Gan, Guojun; Valdez, Emiliano A. Data clustering with actuarial applications. (English) Zbl 1454.91186 N. Am. Actuar. J. 24, No. 2, 168-186 (2020). MSC: 91G05 62P05 62H30 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, N. Am. Actuar. J. 24, No. 2, 168--186 (2020; Zbl 1454.91186) Full Text: DOI OpenURL
Gan, Guojun; Valdez, Emiliano A. Valuation of large variable annuity portfolios with rank order kriging. (English) Zbl 1437.91391 N. Am. Actuar. J. 24, No. 1, 100-117 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, N. Am. Actuar. J. 24, No. 1, 100--117 (2020; Zbl 1437.91391) Full Text: DOI OpenURL
Gan, Guojun; Valdez, Emiliano A. Fat-tailed regression modeling with spliced distributions. (English) Zbl 1417.62299 N. Am. Actuar. J. 22, No. 4, 554-573 (2018). MSC: 62P05 91B30 62G32 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, N. Am. Actuar. J. 22, No. 4, 554--573 (2018; Zbl 1417.62299) Full Text: DOI OpenURL
Gan, Guojun; Lin, X. Sheldon Efficient Greek calculation of variable annuity portfolios for dynamic hedging: a two-level metamodeling approach. (English) Zbl 1414.91188 N. Am. Actuar. J. 21, No. 2, 161-177 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Gan} and \textit{X. S. Lin}, N. Am. Actuar. J. 21, No. 2, 161--177 (2017; Zbl 1414.91188) Full Text: DOI OpenURL
Gan, Guojun; Valdez, Emiliano A. Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets. (English) Zbl 1390.91320 Depend. Model. 5, 354-374 (2017). MSC: 91G60 65C05 91G10 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, Depend. Model. 5, 354--374 (2017; Zbl 1390.91320) Full Text: DOI OpenURL
Gan, Guojun; Valdez, Emiliano A. Modeling partial Greeks of variable annuities with dependence. (English) Zbl 1395.91251 Insur. Math. Econ. 76, 118-134 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, Insur. Math. Econ. 76, 118--134 (2017; Zbl 1395.91251) Full Text: DOI OpenURL
Gan, Guojun; Valdez, Emiliano A. An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios. (English) Zbl 1382.91046 Depend. Model. 4, 382-400 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, Depend. Model. 4, 382--400 (2016; Zbl 1382.91046) Full Text: DOI OpenURL
Gan, Guojun; Lin, X. Sheldon Valuation of large variable annuity portfolios under nested simulation: a functional data approach. (English) Zbl 1318.91112 Insur. Math. Econ. 62, 138-150 (2015). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{G. Gan} and \textit{X. S. Lin}, Insur. Math. Econ. 62, 138--150 (2015; Zbl 1318.91112) Full Text: DOI OpenURL
Gan, Guojun Application of data clustering and machine learning in variable annuity valuation. (English) Zbl 1290.91086 Insur. Math. Econ. 53, No. 3, 795-801 (2013). MSC: 91B30 62P05 62H30 68T05 91G20 PDF BibTeX XML Cite \textit{G. Gan}, Insur. Math. Econ. 53, No. 3, 795--801 (2013; Zbl 1290.91086) Full Text: DOI OpenURL