ESG simulations and RPDB cash flows (June 2019)
Published: 16 June 2019| Version 1 | DOI: 10.17632/6vvzh2w4g4.1
Contributor:
Lucio Fernandez-ArjonaDescription
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