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; Valdez, Emiliano A. Regression modeling for the valuation of large variable annuity portfolios. (English) Zbl 1393.91099 N. Am. Actuar. J. 22, No. 1, 40-54 (2018). MSC: 91B30 62P05 91G20 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, N. Am. Actuar. J. 22, No. 1, 40--54 (2018; Zbl 1393.91099) 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