Validation of machine learning based scenario generators

Harvard Dataverse 2026 Dataset Open access

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Authors: Gero Junike
DOI: 10.7910/dvn/cxml8c
Cited by: 0

Abstract

We provide Matlab Code and interest data to reproduce the results in the paper "Validation of machine learning based scenario generators", by Gero Junike, Solveig Flaig and Ralf Werner, Accepted by the Journal of Risk and Insurance.

Fields of Study & Subjects

Probability and Risk Models Insurance and Financial Risk Management Risk and Portfolio Optimization

Publication details

Journal / source
Harvard Dataverse
Publication date
27 January 2026
Document type
Dataset