence 0.5 1.0 5.0 10.0 25.0 50.0 75.0 90.0 95.0 99.0 99.5

The RDC algorithm in Proc Bich and Proc Restri is now more efficient and

admits a larger number of claim- and development periods without

intolerable delay. E.g. nine years and monthly periods up to and

including 2011 give 108 periods. For a case with about 100,000 consumer

insurance claims this takes 1 minute on a 400 EUR 64-bit machine from May

2011. The same business for 17 years in monthly periods up to and incl

2011, with about 186,000 claims, gives 204 periods. This takes 9 minutes.

The number of quantiles

Appendix 6 in Rappmane.doc will appear in ASTIN Bulletin, thus giving

scientific legitimacy to Proc Bich and the reserving method RDC.

Application Resv now admits four arguments A1-A4.

SPF like comparison of text files in Proc Compar.

More and better XML-files in application Resv.

Proc Percen now much faster than before 2012-02-04.

Proc Bich new parameters graf-akt and graf-boo.

Proc Reschl new parameters Kilo, Mega, Blanksep.

Proc Bich new parameter Inx-method().

Proc Map new parameter Meterperunit().

Application Resv now admits Schnieper and RDC.

Proc Bich Schnieperexposure default changed.

Proc Bich now gives analytical prediction errors devised by Liu & Verrall

(2009) for the Schnieper (1991) method.

Proc Reschl, change of used triangle elements in GLM.

The method of

"Separating true IBNR and IBNER claims"

by R. Schnieper, Astin Bulletin 1991, vol 21(1), p. 111-127, introduced

in the procs Bich and Restri.

New parameter Excelproepilog() in Proc Init to make Proc Excel hopefully

last longer.

Proc Excel augmented to make informative Excel spreadsheets, useful for

Excel calculus, from more text file reports produced by Rapp. Such as

Xutfil() from Proc Reschl and Utfil(), Uttri() from Proc Bich.

Proc Bich equipped with the new reserving method

RDC = Reserve by Detailed Conditioning

See Appendix 6 in Rappmane.doc. Output from RDC calculus can be taken as

input to Proc Reschl and made into Excel spreadsheets and PDF graphs.