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Metamodeling for Variable Annuities
Paperback
Series: Chapman and Hall/CRC Financial Mathematics
Business GeneralGeneral ReferenceProbability & Statistics
ISBN13: 9780367779559
Publisher: CRC Press
Published: Mar 31 2021
Pages: 196
Weight: 0.67
Height: 0.45 Width: 6.14 Depth: 9.21
Language: English
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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