{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,5]],"date-time":"2026-03-05T22:44:26Z","timestamp":1772750666772,"version":"3.50.1"},"reference-count":53,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2015,12]]},"DOI":"10.1109\/wsc.2015.7408237","type":"proceedings-article","created":{"date-parts":[[2016,5,7]],"date-time":"2016-05-07T09:42:38Z","timestamp":1462614158000},"page":"1103-1114","source":"Crossref","is-referenced-by-count":19,"title":["Application of metamodeling to the valuation of large variable annuity portfolios"],"prefix":"10.1109","author":[{"given":"Guojun","family":"Gan","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref39","doi-asserted-by":"publisher","DOI":"10.1016\/j.cageo.2005.12.009"},{"key":"ref38","first-page":"239","article-title":"A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code","volume":"21","author":"mckay","year":"1979","journal-title":"Technometrics"},{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1016\/j.jspi.2005.01.007"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1994.10476759"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1287\/inte.5.3.21"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2004.06.018"},{"key":"ref37","doi-asserted-by":"publisher","DOI":"10.1137\/070693874"},{"key":"ref36","doi-asserted-by":"publisher","DOI":"10.1016\/0928-4869(94)00007-7"},{"key":"ref35","doi-asserted-by":"crossref","first-page":"3","DOI":"10.21314\/JOR.2010.211","article-title":"Stochastic kriging for efficient nested simulation of expected shortfall","volume":"12","author":"liu","year":"2010","journal-title":"The Journal of Risk"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1109\/WSC.2009.5429418"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1002\/wics.73"},{"key":"ref27","author":"khuri","year":"1987","journal-title":"Response Surfaces Designs and Analyses"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2007.10.013"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1090.0754"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1016\/j.simpat.2003.10.006"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2013.08.010"},{"key":"ref22","author":"hardy","year":"2003","journal-title":"Investment Guarantees Modelling and Risk Management for Equity-Linked Life Insurance"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1080\/10920277.2000.10595903"},{"key":"ref24","author":"isaaks","year":"1990","journal-title":"An Introduction to Applied Geostatistics"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.2307\/2683926"},{"key":"ref26","doi-asserted-by":"crossref","DOI":"10.1142\/5915","author":"khuri","year":"2006","journal-title":"Response Surface Methodology and related topics"},{"key":"ref25","first-page":"74","article-title":"Variable Annuity with Guarantees: Valuation and Simulation","volume":"14","author":"jiang","year":"2010","journal-title":"Journal of Money Investment and Banking"},{"key":"ref50","doi-asserted-by":"publisher","DOI":"10.1109\/ASC-ICSC.2008.4675433"},{"key":"ref51","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2012.12.005"},{"key":"ref53","article-title":"An efficient reliability method combining adaptive importance sampling and Kriging metamodel","author":"zhao","year":"2014","journal-title":"Applied Mathematical Modelling"},{"key":"ref52","doi-asserted-by":"publisher","DOI":"10.1016\/j.cie.2011.05.008"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1002\/0470072768"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1201\/b16899"},{"key":"ref40","author":"myers","year":"2009","journal-title":"Response Surface Methodology Process and Product Optimization Using Designed Experiments"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2012.09.007"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1002\/9780470770801"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.2307\/2007474"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4613-1299-4"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1201\/b10814"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2013.09.021"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2015.02.007"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1080\/10920277.2003.10596076"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2011.05.003"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-6687(01)00086-5"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1145\/167293.167352"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1109\/WSC.1994.717134"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1109\/WSC.2008.4736123"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1109\/WSC.1998.744912"},{"key":"ref49","doi-asserted-by":"publisher","DOI":"10.1016\/j.amc.2012.02.067"},{"key":"ref9","author":"box","year":"1987","journal-title":"Empirical Model-Building and Response Surfaces"},{"key":"ref46","doi-asserted-by":"publisher","DOI":"10.1007\/s10614-013-9406-7"},{"key":"ref45","doi-asserted-by":"publisher","DOI":"10.1029\/2011WR011527"},{"key":"ref48","article-title":"Things you wanted to know about the Latin hypercube design and were afraid to ask","author":"viana","year":"2013","journal-title":"the 6th World Congress on Structural and Multidisciplinary Optimization"},{"key":"ref47","doi-asserted-by":"publisher","DOI":"10.1142\/9789812569288"},{"key":"ref42","doi-asserted-by":"publisher","DOI":"10.1007\/s10182-010-0144-z"},{"key":"ref41","first-page":"10","article-title":"People Like VAs Like GPUs","year":"2012","journal-title":"Wilmott magazine 2012"},{"key":"ref44","doi-asserted-by":"publisher","DOI":"10.1007\/s10182-010-0142-1"},{"key":"ref43","article-title":"Lessons Learned About Leveraging High Performance Computing for Variable Annuities","author":"phillips","year":"2012","journal-title":"Equity-Based Insurance Guarantees Conference"}],"event":{"name":"2015 Winter Simulation Conference (WSC)","location":"Huntington Beach, CA, USA","start":{"date-parts":[[2015,12,6]]},"end":{"date-parts":[[2015,12,9]]}},"container-title":["2015 Winter Simulation Conference (WSC)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/7399125\/7408148\/07408237.pdf?arnumber=7408237","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,24]],"date-time":"2017-06-24T13:02:09Z","timestamp":1498309329000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/7408237\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2015,12]]},"references-count":53,"URL":"https:\/\/doi.org\/10.1109\/wsc.2015.7408237","relation":{},"subject":[],"published":{"date-parts":[[2015,12]]}}}