ESG simulations and RPDB cash flows (June 2019)

Published: 16 Jun 2019 | Version 1 | DOI: 10.17632/6vvzh2w4g4.1
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Description of this data

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.

Experiment data files

Steps to reproduce

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Latest version

  • Version 1

    2019-06-16

    Published: 2019-06-16

    DOI: 10.17632/6vvzh2w4g4.1

    Cite this dataset

    Fernandez-Arjona, Lucio (2019), “ESG simulations and RPDB cash flows (June 2019)”, Mendeley Data, v1 http://dx.doi.org/10.17632/6vvzh2w4g4.1

Statistics

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Downloads: 6

Institutions

Universitat Zurich

Categories

Life Insurance

Licence

CC BY 4.0 Learn more

The files associated with this dataset are licensed under a Creative Commons Attribution 4.0 International licence.

What does this mean?

This dataset is licensed under a Creative Commons Attribution 4.0 International licence. What does this mean? You can share, copy and modify this dataset so long as you give appropriate credit, provide a link to the CC BY license, and indicate if changes were made, but you may not do so in a way that suggests the rights holder has endorsed you or your use of the dataset. Note that further permission may be required for any content within the dataset that is identified as belonging to a third party.

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