ESG simulations and RPDB cash flows (June 2019)

Published: 16 June 2019| Version 1 | DOI: 10.17632/6vvzh2w4g4.1
Contributor:
Lucio Fernandez-Arjona

Description

These are simulations of a Hull-White + GBM model (IR + equity), exact simulation on annual steps. Additionally, the dataset contains the cash flows of an insurance product corresponding to these simulations. For more details, look at the file dataset description.

Files

Steps to reproduce

read "how to generate a new dataset"

Institutions

Universitat Zurich

Categories

Life Insurance

Licence