Modeling variable annuities with matlab

The following Matlab project contains the source code and Matlab examples used for modeling variable annuities with matlab. Highlights include: • Integrating data sources • Valuing and creating a variable annuity product • Application development and deployment This webinar is relevant to practitioners or academics in finance whose focus is quantitative analysis, modeling, risk analysis, and valuation—particularly but not exclusively actuaries and professionals in the insurance industry.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
GMWB.m 11613
calcGMWB.m 477
cost.mat 1642
costSurf.m 1607
createSurfaceFit.m 1054
data.mat 897930
getEquityData.m 477
GMWB.xlsm 27892
GMWBAnalyzer.prj 39335
license.txt 1528
price.m 1747