Also there the issue of how to choose the rupture. By taking the one with the highest portfolio loss for a given loss type and realization?
Extracting the GMFs also requires some decision about which realization to extract, about what to do with zero GMFs which are not
stored but still exists and should be taken into account. As always, the devil is in the details. I would be interested in knowing how this
feature should work in your opinion.
Michele