9 citations · 10 across the 3 of their papers we have counts for
3 papers
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…
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…
CPU and/or GPU: Revisiting the GPU Vs. CPU Myth
Kishore Kothapalli, Dip Sankar Banerjee, P. J. Narayanan +13
Parallel computing using accelerators has gained widespread research attention in the past few years. In particular, using GPUs for general purpose computing has brought forth seve…