Roy Kouwenberg

According to our database, Roy Kouwenberg authored at least 5 papers between 2001 and 2017.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2017

Rank-Dependent Utility and Risk Taking in Complete Markets.

Xue Dong He, Roy Kouwenberg, Xun Yu Zhou

SIAM J. Financial Math., 2017

2016

Ambiguity Attitudes in a Large Representative Sample.

Stephen G. Dimmock, Roy Kouwenberg, Peter P. Wakker

Manag. Sci., 2016

2005

A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming.

Arjan Berkelaar, Joaquim A. S. Gromicho, Roy Kouwenberg, Shuzhong Zhang

Math. Program., 2005

2001

High-Performance Computing for Asset-Liability Management.

Jacek Gondzio, Roy Kouwenberg

Oper. Res., 2001

Scenario generation and stochastic programming models for asset liability management.

Roy Kouwenberg

Eur. J. Oper. Res., 2001