| Metamodeling for Variable Annuities Contributor(s): Gan, Guojun (Author), Valdez, Emiliano A. (Author) |
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ISBN: 0367779552 ISBN-13: 9780367779559 Publisher: CRC Press OUR PRICE: $56.95 Product Type: Paperback - Other Formats Published: March 2021 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Reference | Bibliographies & Indexes |
| Dewey: 018 |
| Physical Information: 0.45" H x 6.14" W x 9.21" (0.67 lbs) 196 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |