Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/24054| Title: | Scenario Generation for Asset and Liability Management Models Applied to a Saudi Arabian Pension Fund |
| Authors: | Alwohaibi, M Roman, D Peluso, A |
| Keywords: | asset and liability management;liability driven investment;risk management;funding ratio;population modelling;historical copula |
| Issue Date: | 11-May-2022 |
| Publisher: | Scientific Research Publishing |
| Citation: | Roman, D., Alwohaibi, M. and Peluso, A. (2022) 'Scenario Generation for Asset and Liability Management Models Applied to a Saudi Arabian Pension Fund', Journal of Financial Risk Management, 11 (2), pp. 277-295. doi: 10.4236/jfrm.2022.112014 . |
| URI: | https://bura.brunel.ac.uk/handle/2438/24054 |
| DOI: | https://doi.org/10.4236/jfrm.2022.112014 |
| ISSN: | 2167-9533 |
| Appears in Collections: | Dept of Mathematics Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 336.49 kB | Adobe PDF | View/Open |
This item is licensed under a Creative Commons License
