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Metamodeling for Variable Annuities

By: Guojun Gan (Author) , Emiliano A. (University of Connecticut) Valdez (Author)

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Ksh 19,900.00

Format: Hardback or Cased Book

ISBN-13: 9780815348580

Publisher: Taylor & Francis Inc

Publication Date: Jul 11th, 2019

Weight: 438 grams

Dimension: 16.40 x 24.10 x 1.20 cms

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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.

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