Metamodeling for Variable Annuities - Guojun Gan,Emiliano A. Valdez
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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 stud ... Full description
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Description
More Information
| Author | Guojun Gan, Emiliano A. Valdez |
|---|---|
| Publisher | Chapman and Hall/CRC |
| Release year | 2021 |
| Cover type | Softcover |
| EAN | 9780367779559 |