{"id":"https://openalex.org/W2969500109","doi":"https://doi.org/10.1007/978-3-030-29894-4_57","title":"Fast Valuation of Large Portfolios of Variable Annuities via Transfer Learning","display_name":"Fast Valuation of Large Portfolios of Variable Annuities via Transfer Learning","publication_year":2019,"publication_date":"2019-01-01","ids":{"openalex":"https://openalex.org/W2969500109","doi":"https://doi.org/10.1007/978-3-030-29894-4_57","mag":"2969500109"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-29894-4_57","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-29894-4_57","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://figshare.com/articles/conference_contribution/Fast_valuation_of_large_portfolios_of_variable_annuities_via_transfer_learning/20741917","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5085139938","display_name":"Xiaojuan Cheng","orcid":"https://orcid.org/0000-0001-5977-3831"},"institutions":[{"id":"https://openalex.org/I181903023","display_name":"Xi'an Shiyou University","ror":"https://ror.org/040c7js64","country_code":"CN","type":"education","lineage":["https://openalex.org/I181903023"]},{"id":"https://openalex.org/I5343935","display_name":"Guilin University of Electronic Technology","ror":"https://ror.org/05arjae42","country_code":"CN","type":"education","lineage":["https://openalex.org/I5343935"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xiaojuan Cheng","raw_affiliation_strings":["Guangxi Key Laboratory of Trusted Software, Guilin University of Electronic Technology, Guilin, China","Xi\u2019an Shiyou University, Shaanxi, 710065, China","Xi'an Shiyou University, Shaanxi, 710065, China"],"affiliations":[{"raw_affiliation_string":"Guangxi Key Laboratory of Trusted Software, Guilin University of Electronic Technology, Guilin, China","institution_ids":["https://openalex.org/I5343935"]},{"raw_affiliation_string":"Xi\u2019an Shiyou University, Shaanxi, 710065, China","institution_ids":["https://openalex.org/I181903023"]},{"raw_affiliation_string":"Xi'an Shiyou University, Shaanxi, 710065, China","institution_ids":["https://openalex.org/I181903023"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5090419741","display_name":"Wei Luo","orcid":"https://orcid.org/0000-0002-4711-7543"},"institutions":[{"id":"https://openalex.org/I149704539","display_name":"Deakin University","ror":"https://ror.org/02czsnj07","country_code":"AU","type":"education","lineage":["https://openalex.org/I149704539"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Wei Luo","raw_affiliation_strings":["Deakin University, Geelong, VIC, 3216, Australia"],"affiliations":[{"raw_affiliation_string":"Deakin University, Geelong, VIC, 3216, Australia","institution_ids":["https://openalex.org/I149704539"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5000062069","display_name":"Guojun Gan","orcid":"https://orcid.org/0000-0003-3285-7116"},"institutions":[{"id":"https://openalex.org/I140172145","display_name":"University of Connecticut","ror":"https://ror.org/02der9h97","country_code":"US","type":"education","lineage":["https://openalex.org/I140172145"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Guojun Gan","raw_affiliation_strings":["University of Connecticut, Storrs, CT, USA"],"affiliations":[{"raw_affiliation_string":"University of Connecticut, Storrs, CT, USA","institution_ids":["https://openalex.org/I140172145"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100438769","display_name":"Gang Li","orcid":"https://orcid.org/0000-0003-1583-641X"},"institutions":[{"id":"https://openalex.org/I149704539","display_name":"Deakin University","ror":"https://ror.org/02czsnj07","country_code":"AU","type":"education","lineage":["https://openalex.org/I149704539"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Gang Li","raw_affiliation_strings":["Deakin University, Geelong, VIC, 3216, Australia"],"affiliations":[{"raw_affiliation_string":"Deakin University, Geelong, VIC, 3216, Australia","institution_ids":["https://openalex.org/I149704539"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5085139938"],"corresponding_institution_ids":["https://openalex.org/I181903023","https://openalex.org/I5343935"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":13.0005,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.98587933,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"716","last_page":"728"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T14509","display_name":"demographic modeling and climate adaptation","score":0.9882000088691711,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10517","display_name":"Financial Literacy, Pension, Retirement Analysis","score":0.9314000010490417,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7698566913604736},{"id":"https://openalex.org/keywords/valuation","display_name":"Valuation (finance)","score":0.7534638047218323},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7226132154464722},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.396978497505188},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3766714930534363},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1727166473865509},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.16451555490493774}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7698566913604736},{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.7534638047218323},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7226132154464722},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.396978497505188},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3766714930534363},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1727166473865509},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.16451555490493774}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/978-3-030-29894-4_57","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-29894-4_57","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},{"id":"pmh:oai:dro.deakin.edu.au:DU:30129687","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401102","display_name":"Own your potential (DEAKIN)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I149704539","host_organization_name":"Deakin University","host_organization_lineage":["https://openalex.org/I149704539"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Conference Paper"},{"id":"pmh:oai:figshare.com:article/20741917","is_oa":true,"landing_page_url":"https://figshare.com/articles/conference_contribution/Fast_valuation_of_large_portfolios_of_variable_annuities_via_transfer_learning/20741917","pdf_url":null,"source":{"id":"https://openalex.org/S4377196282","display_name":"Figshare","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210132348","host_organization_name":"Figshare (United Kingdom)","host_organization_lineage":["https://openalex.org/I4210132348"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"}],"best_oa_location":{"id":"pmh:oai:figshare.com:article/20741917","is_oa":true,"landing_page_url":"https://figshare.com/articles/conference_contribution/Fast_valuation_of_large_portfolios_of_variable_annuities_via_transfer_learning/20741917","pdf_url":null,"source":{"id":"https://openalex.org/S4377196282","display_name":"Figshare","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210132348","host_organization_name":"Figshare (United Kingdom)","host_organization_lineage":["https://openalex.org/I4210132348"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"},"sustainable_development_goals":[{"score":0.4399999976158142,"id":"https://metadata.un.org/sdg/1","display_name":"No poverty"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W1554596760","https://openalex.org/W1686946872","https://openalex.org/W2050763412","https://openalex.org/W2070902044","https://openalex.org/W2171646358","https://openalex.org/W2292167345","https://openalex.org/W2465012345","https://openalex.org/W2573751300","https://openalex.org/W2744210466","https://openalex.org/W2768301016","https://openalex.org/W2810885334","https://openalex.org/W2811482106","https://openalex.org/W2904013130","https://openalex.org/W2925147768","https://openalex.org/W2964184826","https://openalex.org/W2969873105","https://openalex.org/W3124867684","https://openalex.org/W3125549559","https://openalex.org/W3125948402","https://openalex.org/W3126010459","https://openalex.org/W4230323367","https://openalex.org/W4238524870","https://openalex.org/W6637242914"],"related_works":["https://openalex.org/W2961085424","https://openalex.org/W4306674287","https://openalex.org/W4387369504","https://openalex.org/W3046775127","https://openalex.org/W4394896187","https://openalex.org/W3170094116","https://openalex.org/W4386462264","https://openalex.org/W3107602296","https://openalex.org/W4364306694","https://openalex.org/W4312192474"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":1}],"updated_date":"2026-04-17T18:11:37.981687","created_date":"2025-10-10T00:00:00"}
