Application of metamodeling to the valuation of large variable annuity portfolios

Guojun Gan. Application of metamodeling to the valuation of large variable annuity portfolios. In Proceedings of the 2015 Winter Simulation Conference, Huntington Beach, CA, USA, December 6-9, 2015. pages 1103-1114, IEEE/ACM, 2015. [doi]

Authors

Guojun Gan

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