Systems simulation analysis and optimization of insurance business
DOI10.1007/S10559-014-9613-9zbMATH Open1308.65011OpenAlexW2005928365MaRDI QIDQ2263261FDOQ2263261
Authors: B. V. Norkin 
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
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Monte Carlo methodparallel computingruin probabilityCUDAGPGPUefficient frontierrisk processsimulation modelingcomputational actuarial mathematicsdynamic financial analysisoptimization of insurance business
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Cites Work
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- Parallel processors for planning under uncertainty
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- Some mathematical aspects of reinsurance
- Optimization of risk processes
- Mathematical models for insurance business optimization
- On the optimization of portfolios of insurance contracts
- Statistical Tools for Finance and Insurance
- A parallel ant colony optimization algorithm based on fine-grained model with GPU-accelerated
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