MARC Record from marc_columbia

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001 14756290
005 20210607120840.0
006 m o d
007 cr |n|||||||||
008 190710s2019 xx o 000 0 eng d
035 $a(OCoLC)on1107820206
035 $a(NNC)14756290
040 $aYDX$beng$epn$cYDX$dTYFRS$dEBLCP$dTYFRS$dUKMGB$dOCLCF$dOCLCQ$dUKAHL$dOCLCQ$dBDF$dOCLCO
015 $aGBB9C2469$2bnb
016 7 $a019464114$2Uk
019 $a1108143129$a1108810395
020 $a9781351166607$q(electronic bk.)
020 $a1351166603$q(electronic bk.)
020 $a9781351166584$q(electronic bk. ;$qEPUB)
020 $a1351166581$q(electronic bk. ;$qEPUB)
020 $a9781000651010$q(electronic bk. ;$qPDF)
020 $a1000651010$q(electronic bk. ;$qPDF)
020 $a9781351166577$q(electronic bk. ;$qMobipocket)
020 $a1351166573$q(electronic bk. ;$qMobipocket)
020 $z0815348584
020 $z9780815348580
024 8 $a10.1201/9781351166607$2doi
035 $a(OCoLC)1107820206$z(OCoLC)1108143129$z(OCoLC)1108810395
037 $a9781351166607$bTaylor & Francis
050 4 $aHG8790
072 7 $aMAT$x000000$2bisacsh
072 7 $aMAT$x029000$2bisacsh
072 7 $aREF$x000000$2bisacsh
072 7 $aKF$2bicssc
082 04 $a368.3750015118
049 $aZCUA
100 1 $aGan, Guojun,$d1979-
245 10 $aMETAMODELING FOR VARIABLE ANNUITIES
260 $a[Place of publication not identified]$bCRC Press,$c2019.
300 $a1 online resource
336 $atext$btxt$2rdacontent
336 $astill image$bsti$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
490 0 $aChapman & Hall/CRC financial mathematics series
520 $aThis 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.
545 0 $aGuojun Gan Guojun Gan is an Assistant Professor in the Department of Mathematics at the University of Connecticut, where he has been since August 2014. Prior to that, he worked at a large life insurance company in Toronto, Canada for six years and a hedge fund in Oakville, Canada for one year. He received a BS degree from Jilin University, Changchun, China, in 2001 and MS and PhD degrees from York University, Toronto, Canada, in 2003 and 2007, respectively. He is also a Fellow of the Society of Actuaries (FSA). His research interests include actuarial science and data mining. He has published several books and papers on a variety of topics, including data clustering, variable annuity, applied statistics, VBA programming, and mathematical finance. Emiliano A. Valdez Emiliano Valdez is a Fellow of the Society of Actuaries and holds a Ph. D. from the University of Wisconsin in Madison. His most recent post was at Michigan State University in East Lansing as professor and director of their actuarial science program. His primary research interest is actuarial science that covered topics in copula models and dependencies, applications of statistics to insurance problems, managing post-retirement assets, and risk measures and capital requirements related to enterprise risk management. In recognition for the quality of his research, he has been awarded several prizes that include the E.A. Lew Award, the Halmstad Memorial Prize, and the Hachemeister Prize.
650 0 $aVariable annuities.
650 0 $aAnnuities$xMathematical models.
650 7 $aMATHEMATICS$xGeneral.$2bisacsh
650 7 $aMATHEMATICS$xProbability & Statistics$xGeneral.$2bisacsh
650 7 $aREFERENCE$xGeneral.$2bisacsh
650 7 $aAnnuities$xMathematical models.$2fast$0(OCoLC)fst00809784
650 7 $aVariable annuities.$2fast$0(OCoLC)fst01164164
650 7 $0(FrPBN)11979037$aAnnuités$0(FrPBN)11956771$xModèles mathématiques.$2ram
650 7 $0(FrPBN)13318484$aStatistique mathématique.$2ram
655 4 $aElectronic books.
700 1 $aValdez, Emiliano A.
776 08 $iPrint version:$z0815348584$z9780815348580$w(OCoLC)1099947066
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio14756290$zTaylor & Francis eBooks
852 8 $blweb$hEBOOKS