Cluster modelling – better than replicating portfolios?

Cluster power

clusterofstars

The move to stochastic modelling for financial and risk analysis presents a challenge to insurers. The size of liability portfolios and the need to project their value in complex ways under many scenarios results in enormous computational demands. Faced with the challenge, insurers can just accept the long modelling runs that leave little time for deeper analysis, or throw expensive hardware at the problem, or they can try to find ways of compressing their portfolios to make the task more

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