Applications of Distributed and Parallel Computing in the Solvency II Framework: The DISAR System

Author:

Castellani Gilberto,Passalacqua Luca

Publisher

Springer Berlin Heidelberg

Reference8 articles.

1. Bühlmann, H.: New Math for Life Actuaries. Astin Bulletin 32(2) (2002)

2. CEIOPS: QIS5 Technical Specifications (July 2010)

3. Castellani, G., De Felice, M., Moriconi, F., Pacati, C.: Embedded Value in Life Insurance. Working paper (2005)

4. Corsaro, S., De Angelis, P.L., Marino, Z., Perla, F., Participating life insurance policies: an accurate and efficient parallel software for COTS clusters. Computational Management Science (2009) doi: 10.1007/s10827-009-0100-0, ISSN 1619-697X

5. Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance. Official Journal of the European Union (2009)

Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Machine learning techniques in nested stochastic simulations for life insurance;Applied Stochastic Models in Business and Industry;2021-01-14

2. Machine Learning in Nested Simulations Under Actuarial Uncertainty;Mathematical and Statistical Methods for Actuarial Sciences and Finance;2021

3. An Investigation of Machine Learning Approaches in the Solvency II Valuation Framework;SSRN Electronic Journal;2018

4. Tuning a Deep Learning Network for Solvency II: Preliminary Results;Mathematical and Statistical Methods for Actuarial Sciences and Finance;2018

5. Control of price acceptability under the univariate Vasicek model;International Journal of Financial Engineering;2016-09

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3