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Volumn , Issue , 2015, Pages 54-63

Are Clouds Ready to Accelerate Ad Hoc Financial Simulations?

Author keywords

Aggregate Risk Analysis; cloud computing; financial risk; heterogeneous computing; risk simulation

Indexed keywords

AGGREGATES; CLOUD COMPUTING; DATA HANDLING; FINANCE; HARDWARE; OUTSOURCING; RECONFIGURABLE HARDWARE; RISK ANALYSIS; RISK ASSESSMENT; RISK PERCEPTION; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

EID: 84962857985     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/BDC.2014.9     Document Type: Conference Paper
Times cited : (2)

References (25)
  • 2
    • 33744789062 scopus 로고    scopus 로고
    • Natural catastrophe probable maximum loss
    • G. Woo, "Natural Catastrophe Probable Maximum Loss, " British Actuarial Journal, Vol. 8, 2002.
    • (2002) British Actuarial Journal , vol.8
    • Woo, G.1
  • 3
    • 0036657275 scopus 로고    scopus 로고
    • Portfolio value-at-risk with heavy-tailed risk factors
    • P. Glasserman, P. Heidelberger and P. Shahabuddin, "Portfolio Value-at-Risk with Heavy-tailed Risk Factors, " Mathematical Finance, Vol. 12, No. 3, 2002, pp. 239-269.
    • (2002) Mathematical Finance , vol.12 , Issue.3 , pp. 239-269
    • Glasserman, P.1    Heidelberger, P.2    Shahabuddin, P.3
  • 20
  • 22
    • 77955215875 scopus 로고    scopus 로고
    • Pricing catastrophe reinsurance with reinstatement provisions using a catastrophe model
    • R. R. Anderson and W. Dong, "Pricing Catastrophe Reinsurance with Reinstatement Provisions using a Catastrophe Model, " Casualty Actuarial Society Forum, Summer 1998, pp. 303-322.
    • (1998) Casualty Actuarial Society Forum Summer , pp. 303-322
    • Anderson, R.R.1    Dong, W.2
  • 25
    • 0345569729 scopus 로고    scopus 로고
    • Pricing excessof-loss reinsurance contracts against catastrophic loss
    • Editor: K. A. Froot University of Chicago Press
    • D. Cummins, C. Lewis and Richard Phillips, "Pricing Excessof-Loss Reinsurance Contracts Against Catastrophic Loss, " The Financing of Catastrophe Risk, Editor: K. A. Froot, University of Chicago Press, 1999, pp. 93-148.
    • (1999) The Financing of Catastrophe Risk , pp. 93-148
    • Cummins, D.1    Lewis, C.2    Phillips, R.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.