TY  - BOOK
AU  - Gan,Guojun
AU  - Valdez,Emiliano A.
TI  - METAMODELING FOR VARIABLE ANNUITIES
T2  - Chapman & Hall/CRC financial mathematics series
SN  - 9781351166607
AV  - HG8790 
U1  - 368.3750015118 
PY  - 2019///
CY  - [S.l.]
PB  - CRC PRESS
KW  - Variable annuities
KW  - Annuities
KW  - Mathematical models
KW  - MATHEMATICS / General
KW  - bisacsh
KW  - MATHEMATICS / Probability & Statistics / General
KW  - REFERENCE / General
N2  - 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
UR  - https://www.taylorfrancis.com/books/9781351166607
UR  - http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf
ER  -