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Metamodeling for Variable Annuities by Guojun Gan 9780367779559
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Metamodeling for Variable Annuities by Guojun Gan 9780367779559

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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.

Book Information
ISBN 9780367779559
Author Guojun Gan
Format Paperback
Page Count 196
Imprint CRC Press
Publisher Taylor & Francis Ltd
Weight(grams) 156g

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