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Optimal Investment and Proportional Reinsurance under Exponential Forward Pre...
The dataset is used to study the optimal investment and proportional reinsurance problem of an insurance company, whose investment preferences are described via a forward... -
Pricingame 2017 Dataset
The dataset used in the paper is a pricingame 2017 dataset. -
Pricingame 2015 Dataset
The dataset used in the paper is a pricingame 2015 dataset. -
Private Car Insurance Dataset
The dataset used in the paper is a private car insurance dataset. -
AUSI dataset
The dataset used in this paper is a bivariate motor insurance dataset, which consists of observations from a Motor insurance portfolio of a major Australian general insurer. -
Indifference Pricing of Pure Endowments in a Markov-Modulated Market Model
The dataset used in this paper is a stochastic-factor model for an insurance company with exponential utility preferences.
