Metamodeling for Variable Annuities

By: Emiliano A. Valdez, Guojun Gan

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Paperback | 31 March 2021 | Edition Number 1

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Paperback
212 Pages

Dimensions(cm)
23.4 x 15.6 x 1.14

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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 students and practitioners. To that end, the book will not only describe the theory of these mathematical approaches, but also present the implementations.

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