Parallel simulations for analysing portfolios of catastrophic event risk

Proceedings - 2012 SC Companion: High Performance Computing, Networking Storage and Analysis, SCC 2012

Volumn , Issue , 2012, Pages 1176-1184

  Bahl, A K ^a   Baltzer, O ^a   Rau Chaplin, A ^b   Varghese, B ^b  

^a INTERNATIONAL INSTITUTE OF INFORMATION TECHNOLOGY   (India)

^b DALHOUSIE UNIVERSITY   (Canada)

Author keywords

aggregate risk analysis; GPU computing; Monte Carlo simulation; parallel risk engine; risk management; risk analytics

Indexed keywords

AGGREGATE RISK; ANALYSIS ALGORITHMS; CATASTROPHE INSURANCE; CATASTROPHIC EVENT; GPU COMPUTING; PARALLEL SIMULATIONS; PERFORMANCE ANALYSIS; STOCHASTIC SIMULATION TECHNIQUE;

ALGORITHMS; APPLICATION PROGRAMMING INTERFACES (API); COMPUTER SIMULATION; COSTS; ENGINES; MONTE CARLO METHODS; PROGRAM PROCESSORS; RISK MANAGEMENT; STOCHASTIC MODELS;

AGGREGATES;

EID: 84876565276     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SC.Companion.2012.142     Document Type: Conference Paper

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