6 citations · 6 across the 2 of their papers we have counts for
2 papers
cs.DC2013
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…
cs.DC2013★ 6 cited
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…