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 access 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.

Other Datasets - available upon request

  • M. Guillen, C. Bolance, E.W. Frees, and E.A. Valdez, Case study data for joint modeling of insurance claims and lapsation, December 2021, Data in Brief, 39, 107639.
  • E.W. Frees, J. Carriere, and E.A. Valdez, Annuity Valuation with Dependent Mortality, 1996, Journal of Risk and Insurance, 63(2), 229-261.
  • E.W. Frees and E.A. Valdez, Understanding Relationships Using Copulas, 1998, North American Actuarial Journal, 2(1), 1-25.