Efficient Data Structures for Risk Modelling in Portfolios of Catastrophic Risk Using MapReduce
- Rau-Chaplin, Andrew
- Yao, Zhimin
- Zeh, Norbert
Publication date
December 2014
DOI Publisher
The Authors. Published by Elsevier B.V. ISSN
1877-0509 Citation count (estimate)
1Abstract
AbstractThe QuPARA Risk Analysis Framework 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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