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Large Portfolio VA Valuation Powered by GPUs & Deep Learning
Large Portfolio VA Valuation Powered by GPUs & Deep Learning This paper applies ... achieve orders of magnitude performance improvement in the valuation of large portfolios of variable annuities ...- Authors: Huina Chen
- Date: Apr 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Modeling efficiency
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Many-Task Computing Brings High Performance and Simplicity Into Principle-Based Applications
Europe and principle-based reserving in the United States, the old formula-based static approach is being ... for big computation. This paper introduces a method of building complicated models with small reusable modules ...- Authors: Huina Chen, Henry Bequet
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Technology & Applications>Computer science
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Many-Task Computing Brings High Performance and Simplicity Into Principle-Based Applications
Europe and principle-based reserving in the United States, the old formula-based static approach is being ... for big computation. This paper introduces a method of building complicated models with small reusable modules ...- Authors: Huina Chen, Henry Bequet
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Technology & Applications>Computer science