Guojun Gan

Manulife Asset Management

Director, Research & Development, Global VA Hedging Department

200 Bloor Street East

NT-5

Toronto, Ontario M4W1E5

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

558

SSRN CITATIONS
Rank 41,988

SSRN RANKINGS

Top 41,988

in Total Papers Citations

22

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Valuation of Large Variable Annuity Portfolios Under Nested Simulations: A Functional Data Approach

Gan, G. and Lin, X.S. (2015). Valuation of large variable annuity portfolios under nested simulation: a functional data approach, Insurance: Mathematics and Economics, 62, 138-150.
Number of pages: 13 Posted: 22 Nov 2013 Last Revised: 26 Dec 2015
Guojun Gan and X. Sheldon Lin
Manulife Asset Management and Department of Statistical Sciences, University of Toronto
Downloads 337 (170,225)
Citation 10

Abstract:

Loading...

Variable annuity, Monte Carlo simulation, Nested simulation, Stochastic-on-stochastic, Portfolio valuation, Clustering, Functional data analysis

2.

Application of Data Clustering and Machine Learning in Variable Annuity Valuation

Insurance: Mathematics and Economics, 2013
Number of pages: 23 Posted: 10 Sep 2013 Last Revised: 15 Oct 2013
Guojun Gan
Manulife Asset Management
Downloads 221 (261,066)
Citation 8

Abstract:

Loading...

Variable annuity, Data clustering, Machine learning, Monte Carlo simulation, Portfolio Valuation, Portfolio Pricing