Gan, Guojun, 1979-
METAMODELING FOR VARIABLE ANNUITIES [electronic resource]. - [S.l.] : CRC PRESS, 2019. - 1 online resource - Chapman & Hall/CRC financial mathematics series .
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.
9781351166607 1351166603 9781351166584 1351166581 9781000651010 1000651010 9781351166577 1351166573
10.1201/9781351166607 doi
Variable annuities.
Annuities--Mathematical models.
MATHEMATICS / General
MATHEMATICS / Probability & Statistics / General
REFERENCE / General
HG8790
368.3750015118
METAMODELING FOR VARIABLE ANNUITIES [electronic resource]. - [S.l.] : CRC PRESS, 2019. - 1 online resource - Chapman & Hall/CRC financial mathematics series .
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.
9781351166607 1351166603 9781351166584 1351166581 9781000651010 1000651010 9781351166577 1351166573
10.1201/9781351166607 doi
Variable annuities.
Annuities--Mathematical models.
MATHEMATICS / General
MATHEMATICS / Probability & Statistics / General
REFERENCE / General
HG8790
368.3750015118