R Code

The R code and relevant files for the book Metamodeling for Variable Annuities can be downloaded va2019.zip.

The R code and relevant files for the book Actuarial Statistics with R: Theory and Case Studies can be downloaded asr2018.zip.

VBA Code

The VBA code and relevant files for the book An Introduction to Excel VBA Programming: with Applications in Finance and Insurance can be downloaded code.zip.

C++ Code for Clustering

The C++ code for the book Data Clustering in C++: An Object-Oriented Approach can be downloaded cluslib-3.141.zip.

Datasets and Java Code for Variable Annuity

The Java code and datasets for the paper Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets can be downloaded vamc.zip.

The Java code and datasets for the paper Nested Stochastic Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets can be downloaded as follows:

• Java source code
• Aggregate results
• Seriatim results (paths 1-100)
• Seriatim results (paths 101-200)
• Seriatim results (paths 201-300)
• Seriatim results (paths 301-400)
• Seriatim results (paths 401-500)
• Seriatim results (paths 501-600)
• Seriatim results (paths 601-700)
• Seriatim results (paths 701-800)
• Seriatim results (paths 801-900)
• Seriatim results (paths 901-1000)

Java Code for Clustering

The Java code for the book Data Clustering: Theory, Algorithms, and Applications (2nd edition) can be found at jclust.

© Guojun Gan