Kouwenberg Roy

Roy Kouwenberg

Information about the author Roy Kouwenberg will soon be added to the site.
Found 2 papers in total
High-performance computing for asset–liability management
High-performance computing for asset–liability management
2001
Financial institutions require sophisticated tools for risk management. For...
Scenario generation and stochastic programming models for asset liability management
Scenario generation and stochastic programming models for asset liability management
2001
In this paper, we develop and test scenario generation methods for asset liability...
Papers per page: