Metamodeling for Variable Annuities

·
· CRC Press
Carte electronică
208
Pagini
Eligibilă
Evaluările și recenziile nu sunt verificate Află mai multe

Despre această carte electronică

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.

Despre autor

Guojun Gan

Guojun Gan is an Assistant Professor in the Department of Mathematics at the University of Connecticut, where he has been since August 2014. Prior to that, he worked at a large life insurance company in Toronto, Canada for six years and a hedge fund in Oakville, Canada for one year. He received a BS degree from Jilin University, Changchun, China, in 2001 and MS and PhD degrees from York University, Toronto, Canada, in 2003 and 2007, respectively. He is also a Fellow of the Society of Actuaries (FSA). His research interests include actuarial science and data mining. He has published several books and papers on a variety of topics, including data clustering, variable annuity, applied statistics, VBA programming, and mathematical finance.

Emiliano A. Valdez

Emiliano Valdez is a Fellow of the Society of Actuaries and holds a Ph.D. from the University of Wisconsin in Madison. His most recent post was at Michigan State University in East Lansing as professor and director of their actuarial science program. His primary research interest is actuarial science that covered topics in copula models and dependencies, applications of statistics to insurance problems, managing post-retirement assets, and risk measures and capital requirements related to enterprise risk management. In recognition for the quality of his research, he has been awarded several prizes that include the E. A. Lew Award, the Halmstad Memorial Prize, and the Hachemeister Prize.

Evaluează cartea electronică

Spune-ne ce crezi.

Informații despre lectură

Smartphone-uri și tablete
Instalează aplicația Cărți Google Play pentru Android și iPad/iPhone. Se sincronizează automat cu contul tău și poți să citești online sau offline de oriunde te afli.
Laptopuri și computere
Poți să asculți cărțile audio achiziționate pe Google Play folosind browserul web al computerului.
Dispozitive eReader și alte dispozitive
Ca să citești pe dispozitive pentru citit cărți electronice, cum ar fi eReaderul Kobo, trebuie să descarci un fișier și să îl transferi pe dispozitiv. Urmează instrucțiunile detaliate din Centrul de ajutor pentru a transfera fișiere pe dispozitivele eReader compatibile.