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The growth rate of Medicare enrollees significantly exceeds the growth rate of the general population. Moreover, the group of enrollees aged 85 years or over is growing proportionately faster than all other groups of the aged. These phenomena and other interesting trends of the Medicare population are explored in this article.
Full revaluation of a portfolio based on Monte Carlo simulation can be very burdensome from the computational point of view. In this paper we develop a full revaluation of a middle-size Italian Bank portfolio for Value at Risk (VaR) computation on Avanade Grid Architecture (AGA.NET) addressing performance and trustworthiness issues. Moreover, we compare the… (More)