Efficient Data Structures for Risk Modelling in Portfolios of Catastrophic Risk Using MapReduce
نویسندگان
چکیده
The QuPARA Risk Analysis Framework [18] is an analytical framework implemented using MapReduce and designed to answer a wide variety of complex risk analysis queries on massive portfolios of catastrophic risk contracts. In this paper, we present data structure improvements that greatly accelerate QuPARA’s computation of Exceedance Probability (EP) curves with secondary uncertainty.
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تاریخ انتشار 2014