Performance Analysis of an Hybrid MPI/OpenMP ALM Software for Life Insurance Policies on Multi-core Architectures

Author:

Perla Francesca,Zanetti Paolo

Publisher

Springer Berlin Heidelberg

Reference5 articles.

1. Lecture Notes in Computer Science;G. Castellani,2011

2. Corsaro, S., De Angelis, P.L., Marino, Z., Perla, F., Zanetti, P.: On parallel asset-liability management in life insurance: a forward risk-neutral approach. Parallel Comput. 36(7), 390–402 (2010)

3. De Felice, M., Moriconi, F.: Market Based Tools for Managing the Life Insurance Company. Astin Bull. 35(1), 79–111 (2005)

4. 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)

5. International Association of Insurance Supervisors: Guidance Paper on the Use of Internal Models for Regulatory Capital Purpose (2008)

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