Following the thread

(Sep 18, 2012)

Gavin recently explored the topic of threads and parallel processing.  But what does this mean from a business perspective?  Well, parallel processing can result in considerable speed increases for certain actuarial and statistical calculations. If done well, spreading the workload over four threads (say) can reduce the execution time to almost a quarter of its single-threaded equivalent. Many complicated actuarial calculations lend themselves well to multi-threading, and thus considerable reductions in run-times.  A good example of this is simulation, which plays a major role in Solvency II work.  To illustrate, Table 1 shows the execution time for 10,000 run-off simulations of a large annuity…

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Tags: threads, parallel processing, simulation, Solvency II, technology

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