Metamodeling for Variable Annuities Metamodeling for Variable Annuities
Chapman and Hall/CRC Financial Mathematics Series

Metamodeling for Variable Annuities

Guojun Gan & Emiliano A. Valdez
    • $59.99
    • $59.99

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.

GENRE
Science & Nature
RELEASED
2019
July 5
LANGUAGE
EN
English
LENGTH
196
Pages
PUBLISHER
CRC Press
SELLER
Taylor & Francis Group
SIZE
12
MB

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