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.
General
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