6 citations · 9 across the 8 of their papers we have counts for
8 papers
High Performance Risk Aggregation: Addressing the Data Processing Challenge the Hadoop MapReduce Way
Zhimin Yao, Blesson Varghese, Andrew Rau-Chaplin
Monte Carlo simulations employed for the analysis of portfolios of catastrophic risk process large volumes of data. Often times these simulations are not performed in real-time sce…
Data Challenges in High-Performance Risk Analytics
Blesson Varghese, Andrew Rau-Chaplin
Risk Analytics is important to quantify, manage and analyse risks from the manufacturing to the financial setting. In this paper, the data challenges in the three stages of the hig…
Accounting for Secondary Uncertainty: Efficient Computation of Portfolio Risk Measures on Multi and Many Core Architectures
Blesson Varghese, Andrew Rau-Chaplin
Aggregate Risk Analysis is a computationally intensive and a data intensive problem, thereby making the application of high-performance computing techniques interesting. In this pa…
QuPARA: Query-Driven Large-Scale Portfolio Aggregate Risk Analysis on MapReduce
Andrew Rau-Chaplin, Blesson Varghese, Duane Wilson +2
Stochastic simulation techniques are used for portfolio risk analysis. Risk portfolios may consist of thousands of reinsurance contracts covering millions of insured locations. To…
Accelerating R-based Analytics on the Cloud
Ishan Patel, Andrew Rau-Chaplin, Blesson Varghese
This paper addresses how the benefits of cloud-based infrastructure can be harnessed for analytical workloads. Often the software handling analytical workloads is not developed by…
Achieving Speedup in Aggregate Risk Analysis using Multiple GPUs
A. K. Bahl, O. Baltzer, A. Rau-Chaplin +2
Stochastic simulation techniques employed for the analysis of portfolios of insurance/reinsurance risk, often referred to as `Aggregate Risk Analysis', can benefit from exploiting…