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Metamodeling for Variable Annuities
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Metamodeling for Variable Annuities

Book Details

Format Hardback or Cased Book
ISBN-10 0815348584
ISBN-13 9780815348580
Publisher Taylor & Francis Inc
Imprint CRC Press Inc
Country of Manufacture US
Country of Publication GB
Publication Date Jul 11th, 2019
Print length 196 Pages
Weight 438 grams
Dimensions 16.40 x 24.10 x 1.20 cms
Product Classification: Insurance & actuarial studies
Ksh 17,100.00
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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.

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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