Metamodeling for Variable Annuities

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Synopsis

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.

Book details

Series:
Chapman and Hall/CRC Financial Mathematics Series
Author:
Guojun Gan, Emiliano A. Valdez
ISBN:
9781351166584
Related ISBNs:
9780815348580, 9780367779559, 9781351166607
Publisher:
CRC Press
Pages:
196
Reading age:
Not specified
Includes images:
Yes
Date of addition:
2023-09-27
Usage restrictions:
Copyright
Copyright date:
2020
Copyright by:
Taylor & Francis Group, LLC 
Adult content:
No
Language:
English
Categories:
Mathematics and Statistics, Nonfiction, Reference