Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios

Stefania Corsaro, Zelda Marino, Francesca Perla, Paolo Zanetti. Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios. In Mario R. Guarracino, Frédéric Vivien, Jesper Larsson Träff, Mario Cannatoro, Marco Danelutto, Anders Hast, Francesca Perla, Andreas Knüpfer, Beniamino Di Martino, Michael Alexander, editors, Euro-Par 2010 Parallel Processing Workshops - HeteroPar, HPCC, HiBB, CoreGrid, UCHPC, HPCF, PROPER, CCPI, VHPC, Ischia, Italy, August 31-September 3, 2010, Revised Selected Papers. Volume 6586 of Lecture Notes in Computer Science, pages 471-478, Springer, 2010. [doi]

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