Publications

  1. Guojun Gan and Emiliano A. Valdez (2019), Data Clustering with Actuarial Applications, North American Actuarial Journal, accepted for publication.
  2. Zhiyu Quan and Emiliano A. Valdez (2018), Predictive analytics of insurance claims using multivariate decision trees, Dependence Modeling, Vol. 6, pp.377-407.
  3. Guojun Gan, Zhiyu Quan, and Emiliano A. Valdez (2018), Machine Learning Techniques for Variable Annuity Valuation, Proceedings of the 4th International Conference on Big Data and Information Analytics, pp. 1-6.
  4. Guojun Gan and Emiliano A. Valdez (2018), Nested Stochastic Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets, Data. Vol. 3(3), pp. 31.
  5. Guojun Gan (2018), Valuation of Large Variable Annuity Portfolios using Linear Models with Interactions, Risks. Vol. 6(3), pp. 71.
  6. Himchan Jeong, Emiliano A. Valdez, Jae Youn Ahn and Sojung Park (2018), Generalized Linear Mixed Models for Dependent Compound Risk Models, Variance, accepted for publication.
  7. Himchan Jeong, Guojun Gan and Emiliano A. Valdez (2018), Association rules for understanding policyholder lapses, Risks. Vol. 6(3), pp. 69.
  8. Guojun Gan and Emiliano A Valdez (2018), Regression Modeling for the Valuation of Large Variable Annuity Portfolios, North American Actuarial Journal. Vol. 22(1), pp. 40-54.
  9. Guojun Gan and Emiliano A. Valdez (2017), Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets, Dependence Modeling. Vol. 5, pp. 354-374.
  10. Guojun Gan and Jimmy Huang (2017), A Data Mining Framework for Valuing Large Portfolios of Variable Annuities, In Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. , pp. 1467-1475.
  11. Guojun Gan and Emiliano A Valdez (2017), Modeling Partial Greeks of Variable Annuities with Dependence, Insurance: Mathematics and Econocmics. Vol. 76, pp. 118-134.
  12. Seyed Amir Hejazi, Kenneth R Jackson and Guojun Gan (2017), A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities, Quantitative Finance and Economics. Vol. 1(2), pp. 125-144.