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Hi Everyone:

I Have to confess it has been almost 8 months since my last blog entry.

Apparently the world at large has not noticed, but I felt it was important to make the effort and provide a quick update on the status of Actuarial Modeling and Window HPC Server.

We continue to make progress in gathering the support of key partners in this market space. Our partners now include Milliman, Towers Perrin, GGY, SunGard, Watson Wyatt, Polysystems, ARCVal, and a variety of Hedging codes.

 We have been active at trade shows, including ERM last April in Chicago and the SOA annual show just last October in Boston.

 And most importantly we continue to help our customers in the Insurance industry save money and improve their ability to model risk. If you are curious who is using Windows HPC Server and Window HPC OS drop me an email and I can fill you in.

 Up until this point we have focused on the Life Insurance industry, but I hope to branch out soon to Catastrophic modeling for P&C, and Web based analytics for a variety of other applications.

Last but not least, I participated in a very content heavy webinar with Jim Brackett of the Milliman Financial Risk Management Practice and Brian Reid of the Milliman MG-ALFA team, around Financial reporting requirements and their impact on Actuarial Modeling. The Webinar was titled   "Leveraging Windows HPC Server for Financial Reporting and Financial Risk Management using Milliman Tools"   .

Please let me know if you have any questions about Windows HPC and Risk Modeling, Economic Capital modeling, or Enterprise Risk Management and we will do our best to help.

Your advocate for Actuaries at Microsoft

Dave Dorfman

Our first Beta release is now available! You can read the full press release at http://www.microsoft.com/presspass/press/2009/nov09/11-16SC09PR.mspx if you're in to reading that kind of thing ;)

Windows HPC Server 2008 R2 delivers productivity, performance and ease-of-use improvements in several areas, including the following:

• Improved scalability, with Windows HPC Server 2008 R2 offering out-of-the-box support for deploying, running and managing clusters up to 1,000 nodes
• New configuration and deployment options such as diskless boot, mixed-version clusters and support for a remote head node database
• Improved system management, diagnostics and reporting including an enhanced heat map, multiple customizable tabs, an extensible diagnostic framework and the ability to create richer custom reports
• Improved support for service-oriented architecture (SOA) workloads including a new fire-and-recollect programming model, finalization hooks, improved Java interoperability, automatic restart and failover of broker nodes, and improved management, monitoring, diagnostics and debugging
• Message Passing Interface (MPI) and networking enhancements including optimizations for new processors, enhanced support for RDMA over Ethernet and InfiniBand, improved MPI debugging, and a pushbutton HPC LINPACK optimization wizard
• New ways to accelerate Microsoft Office Excel workbooks such as support for Cluster-Aware User-Defined Functions and the capability to run distributed Excel 2010 for the cluster

Come and join our beta program to give it a try, and you can give us feedback (positive or negative) on it: http://connect.microsoft.com/HPC/content/content.aspx?ContentID=6923