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 |
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