COLLEGE OF LIBERAL ARTS AND SCIENCES

Department of Mathematics

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Data

Data used in research will be publicly available here. UNDER CONSTRUCTION.

Datasets for Driver Telematics

So, B., Boucher, J-P, Valdez, EA, Synthetic Dataset Generation of Driver Telematics, 2021, Risks, 9(4), 58. Click here to download dataset.

Datasets for Variable Annuity

Datasets for the papers on valuation of variable annuity products can be found here: Software - G. Gan.

Gan, G., Valdez, EA, Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets, 2017, Dependence Modeling, 5:354-374.

Gan, G., Valdez, EA, Nested Stochastic Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets, 2018, Data, 3(3), 31.