1 citations · 1 across the 2 of their papers we have counts for
2 papers
cs.DC2013
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…
cs.DC2013★ 1 cited
Parallel Simulations for Analysing Portfolios of Catastrophic Event Risk
Aman Bahl, Oliver Baltzer, Andrew Rau-Chaplin +1
At the heart of the analytical pipeline of a modern quantitative insurance/reinsurance company is a stochastic simulation technique for portfolio risk analysis and pricing process…