METAMODELING FOR VARIABLE ANNUITIES [electronic resource].
By: Gan, Guojun.
Contributor(s): Valdez, Emiliano A.
Material type:
BookSeries: Chapman & Hall/CRC financial mathematics series.Publisher: [S.l.] : CRC PRESS, 2019Description: 1 online resource.Content type: text | still image Media type: computer Carrier type: online resourceISBN: 9781351166607; 1351166603; 9781351166584; 1351166581; 9781000651010; 1000651010; 9781351166577; 1351166573.Subject(s): Variable annuities | Annuities -- Mathematical models | MATHEMATICS / General | MATHEMATICS / Probability & Statistics / General | REFERENCE / GeneralDDC classification: 368.3750015118 Online resources: Taylor & Francis | OCLC metadata license agreement 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.
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.
OCLC-licensed vendor bibliographic record.
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