{"id":"https://openalex.org/W2744210466","doi":"https://doi.org/10.1145/3097983.3098013","title":"A Data Mining Framework for Valuing Large Portfolios of Variable Annuities","display_name":"A Data Mining Framework for Valuing Large Portfolios of Variable Annuities","publication_year":2017,"publication_date":"2017-08-04","ids":{"openalex":"https://openalex.org/W2744210466","doi":"https://doi.org/10.1145/3097983.3098013","mag":"2744210466"},"language":"en","primary_location":{"id":"doi:10.1145/3097983.3098013","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3097983.3098013","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","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"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Connecticut, Storrs, CT, USA","institution_ids":["https://openalex.org/I140172145"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5000409439","display_name":"Jimmy Xiangji Huang","orcid":"https://orcid.org/0000-0003-1292-1491"},"institutions":[{"id":"https://openalex.org/I192455969","display_name":"York University","ror":"https://ror.org/05fq50484","country_code":"CA","type":"education","lineage":["https://openalex.org/I192455969"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Jimmy Xiangji Huang","raw_affiliation_strings":["York University, Toronto, ON, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"York University, Toronto, ON, Canada","institution_ids":["https://openalex.org/I192455969"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":15.2719,"has_fulltext":false,"cited_by_count":27,"citation_normalized_percentile":{"value":0.98791548,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"1467","last_page":"1475"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9896000027656555,"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":0.9896000027656555,"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":0.98089998960495,"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/T12394","display_name":"Insurance and Financial Risk Management","score":0.9239000082015991,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/annuity","display_name":"Annuity","score":0.9476009011268616},{"id":"https://openalex.org/keywords/variable","display_name":"Variable (mathematics)","score":0.7135838270187378},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.6866589784622192},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4433436393737793},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4318787753582001},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3911626935005188},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.21308568120002747},{"id":"https://openalex.org/keywords/life-annuity","display_name":"Life annuity","score":0.21008512377738953},{"id":"https://openalex.org/keywords/pension","display_name":"Pension","score":0.1307051181793213},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.08832293748855591}],"concepts":[{"id":"https://openalex.org/C44465351","wikidata":"https://www.wikidata.org/wiki/Q215579","display_name":"Annuity","level":4,"score":0.9476009011268616},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.7135838270187378},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.6866589784622192},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4433436393737793},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4318787753582001},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3911626935005188},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.21308568120002747},{"id":"https://openalex.org/C76485209","wikidata":"https://www.wikidata.org/wiki/Q2510714","display_name":"Life annuity","level":3,"score":0.21008512377738953},{"id":"https://openalex.org/C2780899237","wikidata":"https://www.wikidata.org/wiki/Q156223","display_name":"Pension","level":2,"score":0.1307051181793213},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.08832293748855591},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3097983.3098013","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3097983.3098013","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.5899999737739563,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320310284","display_name":"Society of Actuaries","ror":"https://ror.org/03zn9xn73"},{"id":"https://openalex.org/F4320334593","display_name":"Natural Sciences and Engineering Research Council of Canada","ror":"https://ror.org/01h531d29"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":38,"referenced_works":["https://openalex.org/W18236694","https://openalex.org/W191916690","https://openalex.org/W626833182","https://openalex.org/W845171161","https://openalex.org/W1061391235","https://openalex.org/W1523937437","https://openalex.org/W1535636150","https://openalex.org/W1607406321","https://openalex.org/W1980241517","https://openalex.org/W1990368529","https://openalex.org/W2062723323","https://openalex.org/W2073459066","https://openalex.org/W2109335275","https://openalex.org/W2113076747","https://openalex.org/W2162967415","https://openalex.org/W2171646358","https://openalex.org/W2288643746","https://openalex.org/W2292167345","https://openalex.org/W2522958137","https://openalex.org/W2525980391","https://openalex.org/W2527873864","https://openalex.org/W2925147768","https://openalex.org/W3123549999","https://openalex.org/W3124867684","https://openalex.org/W3125549559","https://openalex.org/W3125948402","https://openalex.org/W3214823556","https://openalex.org/W4211049957","https://openalex.org/W4230323367","https://openalex.org/W4230765542","https://openalex.org/W4232545478","https://openalex.org/W4238524870","https://openalex.org/W4239017244","https://openalex.org/W4242300390","https://openalex.org/W4245610018","https://openalex.org/W4253057314","https://openalex.org/W6629804754","https://openalex.org/W7038680275"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W4231276745","https://openalex.org/W4255870838","https://openalex.org/W3121822376","https://openalex.org/W3124454045","https://openalex.org/W2259826886","https://openalex.org/W3121194216","https://openalex.org/W2948775563","https://openalex.org/W2604581892","https://openalex.org/W1607261320"],"abstract_inverted_index":{"A":[0],"variable":[1,28],"annuity":[2],"is":[3],"a":[4],"tax-deferred":[5],"retirement":[6],"vehicle":[7],"created":[8],"to":[9,34,41],"address":[10],"concerns":[11],"that":[12],"many":[13],"people":[14],"have":[15],"about":[16],"outliving":[17],"their":[18],"assets.":[19],"In":[20],"the":[21,24,43],"past":[22],"decade,":[23],"rapid":[25],"growth":[26],"of":[27],"annuities":[29],"has":[30],"posed":[31],"great":[32],"challenges":[33],"insurance":[35],"companies":[36],"especially":[37],"when":[38],"it":[39],"comes":[40],"valuing":[42],"complex":[44],"guarantees":[45],"embedded":[46],"in":[47],"these":[48],"products.":[49]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":7},{"year":2017,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
