@inproceedings{4bb0e781fb184618a1c0ce639e77767f,
title = "Parallel Simulations for Analysing Portfolios of Catastrophic Event Risk",
keywords = "C language, data analysis, graphics processing units, insurance data processing, parallel processing, risk analysis, PML, TVAR, aggregate XL, aggregate analysis, alternative HPC solution, cat excess-of-loss, catastrophic event risk, graphics processing unit, high performance computing, insurance company, many-core GPU, multicore CPU, parallel method, parallel simulation, per-occurrence XL, portfolio risk analysis, probable maximum loss, realtime pricing scenario, reinsurance company, stochastic simulation technique, tail value-at-risk, GPU computing, Monte Carlo simulation, aggregate risk analysis, parallel risk engine, risk management, risk analytics",
author = "A.K. Bahl and O. Baltzer and A. Rau-Chaplin and B. Varghese",
year = "2012",
month = nov,
day = "1",
doi = "10.1109/SC.Companion.2012.142",
language = "English",
pages = "1176--1184",
booktitle = "High Performance Computing, Networking, Storage and Analysis (SCC), 2012 SC Companion:",
}