Scenario generation and stochastic programming models for asset liability management

Research output: Contribution to journal › Article › Academic › peer-review

168 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	279-292
Number of pages	14
Journal	European Journal of Operational Research
Volume	134
Issue number	2
DOIs	https://doi.org/10.1016/S0377-2217(00)00261-7
Publication status	Published - 2001

Access to Document

@article{9387bc7a67244f78a2697d76507fe9c6,

title = "Scenario generation and stochastic programming models for asset liability management",

author = "Roy Kouwenberg",

note = "October 2001",

year = "2001",

doi = "10.1016/S0377-2217(00)00261-7",

language = "Undefined/Unknown",

volume = "134",

pages = "279--292",

journal = "European Journal of Operational Research",

issn = "0377-2217",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - Scenario generation and stochastic programming models for asset liability management

AU - Kouwenberg, Roy

N1 - October 2001

PY - 2001

Y1 - 2001

U2 - 10.1016/S0377-2217(00)00261-7

DO - 10.1016/S0377-2217(00)00261-7

M3 - Article

VL - 134

SP - 279

EP - 292

JO - European Journal of Operational Research

JF - European Journal of Operational Research

SN - 0377-2217

IS - 2

ER -