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Efficient Greek calculation of variable annuity portfolios for dynamic hedging : a two-level metamodeling approach

Gan, Guojun; Lin, X. Sheldon - In: North American actuarial journal 21 (2017) 2, pp. 161-177

Persistent link: https://www.econbiz.de/10011858005

A spatial interpolation framework for efficient valuation of large portfolios of variable annuities

Hejazi, Seyed Amir; Jackson, Kenneth R.; Gan, Guojun - In: Quantitative finance and economics 1 (2017) 2, pp. 125-144

Persistent link: https://www.econbiz.de/10012137758

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

Feng, Runhuan; Gan, Guojun; Zhang, Ning - In: Scandinavian actuarial journal 2022 (2022) 10, pp. 867-900

Persistent link: https://www.econbiz.de/10013491041

Big Data and Its Visualization With Fog Computing

Segall, Richard S.; Niu, Gao - In: International Journal of Fog Computing (IJFC) 1 (2018) 2, pp. 51-82

Big Data is data sets that are so voluminous and complex that traditional data processing application software are inadequate to deal with them. This article discusses what is Big Data, and its characteristics, and how this information revolution of Big Data is transforming our lives and the new...

Persistent link: https://www.econbiz.de/10012044788

Enterprise risk management for small and medium-sized enterprises

Vadiveloo, Jeyaraj (ed.); Aguirre, Mercedes (contributor); … - 2015 - First edition

Persistent link: https://www.econbiz.de/10011488282

Open source software for statistical analysis of big data : emerging research and opportunities

Segall, Richard S. (ed.); Niu, Gao (ed.) - 2020

Persistent link: https://www.econbiz.de/10012394382

Detecting non-injured passengers and drivers in car accidents : a new under-resampling method for imbalanced classification

Nguyen, Son; Niu, Gao; Quinn, John T.; Olinsky, Alan; … - In: Advances in business and management forecasting 13 (2019), pp. 93-105

Persistent link: https://www.econbiz.de/10012154907

Insurance company efficiency analysis through data envelopment analysis (DEA) during COVID-19 pandemic

Niu, Gao; Quinn, John T.; Olinsky, Alan - In: Applications of management science : Vol. 21, (pp. 3-12). 2022

Persistent link: https://www.econbiz.de/10013431699

Predicting the length of stay in hospital emergency rooms in Rhode Island

Lamere, Alicia T.; Nguyen, Son; Niu, Gao; Olinsky, Alan; … - In: Advances in business and management forecasting 14 (2021), pp. 35-48

Persistent link: https://www.econbiz.de/10014291661

Valuation of large variable annuity portfolios using linear models with interactions

Gan, Guojun - In: Risks 6 (2018) 3, pp. 1-19

A variable annuity is a popular life insurance product that comes with financial guarantees. Using Monte Carlo simulation to value a large variable annuity portfolio is extremely time-consuming. Metamodeling approaches have been proposed in the literature to speed up the valuation process. In...

Persistent link: https://www.econbiz.de/10011996629