Systems simulation analysis and optimization of insurance business
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Publication:2263261
DOI10.1007/s10559-014-9613-9zbMath1308.65011OpenAlexW2005928365MaRDI QIDQ2263261
Publication date: 18 March 2015
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-014-9613-9
Monte Carlo methodparallel computingrisk processruin probabilityefficient frontierCUDAGPGPUsimulation modelingcomputational actuarial mathematicsdynamic financial analysisoptimization of insurance business
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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- Mathematical models for insurance business optimization
- Parallel processors for planning under uncertainty
- Optimization of risk processes
- Some mathematical aspects of reinsurance
- Statistical Tools for Finance and Insurance
- Probability Inequalities for Sums of Bounded Random Variables