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  <titleInfo>
    <title>METAMODELING FOR VARIABLE ANNUITIES</title>
  </titleInfo>
  <name type="personal">
    <namePart>Gan, Guojun</namePart>
    <namePart type="date">1979-</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
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  <name type="personal">
    <namePart>Valdez, Emiliano A.</namePart>
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    <place>
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    <publisher>CRC PRESS</publisher>
    <dateIssued>2019</dateIssued>
    <issuance>monographic</issuance>
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  <abstract>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.</abstract>
  <subject authority="lcsh">
    <topic>Variable annuities</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Annuities</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject authority="bisacsh">
    <topic>MATHEMATICS / General</topic>
  </subject>
  <subject authority="bisacsh">
    <topic>MATHEMATICS / Probability &amp; Statistics / General</topic>
  </subject>
  <subject authority="bisacsh">
    <topic>REFERENCE / General</topic>
  </subject>
  <classification authority="lcc">HG8790</classification>
  <classification authority="ddc">368.3750015118</classification>
  <relatedItem type="series">
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      <title>Chapman &amp; Hall/CRC financial mathematics series</title>
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