Metamodeling for Variable Annuities
Download or Read eBook Metamodeling for Variable Annuities PDF written by Guojun Gan and published by CRC Press. This book was released on 2019-07-05 with total page 190 pages. Available in PDF, EPUB and Kindle.
| Author | : Guojun Gan |
| Publisher | : CRC Press |
| Total Pages | : 190 |
| Release | : 2019-07-05 |
| ISBN-10 | : 9781351166584 |
| ISBN-13 | : 1351166581 |
| Rating | : 4/5 (84 Downloads) |
Book Synopsis Metamodeling for Variable Annuities by : Guojun Gan
Book excerpt: 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.
