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 simu
This dataset contains training, validation and out-of-sample test data for two European calls and two examples of portfolio of variable annuity guarantees.
Tweedie models can be used to analyze nonnegative continuous data with a probability mass at zero. There have been wide applications in natural science, healthcare research, actuarial science, and oth
