A hybrid simulation/optimisation scenario model for asset/liability management

European Journal of Operational Research

Volumn 99, Issue 1, 1997, Pages 126-135

  Boender, Guus C E ^a,b,c  

^a ORTEC The Netherlands   (Netherlands)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

^c ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Asset liability management; Case study; Finance; Global optimisation; Simulation

Indexed keywords

DECISION MAKING; MANAGEMENT; MATHEMATICAL MODELS; OPTIMIZATION; PENSION PLANS; STRATEGIC PLANNING;

ASSET LIABILITY MANAGEMENT; GLOBAL OPTIMIZATION; PENSION FUNDS;

FINANCE;

EID: 0031145910     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(96)00387-6     Document Type: Article

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