Metamodeling for Variable Annuities

DOI10.1201/9781351166607zbMath1416.62009OpenAlexW2955710306MaRDI QIDQ5225323

Guojun Gan, Emiliano A. Valdez

Publication date: 19 July 2019

Full work available at URL: https://doi.org/10.1201/9781351166607

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Related Items (1)

Variable annuity pricing, valuation, and risk management: a survey

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