Matthijs H. Streutker

Publication Activity (10 Years)

Years Active: 2006-2011
Publications (10 Years): 0

Publications

Willem K. Klein Haneveld, Matthijs H. Streutker, Maarten H. van der Vlerk
Collective adjustment of pension rights in ALM models. Comput. Manag. Sci. 8 (1-2) (2011)
Willem K. Klein Haneveld, Matthijs H. Streutker, Maarten H. van der Vlerk
An ALM model for pension funds using integrated chance constraints. Ann. Oper. Res. 177 (1) (2010)
Willem K. Klein Haneveld, Matthijs H. Streutker, Maarten H. van der Vlerk
ALM Modeling for Dutch Pension Funds in an Era of Pension Reform. OR (2006)