Metamodeling for variable annuities
Auteur :
Gan, Guojun / Valdez, Emiliano A.
Éditeur :
Taylor & Francis Inc
ISBN :
9780815348580
Date de publication :
11 juil. 2019
Dimensions :
23,4 x 15,6 cm
Poids :
467 g
Langue :
Anglais
Pays d'origine :
USA
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.