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drctypea
01-19-2006, 05:45 PM
i was curious how much computer programming you guys do on a daily basis. is most of your work using excel, access, or vb or using programming languages.

Bill Rudolph
01-19-2006, 08:32 PM
My impression is that P/C actuaries are limited in their knowledge of programming. Rather, they rely on applications that are available in the market or systems and programming personnel to complete the difficult programming tasks. Examples of applications (other than those you noted) include SAS, SQL, Reserve Pro, and Pretium.

There are exceptions.

Glenn Meyers
01-20-2006, 09:03 AM
I do a fair amount of programming and statistical analysis on almost a daily basis. I currently use R and PC SAS for most of my work. We also use the Statistica Data Miner for some applications.

For someone with budgetary constraints, I recommend R, since it is open-source and freely available at www.r-project.org. In fact R has replaced Excel as my go-to calculator for a high proportion of the work I do. In conjunction with R, I use a text editor Tinn-R. Here is the link for that.

http://www.sciviews.org/Tinn-R/

Arlie_Proctor
01-20-2006, 08:18 PM
When I started in the profession 16 years ago, I spent most of my time programming and really enjoyed it. Korn shell, Pascal, and a little C were common parts of daily life. In 1997, I moved into consulting and lived in an Excel/Access world almost exclusively. We were heavy users of SQL Server as well, but my students would not let me touch it. In my current job, I have a dedicated programming staff who handle most of the heavy coding in VB.net and PL/SQL (Oracle). I get to sneak off and program the occasional project in VBA just to keep from getting rusty, but most of my time is spent looking over the shoulder of someone doing the real coding.

I think the comment that most actuaries use packages (Office, SAS, R, etc) these days is probably accurate. Most of us don't have a real compiler on our machine these days that we are allowed to use in the corporate computing environment.

drctypea
01-20-2006, 10:57 PM
thx guys.
i am not familiar with the applications you mention, but i assume they are applications necessary to do certain statistical analysis the same way here in my pension job we have software tools that we use to calculate our liabilities.

Brad Gile
01-21-2006, 07:05 PM
Most of us don't have a real compiler on our machine these days that we are allowed to use in the corporate computing environment.

This is, unfortunately, true. Well, almost. I think a lot of companies have the .NET Framework on their machines because it makes Windows XP work better for some applications. What most people fail to realize is that if you have the framework you also have two compilers as well-one for C# and the other for vb.net! So, if you have a text editor,... :D

Brad

Arlie_Proctor
01-22-2006, 12:34 AM
Yes, Brad, you are correct. I have the compilers on my corporate laptop. Dare I use them? Nope. I can't register any dll's on my machine and be in compliance with corporate policies. I know where the back doors are, but I really do like my job.

squareone
01-22-2006, 02:36 AM
Draconian IT policies do nothing except make their maitenance in a few select cases easier. I can't believe you people put up with it. To me, if an IT policy says to me "thou shall not install compiler or free software or blah blah," that's like making a carpenter work without a hammer.

In any case, I subvert such policies quietly if I need it for any legitimate reason. It is not worth the approximately gazzilion of man hours wasted fighting such battles.
:swear:

Banquet of Chestnuts
01-22-2006, 04:53 AM
I've never seen a company where the IT dept. could get you into real trouble for not complying with policies like these. Especially not now that they're mostly located in India.

Bill Rudolph
01-22-2006, 11:19 AM
squareone,

You wrote "Draconian IT policies do nothing except make their maitenance in a few select cases easier."

What do you mean? Is malware that is inadvertently downloaded from the internet an example of a select case? Is the innocent but improper use of the malloc function in a C program an example of a select case?

Pseudolus
01-22-2006, 12:15 PM
One of my first actuarial tasks involved y2k-ing a set of programs used to create rate indications for the small P&C company I was working for. (Quickbasic, in fact. Some so ancient they still had line numbers.) This actually taught me quite a bit about how the calculations were done. I don't think such a setup is anywhere near typical, though.

squareone
01-22-2006, 03:57 PM
What do you mean? Is malware that is inadvertently downloaded from the internet an example of a select case? Is the innocent but improper use of the malloc function in a C program an example of a select case?

Bill,

Malware is a select case. Trojans/viruses, etc. Their primary goal is to prevent "unauthorized" software from effecting the entire network. There is a whole slew of software that is used worldwide that most IT departments wouldn't even bother to look at.

For a relevant case--in the department where I work, our entire group has to FTP into a server to transfer files--the entire thing is silly. Step 1--FTP into server, grab file. Step 2--Edit file. Step 3--Save file back via FTP. Step 4--Use telnet to run on the command line. They could save everyone about cumulative two hours per week, in addition to licensing costs for the FTP program if they would install a utility on the server (such as Samba) that would allow us to map it to a drive letter and skip steps 1 and 3.

Their answer? They "don't support it". They have root access.

I could just install cygwin and X windows on my work PC and use emacs over the network to acheive the same effect. Unfortunately, they don't support that either.

As for the malloc example, I can't fathom why IT would even have an interest in it.

furtwan
01-22-2006, 07:26 PM
Guys, I used to do some programming when I was a boy. But then I grew up. Now I am a man. A full-grown man. And I have no need for programming -- I have a whole staff of coding monkees to do my dirty work. And I spend my time looking at the big picture, and tending to the bottom line.

Programming is for those who haven't yet arrived at the pinnacle of the insurance/actuarial world, as I have. Programming is for punks.

Regards,

jl furtwan

Arlie_Proctor
01-22-2006, 08:00 PM
While I frequently find myself saying, "if I just had package 'x' on my machine, this project could be cut from three weeks to a matter of hours," I understand the "draconian" IT policies. Every morning when I dock the laptop and it boots with no problems, I thank IT for not letting me hurt myself. I don't stay current enough to warrant access to more sophisticated tools. If I did, I would be making much less as a programmer.

That said, programming is an excellent way to learn basic actuarial techniques. For students starting out, I highly recommend starting in a shop where the students do a lot of it.

squareone
01-22-2006, 09:04 PM
While I frequently find myself saying, "if I just had package 'x' on my machine, this project could be cut from three weeks to a matter of hours," I understand the "draconian" IT policies. Every morning when I dock the laptop and it boots with no problems, I thank IT for not letting me hurt myself.

I really cannot believe your reasoning.. You are willing to trade off WEEKS of your time to prevent a rare morning boot hiccup? With the more modern version of windows, gone are the days where you can completely fudge your entire system..

As for staying current, shouldn't that be ITs job?

Bill Rudolph
01-22-2006, 09:58 PM
Squareone,

You wrote "As for the malloc example, I can't fathom why IT would even have an interest in it."

You are assuming that memory management issues are not a high priority of the IT department or at least those that might arise as a result of an actuarial programming error.

A malloc function that is not accompanied by a free function results in a memory leak and given the size of the datasets that actuaries use could potentially crash the system despite the (perhaps) nominal run time of a given program.

A program that crashes the system would probably raise a few eyebrows in the IT department, at least in my opinion.

Brad Gile
01-23-2006, 10:23 AM
Yes, Brad, you are correct. I have the compilers on my corporate laptop. Dare I use them? Nope. I can't register any dll's on my machine and be in compliance with corporate policies. I know where the back doors are, but I really do like my job.

Oh, I certainly understand that! My former company not only would not support .net, it was openly hostile to it! Still, I played with C# using the C# compiler with UltraEdit32. Had I ever installed VS.NET, however, I would have been crucified and then tossed out on my ear. I valued my job, too, so I used VS.net at home.

Now I'm retired. Life is sweet! :D


Brad

Arlie_Proctor
01-23-2006, 08:03 PM
Squareone:

I understand why you find my reasoning difficult to understand. At one time, I managed both the actuarial and IT units in a small consulting firm. Our controls were a lot looser and I was able to do things like install software and download packages that made me more productive. I was lucky enough to never have a problem. I was not lucky enough for none of the computers we managed to never have a problem.

It only takes a few hours of downtime when you're already working 12 hours a day on a tight deadline to make you realize the value of stable and standard computing environments.

Even more important is the issue of business continuity. The last thing a manager wants to find out upon the resignation or termination of an employee is that the employee, now gone, was using a package for a critical project that nobody knows how to support. Office may be a bit limiting, but at least I know I can transfer a project to a new employee and have a reasonably good chance that they will be able to pick it up. If one of my employees or developers hit the lottery two days before a big deliverable and I suddenly came across 5000 lines of script supporting a project in "R," I'd be in bad shape. Call that draconian if you will, but I sleep at night knowing that my team won't fall on its face.

Scott
01-23-2006, 10:09 PM
This is to furtwan:

Boy am I glad I don't work for you! If you take that attitude toward your staff, I suggest that you are missing the big picture and have some growing up to do.

altalingua
01-24-2006, 08:35 AM
Guys, I used to do some programming when I was a boy. But then I grew up. Now I am a man. A full-grown man. And I have no need for programming -- I have a whole staff of coding monkees to do my dirty work. And I spend my time looking at the big picture, and tending to the bottom line.

Programming is for those who haven't yet arrived at the pinnacle of the insurance/actuarial world, as I have. Programming is for punks.

Regards,

jl furtwan

I think the pinnacle of programming is more interesting than the pinnacle of actuarial work. My dream was to work for Google... but when I found out that I wasn't good enough, I became an actuary.

Levin
02-03-2006, 10:06 AM
I don't think I'm going out on a limb to say that actuaries do a lot more programming when they are involved in model development and results monitoring than when they are directly doing pricing or reserving. I've really only worked in pricing and reserving. In both of those cases, my programming has been the occasional Visual Basic function or macro to support MS Office. They can be nice little utilities, and I feel really cool when I get them to work, but it has really been a tiny, tiny fraction of my time.

But programming is certainly one of many skills that can distinguish a reserving actuary from an accountant, and a pricing actuary from an underwriter.