Faithin Omaha eBook Collection

Download or read book Metamodeling for Variable Annuities written by Guojun Gan and published by CRC Press. This book was released on 2019-07-05 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.