Metamodeling for Variable Annuities

by Guojun Gan and Emiliano A Valdez

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0367779552
• ISBN13: 9780367779559
• Release Date: March 2021
• Publisher: CRC Press
• Length: 196 Pages
• Weight: 0.67 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"