METAMODELING FOR VARIABLE ANNUITIES [electronic resource].

By:

Gan, Guojun, 1979-

Contributor(s):

Valdez, Emiliano A

Material type: Text

TextSeries: Chapman & Hall/CRC financial mathematics seriesPublication details: [S.l.] : CRC PRESS, 2019.Description: 1 online resourceContent type:

text
still image

Media type:

computer

Carrier type:

online resource

ISBN:

9781351166607
1351166603
9781351166584
1351166581
9781000651010
1000651010
9781351166577
1351166573

Subject(s):

DDC classification:

368.3750015118

LOC classification:

HG8790

Online resources:

Summary: This book is devoted to the mathematical methods of metamodeling that can be used to speed up the valuation of large portfolios of variable annuities. It is suitable for advanced undergraduate students, graduate students, and practitioners. It is the goal of this book to describe the computational problems and present the metamodeling approaches in a way that can be accessible to advanced undergraduate students and practitioners. To that end, the book will not only describe the theory of these mathematical approaches, but also present the implementations.

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This book is devoted to the mathematical methods of metamodeling that can be used to speed up the valuation of large portfolios of variable annuities. It is suitable for advanced undergraduate students, graduate students, and practitioners. It is the goal of this book to describe the computational problems and present the metamodeling approaches in a way that can be accessible to advanced undergraduate students and practitioners. To that end, the book will not only describe the theory of these mathematical approaches, but also present the implementations.

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METAMODELING FOR VARIABLE ANNUITIES [electronic resource].

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