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Guojun Gan · Study

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Guojun Gan

9 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0003-3285-7116

h-index9

i109

Citations381

Works here9

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Most cited in this library

Application of Data Clustering and Machine Learning in Variable Annuity Valuation2013 · 99 citations
Valuation of large variable annuity portfolios under nested simulation: A functional data approach2015 · 71 citations
Regression Modeling for the Valuation of Large Variable Annuity Portfolios2016 · 44 citations
Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach2017 · 38 citations
Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets2017 · 32 citations

Works

9 shown

Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions

Risks·2018·1 author·Open access

23citations

Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets

Dependence Modeling·2017·2 authors·Open access

32citations

Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach

North American Actuarial Journal·2017·2 authors

38citations

A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities

Quantitative Finance and Economics·2017·3 authors·Open access

19citations

Regression Modeling for the Valuation of Large Variable Annuity Portfolios

North American Actuarial Journal·2016·2 authors·Open access

44citations

An Empirical Comparison of Some Experimental Designs for the Valuation of Large Variable Annuity Portfolios

Dependence Modeling·2016·2 authors·Open access

30citations

Application of metamodeling to the valuation of large variable annuity portfolios

Winter Simulation Conference·2015·1 author·other

25citations

Valuation of large variable annuity portfolios under nested simulation: A functional data approach

Insurance Mathematics and Economics·2015·2 authors

71citations

Application of Data Clustering and Machine Learning in Variable Annuity Valuation

Insurance Mathematics and Economics·2013·1 author·Open access

99citations