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http://bura.brunel.ac.uk/handle/2438/24054Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Alwohaibi, M | - |
| dc.contributor.author | Roman, D | - |
| dc.contributor.author | Peluso, A | - |
| dc.date.accessioned | 2022-02-04T10:12:44Z | - |
| dc.date.available | 2022-02-04T10:12:44Z | - |
| dc.date.issued | 2022-05-11 | - |
| dc.identifier.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 . | en_US |
| dc.identifier.issn | 2167-9533 | - |
| dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/24054 | - |
| dc.format.extent | 277 - 295 | - |
| dc.format.medium | Print-Electronic | - |
| dc.language.iso | en_US | en_US |
| dc.publisher | Scientific Research Publishing | en_US |
| dc.rights | Copyright © 2022 by authors and Scientific Research Publishing Inc. This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License. | - |
| dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | - |
| dc.subject | asset and liability management | en_US |
| dc.subject | liability driven investment | en_US |
| dc.subject | risk management | en_US |
| dc.subject | funding ratio | en_US |
| dc.subject | population modelling | en_US |
| dc.subject | historical copula | en_US |
| dc.title | Scenario Generation for Asset and Liability Management Models Applied to a Saudi Arabian Pension Fund | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | https://doi.org/10.4236/jfrm.2022.112014 | - |
| dc.relation.isPartOf | Journal of Financial Risk Management | - |
| pubs.issue | 2 | - |
| pubs.publication-status | Published | - |
| pubs.volume | 11 | - |
| dc.identifier.eissn | 2167-9541 | - |
| 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
